The triangulation complexity of fibred 3–manifolds
Lackenby, M
Purcell, J
Geometry & Topology
volume 28
issue 4
1727-1828
(18 Jul 2024)
Approximation of an Inverse of the Incomplete Beta Function
Giles, M
Beentjes, C
Mathematical Software – ICMS 2024
volume 14749
(17 Jul 2024)
ROBUST ANGULAR SYNCHRONIZATION VIA DIRECTED GRAPH NEURAL NETWORKS
He, Y
Reinert, G
Wipf, D
Cucuringu, M
12th International Conference on Learning Representations Iclr 2024
(01 Jan 2024)
Thu, 23 Jan 2025
14:00 -
15:00
Lecture Room 3
Multi-Index Monte Carlo Method for Semilinear Stochastic Partial Differential Equations
Abdul Lateef Haji-Ali
(Heriot Watt)
Abstract
We present an exponential-integrator-based multi-index Monte Carlo (MIMC) method for the weak approximation of mild solutions to semilinear stochastic partial differential equations (SPDEs). Theoretical results on multi-index coupled solutions of the SPDE are provided, demonstrating their stability and the satisfaction of multiplicative error estimates. Leveraging this theory, we develop a tractable MIMC algorithm. Numerical experiments illustrate that MIMC outperforms alternative approaches, such as multilevel Monte Carlo, particularly in low-regularity settings.
DENOISING DIFFUSION SAMPLERS
Vargas, F
Grathwohl, W
Doucet, A
11th International Conference on Learning Representations Iclr 2023
(01 Jan 2023)
NEARLY d-LINEAR CONVERGENCE BOUNDS FOR DIFFUSION MODELS VIA STOCHASTIC LOCALIZATION
Benton, J
De Bortoli, V
Doucet, A
Deligiannidis, G
12th International Conference on Learning Representations Iclr 2024
(01 Jan 2024)
A first-passage model of intravitreal drug delivery and residence time—influence of ocular geometry, individual variability, and injection location
Lamirande, P
Gaffney, E
Gertz, M
Maini, P
Crawshaw, J
Caruso, A
Investigative Ophthalmology and Visual Science
volume 65
issue 12
(16 Oct 2024)