14 citations · 39 across the 20 of their papers we have counts for
10 papers · 1 filter
A transport approach to sequential simulation-based inference
Paul-Baptiste Rubio, Youssef Marzouk, Matthew Parno
We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional di…
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…
Multilevel Monte Carlo estimators for derivative-free optimization under uncertainty
Friedrich Menhorn, Gianluca Geraci, D. Thomas Seidl +3
Optimization is a key tool for scientific and engineering applications, however, in the presence of models affected by uncertainty, the optimization formulation needs to be extende…
Score Operator Newton transport
Nisha Chandramoorthy, Florian Schaefer, Youssef Marzouk
We propose a new approach for sampling and Bayesian computation that uses the score of the target distribution to construct a transport from a given reference distribution to the t…
Principal Feature Detection via -Sobolev Inequalities
Matthew T. C. Li, Youssef Marzouk, Olivier Zahm
We investigate the approximation of high-dimensional target measures as low-dimensional updates of a dominating reference measure. This approximation class replaces the associated…
Diffusion map particle systems for generative modeling
Fengyi Li, Youssef Marzouk
We propose a novel diffusion map particle system (DMPS) for generative modeling, based on diffusion maps and Laplacian-adjusted Wasserstein gradient descent (LAWGD). Diffusion maps…