1 code implementation • 8 Jan 2024 • Aimee Maurais, Youssef Marzouk
We introduce a new mean-field ODE and corresponding interacting particle systems (IPS) for sampling from an unnormalized target density.
no code implementations • 23 Jul 2023 • Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer, Youssef Marzouk
We introduce a multifidelity estimator of covariance matrices formulated as the solution to a regression problem on the manifold of symmetric positive definite matrices.
1 code implementation • 31 Jan 2023 • Aimee Maurais, Terrence Alsup, Benjamin Peherstorfer, Youssef Marzouk
We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold.