Entropy-based closure for probabilistic learning on manifolds

DOI10.1016/J.JCP.2018.12.029zbMath1459.62239arXiv1803.08161OpenAlexW2962870214WikidataQ128133799 ScholiaQ128133799MaRDI QIDQ2220629

Yanyan Li

Publication date: 25 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.08161

zbMATH Keywords

probabilistic learningentropy principlestatistical learningdiffusion mapsprobability distribution on manifoldsMarkov chain Monte Carlo generator

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Computational methods for problems pertaining to statistics (62-08) Statistics on manifolds (62R30) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (7)

Probabilistic learning and updating of a digital twin for composite material systems ⋮ Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems ⋮ Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate ⋮ Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset ⋮ Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets ⋮ Physics-constrained non-Gaussian probabilistic learning on manifolds ⋮ An ensemble synthetic eddy method for accurate treatment of inhomogeneous turbulence

Uses Software

• EGO
• PMTK

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Mathematical Theory of Communication
• Sparse regression learning by aggregation and Langevin Monte-Carlo
• Uncertainty quantification. An accelerated course with advanced applications in computational engineering
• Data-driven probability concentration and sampling on manifold
• Constrained optimization in expensive simulation: novel approach
• Efficient global optimization of expensive black-box functions
• Polynomial chaos representation of databases on manifolds
• Diffusion maps
• Bayesian Optimization in a Billion Dimensions via Random Embeddings
• Handbook of Uncertainty Quantification
• Statistical learning and selective inference
• Entropy and Information Theory
• On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning
• DESIGN UNDER UNCERTAINTY EMPLOYING STOCHASTIC EXPANSION METHODS
• Information Theory and Statistical Mechanics
• Polynomial Chaos Expansion of a Multimodal Random Vector
• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
• Introduction to Stochastic Search and Optimization
• Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• An Introduction to Statistical Learning
• Multivariate Density Estimation
• Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs

This page was built for publication: Entropy-based closure for probabilistic learning on manifolds