[HTML][HTML] Likelihood approximation with hierarchical matrices for large spatial datasets

A Litvinenko, Y Sun, MG Genton, DE Keyes - Computational Statistics & …, 2019 - Elsevier
The unknown parameters (variance, smoothness, and covariance length) of a spatial
covariance function can be estimated by maximizing the joint Gaussian log-likelihood …

Multiresolution tensor learning for efficient and interpretable spatial analysis

JY Park, K Carr, S Zheng, Y Yue… - … Conference on Machine …, 2020 - proceedings.mlr.press
Efficient and interpretable spatial analysis is crucial in many fields such as geology, sports,
and climate science. Tensor latent factor models can describe higher-order correlations for …

Weakly supervised regression using manifold regularization and low-rank matrix representation

V Berikov, A Litvinenko - … Conference, MOTOR 2021, Irkutsk, Russia, July …, 2021 - Springer
We solve a weakly supervised regression problem. Under “weakly” we understand that for
some training points the labels are known, for some unknown, and for others uncertain due …

Range-separated tensor decomposition of the discretized Dirac delta and elliptic operator inverse

BN Khoromskij - Journal of Computational Physics, 2020 - Elsevier
In this paper, we introduce the operator dependent range-separated (RS) tensor
approximation of the discretized Dirac delta function (distribution) in R d. It is constructed by …

Computing f-Divergences and Distances of High-Dimensional Probability Density Functions--Low-Rank Tensor Approximations

A Litvinenko, Y Marzouk, HG Matthies… - arXiv preprint arXiv …, 2021 - arxiv.org
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high-dimensional random variables (RVs). A high-dimensional RV can be described by …

Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions

AK Saibaba, R Minster, ME Kilmer - Advances in Computational …, 2022 - Springer
In this paper, we introduce a method for multivariate function approximation using function
evaluations, Chebyshev polynomials, and tensor-based compression techniques via the …

On a weakly supervised classification problem

V Berikov, A Litvinenko, I Pestunov… - … Conference on Analysis …, 2021 - Springer
We consider a weakly supervised classification problem. It is a classification problem where
the target variable can be unknown or uncertain for some subset of samples. This problem …

Computing ‐divergences and distances of high‐dimensional probability density functions

A Litvinenko, Y Marzouk, HG Matthies… - … Linear Algebra with …, 2023 - Wiley Online Library
Very often, in the course of uncertainty quantification tasks or data analysis, one has to deal
with high‐dimensional random variables. Here the interest is mainly to compute …

Stochastic Modelling of Elasticity Tensors

SK Shivanand, B Rosić, HG Matthies - arXiv preprint arXiv:2409.16714, 2024 - arxiv.org
We present a novel framework for the probabilistic modelling of random fourth order material
tensor fields, with a focus on tensors that are physically symmetric and positive definite …

Dimension-free Structured Covariance Estimation

N Puchkin, M Rakhuba - arXiv preprint arXiv:2402.10032, 2024 - arxiv.org
Given a sample of iid high-dimensional centered random vectors, we consider a problem of
estimation of their covariance matrix $\Sigma $ with an additional assumption that $\Sigma …