Sampling in Unit Time with Kernel Fisher-Rao Flow

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.

Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices

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.

Metric Learning regression

Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry

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.

Metric Learning