3 papers
math.NA2024
Adaptive deep density approximation for stochastic dynamical systems
Junjie He, Qifeng Liao, Xiaoliang Wan
In this paper we consider adaptive deep neural network approximation for stochastic dynamical systems. Based on the Liouville equation associated with the stochastic dynamical syst…
cs.LG2024
Streaming data recovery via Bayesian tensor train decomposition
Yunyu Huang, Yani Feng, Qifeng Liao
In this paper, we study a Bayesian tensor train (TT) decomposition method to recover streaming data by approximating the latent structure in high-order streaming data. Drawing on t…
math.NA2024
An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
Guanjie Wang, Smita Sahu, Qifeng Liao
It is known that standard stochastic Galerkin methods encounter challenges when solving partial differential equations with high-dimensional random inputs, which are typically caus…