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This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely o ...
We show that the maximum-likelihood (ML) estimate of models derived from Luce’s choice axiom (e.g., the Plackett–Luce model) can be expressed as the stationary distribution of a Markov chain. This conveys insight into several recently proposed spectral inf ...
We propose to model the acoustic space of deep neural network (DNN) class-conditional posterior probabilities as a union of low- dimensional subspaces. To that end, the training posteriors are used for dictionary learning and sparse coding. Sparse represen ...
The simulation of light transport in the presence of multi-bounce glossy effects and motion is challenging because the integrand is high dimensional and areas of high-contribution tend to be narrow and hard to sample. We present a Markov Chain Monte Carlo ...
Disruption-generated runaway electrons (RE) present an outstanding issue for ITER. The predictive computational studies of RE generation rely on orbit-averaged computations and, as such, they lack the effects from the magnetic field stochasticity. Since st ...
Building simulation requires a large number of uncertain inputs and parameters. These include quantities that may be known with reasonable confidence, like the thermal properties of materials and building dimensions, but also inputs whose correct values ca ...
Mobility is a central aspect of our life, and our movements reveal much more about us than simply our whereabouts. In this thesis, we are interested in mobility and study it from three different perspectives: the modeling perspective, the information-theor ...
We introduce a novel approach that reconstructs 3D urban scenes in the form of levels of detail (LODs). Starting from raw data sets such as surface meshes generated by multi-view stereo systems, our algorithm proceeds in three main steps: classification, a ...
In the current study, a random field-based size effect model has been proposed for the longitudinal tensile strength of clear timber. Since the failure mode is brittle, the problem is basically an extreme value problem of finding the distribution of minima ...
We use stochastic simulation techniques to sample the conformational space of linear semiflexible polymers in a crowded medium and study how the knotting properties depend on the crowder size and concentration. The abundance of physical knots in the chains ...
