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Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes

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arXiv 2023年

作者： Jasra, Ajay Kamatani, Kengo Maama, Mohamed Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Institute of Statistical Mathematics Tokyo190-0014 Japan

In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only be solved numerically via a time discretization. We develop, based upon the approach in [20], a new particle and multilevel particle filter (MLPF) in order to approximate the filter associated to the discretized ODE. We provide a bound on the mean square error associated to the MLPF which provides guidance on setting the simulation parameter of that algorithm and implies that significant computational gains can be obtained versus using a particle filter. Our theoretical claims are confirmed in several numerical examples. Copyright © 2023, The Authors. All rights reserved.

关键词： Ordinary differential equations

Modeling liquid water by climbing up Jacob’s ladder in density functional theory facilitated by using deep neural network potentials

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arXiv 2021年

作者： Zhang, Chunyi Tang, Fujie Chen, Mohan Zhang, Linfeng Qiu, Diana Y. Perdew, John P. Klein, Michael L. Wu, Xifan Department of Physics Temple University PhiladelphiaPA19122 United States HEDPS Center for Applied Physics and Technology College of Engineering Peking University Beijing100871 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Mechanical Engineering and Materials Science Yale University New HavenCT06520 United States Department of Chemistry Temple University PhiladelphiaPA19122 United States Institute for Computational Molecular Science Temple University PhiladelphiaPA19122 United States

Within the framework of Kohn-Sham density functional theory (DFT), the ability to provide good predictions of water properties by employing a strongly constrained and appropriately normed (SCAN) functional has been extensively demonstrated in recent years. Here, we further advance the modeling of water by building a more accurate model on the fourth rung of Jacob’s ladder with the hybrid functional, SCAN0. In particular, we carry out both classical and Feynman path-integral molecular dynamics calculations of water with the SCAN0 functional and the isobaric-isothermal ensemble. In order to generate the equilibrated structure of water, a deep neural network potential is trained from the atomic potential energy surface based on ab initio data obtained from SCAN0 DFT calculations. For the electronic properties of water, a separate deep neural network potential is trained using the Deep Wannier method based on the maximally localized Wannier functions of the equilibrated trajectory at the SCAN0 level. The structural, dynamic, and electric properties of water were analyzed. The hydrogen-bond structures, density, infrared spectra, diffusion coefficients, and dielectric constants of water, in the electronic ground state, are computed using a large simulation box and long simulation time. For the properties involving electronic excitations, we apply the GW approximation within many-body perturbation theory to calculate the quasiparticle density of states and bandgap of water. Compared to the SCAN functional, mixing exact exchange mitigates the self-interaction error in the meta-generalized-gradient approximation and further softens liquid water towards the experimental direction. For most of the water properties, the SCAN0 functional shows a systematic improvement over the SCAN functional. © 2021, CC BY.

关键词： Deep neural networks

Thermal Conductivity of Water at Extreme Conditions

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arXiv 2023年

作者： Zhang, Cunzhi Puligheddu, Marcello Zhang, Linfeng Car, Roberto Galli, Giulia Pritzker School of Molecular Engineering University of Chicago ChicagoIL60637 United States Materials Science Division Center for Molecular Engineering Argonne National Laboratory LemontIL60439 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Chemistry Department of Physics Princeton Institute for the Science and Technology of Materials Princeton University PrincetonNJ08544 United States Department of Chemistry University of Chicago ChicagoIL60637 United States

Measuring the thermal conductivity (κ) of water at extreme conditions is a challenging task and few experimental data are available. We predict κ for temperatures and pressures relevant to the conditions of the Earth mantle, between 1,000 and 2,000 K and up to 22 GPa. We employ close to equilibrium molecular dynamics simulations and a deep neural network potential fitted to density functional theory data. We then interpret our results by computing the equation of state of water on a fine grid of points and using a simple model for κ. We find that the thermal conductivity is weakly dependent on temperature and monotonically increases with pressure with an approximate square-root behavior. In addition we show how the increase of κ at high pressure, relative to ambient conditions, is related to the corresponding increase in the sound velocity. Although the relationships between the thermal conductivity, pressure and sound velocity established here are not rigorous, they are sufficiently accurate to allow for a robust estimate of the thermal conductivity of water in a broad range of temperatures and pressures, where experiments are still difficult to perform. Copyright © 2023, The Authors. All rights reserved.

关键词： Thermal conductivity

Improving Bayesian local spatial models in large data sets

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arXiv 2019年

作者： Lenzi, Amanda Castruccio, Stefano Rue, Håvard Genton, Marc G. Statistics Program King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Department of Applied and Computational Mathematics and Statistics University of Notre Dame Notre DameIN46556 United States

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large. Instead of modeling the global non-stationarity explicitly, local models can be applied to disjoint regions of the domain. The choice of the size of these regions is dictated by a bias-variance trade-off;large regions will have smaller variance and larger bias, whereas small regions will have higher variance and smaller bias. From both the modeling and computational point of view, small regions are preferable to better accommodate the non-stationarity. However, in practice, large regions are necessary to control the variance. We propose a novel Bayesian three-step approach that allows for smaller regions without compromising the increase of the variance that would follow. We are able to propagate the uncertainty from one step to the next without issues caused by reusing the data. The improvement in inference also results in improved prediction, as our simulated example shows. We illustrate this new approach on a data set of simulated high-resolution wind speed data over Saudi Arabia. Copyright © 2019, The Authors. All rights reserved.

关键词： Wind

A Neural Network-Based Approach to Normality Testing for Dependent Data

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arXiv 2023年

作者： Kim, Minwoo Genton, Marc G. Huser, Raphaël Castruccio, Stefano Department of Statistics Pusan National University Korea Republic of Statistics program King Abdullah University of Science and Technology Saudi Arabia Department of Applied and Computational Mathematics and Statistics University of Notre Dame United States

There is a wide availability of methods for testing normality under the assumption of independent and identically distributed data. When data are dependent in space and/or time, however, assessing and testing the marginal behavior is considerably more challenging, as the marginal behavior is impacted by the degree of dependence. We propose a new approach to assess normality for dependent data by non-linearly incorporating existing statistics from normality tests as well as sample moments such as skewness and kurtosis through a neural network. We calibrate (deep) neural networks by simulated normal and non-normal data with a wide range of dependence structures and we determine the probability of rejecting the null hypothesis. We compare several approaches for normality tests and demonstrate the superiority of our method in terms of statistical power through an extensive simulation study. A real world application to global temperature data further demonstrates how the degree of spatio-temporal aggregation affects the marginal normality in the data. © 2023, CC BY.

关键词： Higher order statistics

Biwhitening reveals the rank of a count matrix

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arXiv 2021年

作者： Landa, Boris Zhang, Thomas T.C.K. Kluger, Yuval Program in Applied Mathematics Yale University United States Department of Electrical and Systems Engineering University of Pennsylvania United States Interdepartmental Program in Computational Biology and Bioinformatics Yale University United States Department of Pathology Yale University School of Medicine United States

Estimating the rank of a corrupted data matrix is an important task in data analysis, most notably for choosing the number of components in PCA. Significant progress on this task was achieved using random matrix theory by characterizing the spectral properties of large noise matrices. However, utilizing such tools is not straightforward when the data matrix consists of count random variables, e.g., Poisson, in which case the noise can be heteroskedastic with an unknown variance in each entry. In this work, we consider a Poisson random matrix with independent entries, and propose a simple procedure termed biwhitening for estimating the rank of the underlying signal matrix (i.e., the Poisson parameter matrix) without any prior knowledge. Our approach is based on the key observation that one can scale the rows and columns of the data matrix simultaneously so that the spectrum of the corresponding noise agrees with the standard Marchenko-Pastur (MP) law, justifying the use of the MP upper edge as a threshold for rank selection. Importantly, the required scaling factors can be estimated directly from the observations by solving a matrix scaling problem via the Sinkhorn-Knopp algorithm. Aside from the Poisson, our approach is extended to families of distributions that satisfy a quadratic relation between the mean and the variance, such as the generalized Poisson, binomial, negative binomial, gamma, and many others. This quadratic relation can also account for missing entries in the data. We conduct numerical experiments that corroborate our theoretical findings, and showcase the advantage of our approach for rank estimation in challenging regimes. Furthermore, we demonstrate the favorable performance of our approach on several real datasets of single-cell RNA sequencing (scRNA-seq), High-Throughput Chromosome Conformation Capture (Hi-C), and document topic *** Codes 62H12, 62H25. Copyright © 2021, The Authors. All rights reserved.

关键词： Random variables

Forecasting high-frequency spatio-temporal wind power with dimensionally reduced echo state networks

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arXiv 2021年

作者： Huang, Huang Castruccio, Stefano Genton, Marc G. Statistics Program King Abdullah University of Science and Technology Thuwal 23955-6900 Saudi Arabia Department of Applied and Computational Mathematics and Statistics University of Notre Dame Notre DameIN46556 United States

Fast and accurate hourly forecasts of wind speed and power are crucial in quan-tifying and planning the energy budget in the electric grid. Modeling wind at a high resolution brings forth considerable challenges given its turbulent and highly nonlin-ear dynamics. In developing countries, where wind farms over a large domain are currently under construction or consideration, this is even more challenging given the necessity of modeling wind over space as well. In this work, we propose a machine learning approach to model the nonlinear hourly wind dynamics in Saudi Arabia with a domain-specific choice of knots to reduce the spatial dimensionality. Our re-sults show that for locations highlighted as wind abundant by a previous work, our approach results in an 11% improvement in the two-hour-ahead forecasted power against operational standards in the wind energy sector, yielding a saving of nearly one million US dollars over a year under current market prices in Saudi Arabia. © 2021, CC BY.

关键词： Wind power

Pushing the limit of molecular dynamics with ab initio accuracy to 100 million atoms with machine learning

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arXiv 2020年

作者： Jia, Weile Lu, Denghui Car, Roberto Wang, Han Liu, Jiduan Weinan, E. Chen, Mohan Lin, Lin Zhang, Linfeng University of California Berkeley BerkeleyCA United States CAPT HEDPS College of Engineering Peking University Beijing China Princeton University PrincetonNJ United States Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Beijing China Peking University Beijing China University of California Berkeley Lawrence Berkeley National Laboratory BerkeleyCA United States

For 35 years, ab initio molecular dynamics (AIMD) has been the method of choice for understanding complex materials and molecules at the atomic scale from first principles. However, most applications of AIMD are limited to systems with thousands of atoms due to the high computational complexity. We report that a machine learning-based molecular simulation protocol (Deep Potential Molecular Dynamics), driven by a highly optimized code (GPU DeePMD-kit) on the Summit supercomputer, has greatly expanded the capabilities of MD simulation with ab initio accuracy, pushing its limit to simulation of over 100 million atoms for one nanosecond per day. Our code can efficiently scale up to the entire Summit supercomputer, reaching 86 PFLOPS in double precision (43% of the peak) and 137 PFLOPS in mixed precision. This success opens the door to the modeling of atomic processes in realistic materials and molecular systems with ab initio accuracy. Copyright © 2020, The Authors. All rights reserved.

关键词： Molecular dynamics

86 Pflops deep potential molecular dynamics simulation of 100 million atoms with ab initio accuracy

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arXiv 2020年

作者： Lu, Denghui Liu, Jiduan Weinan, E. Wang, Han Lin, Lin Jia, Weile Chen, Mohan Car, Roberto Zhang, Linfeng CAPT HEDPS College of Engineering Peking University Beijing China Peking University Beijing China Princeton University PrincetonNJ United States Laboratory of Computational Physics Institute of Applied Physics and Computational Mathematics Beijing China University of California Berkeley Lawrence Berkeley National Laboratory BerkeleyCA United States University of California Berkeley BerkeleyCA United States

We present the GPU version of DeePMD-kit, which, upon training a deep neural network model using ab initio data, can drive extremely large-scale molecular dynamics (MD) simulation with ab initio accuracy. Our tests show that the GPU version is 7 times faster than the CPU version with the same power consumption. The code can scale up to the entire Summit supercomputer. For a copper system of 113, 246, 208 atoms, the code can perform one nanosecond MD simulation per day, reaching a peak performance of 86 PFLOPS (43% of the peak). Such unprecedented ability to perform MD simulation with ab initio accuracy opens up the possibility of studying many important issues in materials and molecules, such as heterogeneous catalysis, electrochemical cells, irradiation damage, crack propagation, and biochemical reactions. Copyright © 2020, The Authors. All rights reserved.

关键词： Molecular dynamics