A Self-learning Algebraic Multigrid Method for Extremal Singular Triplets and Eigenpairs

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets are calculated along with a multigrid hierarchy of interpolation operators that approximately fit the tentative singular vectors in a collective and self-learning manner, using multiplicative update formulas. In the second, additive phase (solve phase), the tentative singular triplets are improved up to the desired accuracy by using an additive correction scheme with fixed interpolation operators, combined with a Ritz update. A suitable generalization of the singular value decomposition is formulated that applies to the coarse levels of the multilevel cycles. The proposed algorithm combines and extends two existing multigrid approaches for symmetric positive definite eigenvalue problems to the case of dominant and minimal singular triplets. Numerical tests on model problems from different areas show that the algorithm converges to high accuracy in a modest number of iterations, and is flexible enough to deal with a variety of problems due to its self-learning properties.Comment: 29 page

Erasure Correction for Noisy Radio Networks

The radio network model is a well-studied model of wireless, multi-hop networks. However, radio networks make the strong assumption that messages are delivered deterministically. The recently introduced noisy radio network model relaxes this assumption by dropping messages independently at random. In this work we quantify the relative computational power of noisy radio networks and classic radio networks. In particular, given a non-adaptive protocol for a fixed radio network we show how to reliably simulate this protocol if noise is introduced with a multiplicative cost of poly(log Delta, log log n) rounds where n is the number nodes in the network and Delta is the max degree. Moreover, we demonstrate that, even if the simulated protocol is not non-adaptive, it can be simulated with a multiplicative O(Delta log ^2 Delta) cost in the number of rounds. Lastly, we argue that simulations with a multiplicative overhead of o(log Delta) are unlikely to exist by proving that an Omega(log Delta) multiplicative round overhead is necessary under certain natural assumptions

Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications

Often in applications such as rare events estimation or optimal control it is required that one calculates the principal eigen-function and eigen-value of a non-negative integral kernel. Except in the finite-dimensional case, usually neither the principal eigen-function nor the eigen-value can be computed exactly. In this paper, we develop numerical approximations for these quantities. We show how a generic interacting particle algorithm can be used to deliver numerical approximations of the eigen-quantities and the associated so-called "twisted" Markov kernel as well as how these approximations are relevant to the aforementioned applications. In addition, we study a collection of random integral operators underlying the algorithm, address some of their mean and path-wise properties, and obtain $L_{r}$ error estimates. Finally, numerical examples are provided in the context of importance sampling for computing tail probabilities of Markov chains and computing value functions for a class of stochastic optimal control problems.Comment: 38 pages, 4 figures, 1 table; to appear in Mathematics of Operations Researc

Event Representations with Tensor-based Compositions

Robust and flexible event representations are important to many core areas in language understanding. Scripts were proposed early on as a way of representing sequences of events for such understanding, and has recently attracted renewed attention. However, obtaining effective representations for modeling script-like event sequences is challenging. It requires representations that can capture event-level and scenario-level semantics. We propose a new tensor-based composition method for creating event representations. The method captures more subtle semantic interactions between an event and its entities and yields representations that are effective at multiple event-related tasks. With the continuous representations, we also devise a simple schema generation method which produces better schemas compared to a prior discrete representation based method. Our analysis shows that the tensors capture distinct usages of a predicate even when there are only subtle differences in their surface realizations.Comment: Accepted at AAAI 201

Bayesian inference and non-linear extensions of the CIRCE method for quantifying the uncertainty of closure relationships integrated into thermal-hydraulic system codes

Uncertainty Quantification of closure relationships integrated into thermal-hydraulic system codes is a critical prerequisite in applying the Best-Estimate Plus Uncertainty (BEPU) methodology for nuclear safety and licensing processes.The purpose of the CIRCE method is to estimate the (log)-Gaussian probability distribution of a multiplicative factor applied to a reference closure relationship in order to assess its uncertainty. Even though this method has been implemented with success in numerous physical scenarios, it can still suffer from substantial limitations such as the linearity assumption and the difficulty of properly taking into account the inherent statistical uncertainty. In the paper, we will extend the CIRCE method in two aspects. On the one hand, we adopt the Bayesian setting putting prior probability distributions on the parameters of the (log)-Gaussian distribution. The posterior distribution of the parameters is then computed with respect to an experimental database by means of Markov Chain Monte Carlo (MCMC) algorithms. On the other hand, we tackle the more general setting where the simulations do not move linearly against the multiplicative factor(s). MCMC algorithms then become time-prohibitive when the thermal-hydraulic simulations exceed a few minutes. This handicap is overcome by using Gaussian process (GP) emulators which can yield both reliable and fast predictions of the simulations. The GP-based MCMC algorithms will be applied to quantify the uncertainty of two condensation closure relationships at a safety injection with respect to a database of experimental tests. The thermal-hydraulic simulations will be run with the CATHARE 2 computer code.Comment: 37 pages, 5 figure