Header logo is


2015


no image
Probabilistic Interpretation of Linear Solvers

Hennig, P.

SIAM Journal on Optimization, 25(1):234-260, 2015 (article)

ei pn

Web PDF link (url) DOI [BibTex]

2015


Web PDF link (url) DOI [BibTex]


no image
The average number of distinct sites visited by a random walker on random graphs

De Bacco, C., Majumdar, S. N., Sollich, P.

Journal of Physics A: Mathematical and Theoretical, 48(20):205004, IOP Publishing, 2015 (article)

pio

Preprint link (url) [BibTex]

Preprint link (url) [BibTex]


no image
The edge-disjoint path problem on random graphs by message-passing

Altarelli, F., Braunstein, A., Dall’Asta, L., De Bacco, C., Franz, S.

PloS one, 10(12):e0145222, Public Library of Science, 2015 (article)

pio

Code Preprint link (url) Project Page [BibTex]

Code Preprint link (url) Project Page [BibTex]


no image
Probabilistic numerics and uncertainty in computations

Hennig, P., Osborne, M. A., Girolami, M.

Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

Abstract
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

ei pn

PDF DOI [BibTex]

PDF DOI [BibTex]


no image
Non-equilibrium statistical mechanics of the heat bath for two Brownian particles : Internal degrees of freedom found where there shouldn’t be (Special Issue on New Challenges in Complex Systems Science)

De Bacco, C., Baldovin, F., Orlandini, E.

理工研報告特集号 : ASTE : advances in science, technology and environmentology : special issue, 11, pages: 111-113, 早稲田大学理工学術院総合研究所 (理工学研究所), March 2015 (article)

pio

link (url) [BibTex]

link (url) [BibTex]

2007


no image
Point-spread functions for backscattered imaging in the scanning electron microscope

Hennig, P., Denk, W.

Journal of Applied Physics , 102(12):1-8, December 2007 (article)

Abstract
One knows the imaging system's properties are central to the correct interpretation of any image. In a scanning electron microscope regions of different composition generally interact in a highly nonlinear way during signal generation. Using Monte Carlo simulations we found that in resin-embedded, heavy metal-stained biological specimens staining is sufficiently dilute to allow an approximately linear treatment. We then mapped point-spread functions for backscattered-electron contrast, for primary energies of 3 and 7 keV and for different detector specifications. The point-spread functions are surprisingly well confined (both laterally and in depth) compared even to the distribution of only those scattered electrons that leave the sample again.

ei pn

Web DOI [BibTex]

2007


Web DOI [BibTex]