5 citations · 9 across the 4 of their papers we have counts for
3 papers · 1 filter
Sampling in Unit Time with Kernel Fisher-Rao Flow
Aimee Maurais, Youssef Marzouk
We introduce a new mean-field ODE and corresponding interacting particle systems (IPS) for sampling from an unnormalized target density. The IPS are gradient-free, available in clo…
Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices
Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer +1
We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices. The estima…
Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry
Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer +1
We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold. The estimator fuses samples from…