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09/02/2023
An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systems
We propose an ensemble score filter (EnSF) for solving high-dimensional ...
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01/27/2023
TransNet: Transferable Neural Networks for Partial Differential Equations
Transfer learning for partial differential equations (PDEs) is to develo...
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01/18/2023
Parameter Estimation for the Truncated KdV Model through a Direct Filter Method
In this work, we develop a computational method that to provide realtime...
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12/17/2022
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent
In this paper, we carry out numerical analysis to prove convergence of a...
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03/09/2022
A PDE-based Adaptive Kernel Method for Solving Optimal Filtering Problems
In this paper, we introduce an adaptive kernel method for solving the op...
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01/25/2022
A Kernel Learning Method for Backward SDE Filter
In this paper, we develop a kernel learning backward SDE filter method t...
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06/21/2021
A Drift Homotopy Implicit Particle Filter Method for Nonlinear Filtering problems
In this paper, we develop a drift homotopy implicit particle filter meth...
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05/17/2021
Disentangled Variational Information Bottleneck for Multiview Representation Learning
Multiview data contain information from multiple modalities and have pot...
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04/20/2021
Meshfree Approximation for Stochastic Optimal Control Problems
In this work, we study the gradient projection method for solving a clas...
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03/15/2021
Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes
A splitting scheme for backward doubly stochastic differential equations...
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11/28/2020
Uncertainty Quantification in Deep Learning through Stochastic Maximum Principle
We develop a probabilistic machine learning method, which formulates a c...
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11/03/2020
A Two-Stage Approach to Device-Robust Acoustic Scene Classification
To improve device robustness, a highly desirable key feature of a compet...
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07/16/2020