arXiv Machine Learning By Nathanael Bosch

Stable and Scalable Probabilistic Numerical Solvers for Stiff and High-Dimensional ODEs

Read the original on arXiv Machine Learning →

arXiv:2606. 08203v1 Announce Type: cross Abstract: Filtering-based probabilistic numerical solvers for ordinary differential equations (ODEs) have been established as a flexible and efficient simulation framework with built-in numerical uncertainty quantification.

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arXiv Machine Learning
Jun 9

Mitigating the Contractivity Trap in Diffusion ODEs via Stein Stabilization

arXiv:2606. 07835v1 Announce Type: new Abstract: A fundamental tension exists in the large-step inference of diffusion models via their deterministic probability flow ordinary differential equation (PF-ODE) trajectories, which we identify as the contractivity trap: efficient inference favors large step sizes, while aggressive steps and highly expressive denoisers can undermine contraction-based stability certificates for error suppression.

By Shigui Li, Delu Zeng
arXiv Machine Learning
Aug 5

Conformal risk control for model-form uncertainty in parametric non-intrusive reduced-order models

arXiv:2608. 03360v1 Announce Type: cross Abstract: Non-intrusive reduced-order models (NIROMs) have become a standard tool for approximating parametric partial differential equations from computer design of experiments while significantly reducing computational costs.

By Edgar Jaber (CB, ENS Paris Saclay), R\'emy Vallot (CB, Michelin), Thibault Dairay (CB, Michelin), Mathilde Mougeot (CB, ENSIIE, ENS Paris Saclay)