3 papers
cs.LG2024
HJ-sampler: A Bayesian sampler for inverse problems of a stochastic process by leveraging Hamilton-Jacobi PDEs and score-based generative models
Tingwei Meng, Zongren Zou, Jérôme Darbon +1
The interplay between stochastic processes and optimal control has been extensively explored in the literature. With the recent surge in the use of diffusion models, stochastic pro…
cs.LG2024
Leveraging Hamilton-Jacobi PDEs with time-dependent Hamiltonians for continual scientific machine learning
Paula Chen, Tingwei Meng, Zongren Zou +2
We address two major challenges in scientific machine learning (SciML): interpretability and computational efficiency. We increase the interpretability of certain learning processe…
cs.LG2024
Leveraging viscous Hamilton-Jacobi PDEs for uncertainty quantification in scientific machine learning
Zongren Zou, Tingwei Meng, Paula Chen +2
Uncertainty quantification (UQ) in scientific machine learning (SciML) combines the powerful predictive power of SciML with methods for quantifying the reliability of the learned m…