4 papers
Hierarchical Search of Tree Tensor Networks for High-Dimensional Data
Zheng Guo, Aditya Deshpande, Xinyu Wang +2
Tensor network methods provide a scalable solution to represent high-dimensional data. However, their efficacy is often limited by static, expert-defined structures that fail to ad…
Synchronized step multilevel Markov chain Monte Carlo
Sanjan C. Muchandimath, Alex A. Gorodetsky
We propose SYNCE (synchronized step correlation enhancement), a new algorithm for coupling Markov chains within multilevel Markov chain Monte Carlo (ML-MCMC) estimators. We apply t…
Accelerating Bayesian Inference via Multi-Fidelity Transport Map Coupling
Sanjan C. Muchandimath, Joaquim R. R. A. Martins, Alex A. Gorodetsky
Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynold…
Low-rank Bayesian matrix completion via geodesic Hamiltonian Monte Carlo on Stiefel manifolds
Tiangang Cui, Alex Gorodetsky
We present a new sampling-based approach for enabling efficient computation of low-rank Bayesian matrix completion and quantifying the associated uncertainty. Firstly, we design a…