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math.NA2025
Fast operator learning for mapping correlations
Yuehaw Khoo, Yuguan Wang, Siyao Yang
We propose a fast, optimization-free method for learning the transition operators of high-dimensional Markov processes. The central idea is to perform a Galerkin projection of the…
math.NA2025
Tensor Density Estimator by Convolution-Deconvolution
Yifan Peng, Siyao Yang, Yuehaw Khoo +1
We propose a linear algebraic framework for performing density estimation. It consists of three simple steps: convolving the empirical distribution with certain smoothing kernels t…