arXiv subjects

Alex A. Gorodetsky

Publications and source records attributed to Alex A. Gorodetsky.

At least 19 recordsLinked to original sources

arXiv2026

Hierarchical Search of Tree Tensor Networks for High-Dimensional Data

Tensor network methods provide a scalable solution to represent high-dimensional data. However, their efficacy is often limited by static, expert-defined structures that fail to adapt to evolving data correlations. We address this limitation by formalizing the structural rounding problem for tree tensor networks and introducing a hierarchical search algorithm HIST, which automatically identifies optimized structures with index reshaping for input tree tensor networks. To navigate the combinatorial explosion of the structural search space, HIST integrates stochastic sub-network sampling with hierarchical refinement. This approach utilizes entropy-guided index clustering to reduce dimensionality and targeted reshaping to expose latent data correlations. Numerical experiments on analytical functions and real-world physics applications, including thermal radiation transport, neutron diffusion, and computational fluid dynamics, demonstrate that HIST exhibits empirical polynomial scaling with dimensionality relative to the sampling budget, bypassing the scalability barriers in prior work. HIST achieves compression ratios $2.5\times$ to $100\times$ higher than standard fixed formats such as Tensor Trains and Hierarchical Tuckers (peaking at $1000\times$). Furthermore, HIST discovers structures that generalize effectively: applying a structure optimized for one data instance to a related target data typically maintains compression performance within $10\%$ of the result obtained by performing structure search on that target data. These results highlight HIST as a robust, automated tool for adaptive data representation and high-dimensional simulation compression with tensor network methods.

cs.CE↗

arXiv2026

Multigroup Thermal Radiation Transport with Tensor Trains

We investigate the application of tensor-train (TT) algorithms to multigroup thermal radiation transport (i.e., photon radiation transport). The TT framework enables simulations at discretizations that might otherwise be computationally infeasible on conventional hardware. We show that solutions to certain multigroup problems possess an intrinsic low-rank structure, which the TT representation leverages effectively. This enables us to solve problems where the discretized solution size exceeds a trillion parameters on a single node. The solver is evaluated on a range of test problems with varying levels of complexity, consistently achieving compression factors greater than $100 \times$ and speedups exceeding $2 \times$. We also investigate alternative TT topologies by analyzing the low-rank structure of the merged spatio-spectral core to assess the potential for greater compression. This analysis suggests that compression gains could increase by factors as large as $7$. Our results indicate that the low-rank structure of the merged spatio-spectral core captures the spatio-spectral complexity of the solution, largely driven by the opacity structure of the medium. Beyond identifying opportunities for improved compression, this analysis highlights the types of errors that may arise in angle-integrated quantities when exploiting this low-rank structure.

astro-ph.IM↗

arXiv2026

Synchronized step multilevel Markov chain Monte Carlo

We propose SYNCE (synchronized step correlation enhancement), a new algorithm for coupling Markov chains within multilevel Markov chain Monte Carlo (ML-MCMC) estimators. We apply this algorithm to solve Bayesian inverse problems using multiple model fidelities. SYNCE is inspired by the concept of common random number coupling in Markov chain Monte Carlo sampling. Unlike state-of-the-art methods that rely on the overlap of level-wise posteriors, our approach enables effective coupling even when posteriors differ substantially. This overlap-independence generates significantly higher correlation between samples at different fidelity levels, improving variance reduction and computational efficiency in the ML-MCMC estimator. We prove that SYNCE admits a unique invariant probability measure and demonstrate that the coupled chains converge to this measure faster than existing overlap-dependent methods, particularly when models are dissimilar. Numerical experiments validate that SYNCE consistently outperforms current coupling strategies in terms of computational efficiency and scalability across varying model fidelities and problem dimensions.

stat.AP↗

arXiv2025

BISTRO -- A Bi-Fidelity Stochastic Gradient Framework using Trust-Regions for Optimization Under Uncertainty

Stochastic optimization of engineering systems is often infeasible due to repeated evaluations of a computationally expensive, high-fidelity simulation. Bi-fidelity methods mitigate this challenge by leveraging a cheaper, approximate model to accelerate convergence. Most existing bi-fidelity approaches, however, exploit either design-space curvature or random-space correlation, not both. We present BISTRO - a BI-fidelity Stochastic Trust-Region Optimizer for unconstrained optimization under uncertainty through a stochastic approximation procedure. This approach exploits the curvature information of a low-fidelity objective function to converge within a basin of a local minimum of the high-fidelity model where low-fidelity curvature information is no longer valuable. The method then switches to a variance-reduced stochastic gradient descent procedure. We provide convergence guarantees in expectation under certain regularity assumptions and ensure the best-case $\mathcal{O}(1/n)$ convergence rate for stochastic optimization. On benchmark problems and a 20-dimensional space shuttle reentry case, BISTRO converges faster than adaptive sampling and variance reduction procedures and cuts computational expense by up to 29x.

math.OC↗

arXiv2025

Uncertainty quantification of a multi-component Hall thruster model at varying facility pressures

Bayesian inference is applied to calibrate and quantify prediction uncertainty in a coupled multi-component Hall thruster model. The model consists of cathode, discharge, and plume sub-models and outputs thruster performance metrics, one-dimensional plasma properties, and the angular distribution of the current density in the plume. The simulated thrusters include a magnetically shielded thruster operating on krypton, the H9, and an unshielded thruster operating on xenon, the SPT-100, at pressures between 4.3--43 $μ$Torr-Kr and 1.7--80 $μ$Torr-Xe, respectively. After calibration, the model captures key pressure-related trends, including changes in thrust and upstream shifts in the ion acceleration region. Furthermore, the model exhibits predictive accuracy to within 10\% when evaluated on flow rates and pressures not included in the training data, and can predict some performance characteristics across test facilities to within the same range of conditions. Compared to a previous model calibrated on some of the same data [Eckels et al. 2024], the model reduced predictive errors in thrust and discharge current by greater than 50%. An extrapolation to on-orbit performance is performed with an error of 9%, capturing trends in discharge current but not thrust. These findings are discussed in the context of using data for predictive Hall thruster modeling in the presence of facility effects.

stat.AP↗

arXiv2025

Accelerating Bayesian Inference via Multi-Fidelity Transport Map Coupling

Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynolds averaged Navier-Stokes (RANS) models, such as the Spalart-Allmaras (SA) model, are widely used for their speed and robustness but often suffer from inaccuracies and associated uncertainties due to imperfect model parameters. Reliable quantification of these uncertainties is becoming increasingly important in aircraft certification by analysis, where predictive credibility is critical. Bayesian inference provides a framework to estimate these parameters and quantify output uncertainty, but traditional methods are prohibitively expensive, especially when relying on high-fidelity simulations. We address the challenge of expensive Bayesian parameter estimation by developing a multi-fidelity framework that combines Markov chain Monte Carlo (MCMC) methods with multilevel Monte Carlo (MLMC) estimators to efficiently solve inverse problems. The MLMC approach requires correlated samples across different fidelity levels, achieved through a novel transport map-based coupling algorithm. We demonstrate a 50% reduction in inference cost compared to traditional single-fidelity methods on the challenging NACA0012 airfoil at high angles of attack near stall, while delivering realistic uncertainty bounds for model predictions in complex separated flow regimes. These results demonstrate that multi-fidelity approaches significantly improve turbulence parameter calibration, paving the way for more accurate and efficient aircraft certification by analysis.

stat.ME↗

arXiv2025

A global Lipschitz stability perspective for understanding approximate approaches in Bayesian sequential learning

We establish a general, non-asymptotic error analysis framework for understanding the effects of incremental approximations made by practical approaches for Bayesian sequential learning (BSL) on their long-term inference performance. Our setting covers inverse problems, state estimation, and parameter-state estimation. In these settings, we bound the difference-termed the learning error-between the unknown true posterior and the approximate posterior computed by these approaches, using three widely used distribution metrics: total variation, Hellinger, and Wasserstein distances. This framework builds on our establishment of the global Lipschitz stability of the posterior with respect to the prior across these settings. To the best of our knowledge, this is the first work to establish such global Lipschitz stability under the Hellinger and Wasserstein distances and the first general error analysis framework for approximate BSL methods. Our framework offers two sets of upper bounds on the learning error. The first set demonstrates the stability of general approximate BSL methods with respect to the incremental approximation process, while the second set is estimable in many practical scenarios. Furthermore, as an initial step toward understanding the phenomenon of learning error decay, which is sometimes observed, we identify sufficient conditions under which data assimilation leads to learning error reduction.

math.ST↗

arXiv2025

Thermal Radiation Transport with Tensor Trains

We present a novel tensor network algorithm to solve the time-dependent, gray thermal radiation transport equation. The method invokes a tensor train (TT) decomposition for the specific intensity. The efficiency of this approach is dictated by the rank of the decomposition. When the solution is "low-rank," the memory footprint of the specific intensity solution vector may be significantly compressed. The algorithm, following a step-then-truncate approach of a traditional discrete ordinates method, operates directly on the compressed state vector thereby enabling large speedups for low-rank solutions. To achieve these speedups we rely on a recently developed rounding approach based on the Gram-SVD. We detail how familiar SN algorithms for (gray) thermal transport can be mapped to this TT framework and present several numerical examples testing both the optically thick and thin regimes. The TT framework finds low rank structure and supplies up to $\simeq$60$\times$ speedups and $\simeq$1000$\times$ compressions for problems demanding large angle counts, thereby enabling previously intractable SN calculations and supplying a promising avenue to mitigate ray effects.

astro-ph.IM↗

arXiv2024

Incremental Hierarchical Tucker Decomposition

We present two new algorithms for approximating and updating the hierarchical Tucker decomposition of tensor streams. The first algorithm, Batch Hierarchical Tucker - leaf to root (BHT-l2r), proposes an alternative and more efficient way of approximating a batch of similar tensors in hierarchical Tucker format. The second algorithm, Hierarchical Tucker - Rapid Incremental Subspace Expansion (HT-RISE), updates the batch hierarchical Tucker representation of an accumulated tensor as new batches of tensors become available. The HT-RISE algorithm is suitable for the online setting and never requires full storage or reconstruction of all data while providing a solution to the incremental Tucker decomposition problem. We provide theoretical guarantees for both algorithms and demonstrate their effectiveness on physical and cyber-physical data. The proposed BHT-l2r algorithm and the batch hierarchical Tucker format offers up to $6.2\times$ compression and $3.7\times$ reduction in time over the hierarchical Tucker format. The proposed HT-RISE algorithm also offers up to $3.1\times$ compression and $3.2\times$ reduction in time over a state of the art incremental tensor train decomposition algorithm.

math.NA↗

arXiv2024

Covariance Expressions for Multi-Fidelity Sampling with Multi-Output, Multi-Statistic Estimators: Application to Approximate Control Variates

We provide a collection of results on covariance expressions between Monte Carlo based multi-output mean, variance, and Sobol main effect variance estimators from an ensemble of models. These covariances can be used within multi-fidelity uncertainty quantification strategies that seek to reduce the estimator variance of high-fidelity Monte Carlo estimators with an ensemble of low-fidelity models. Such covariance expressions are required within approaches like the approximate control variate and multi-level best linear unbiased estimator. While the literature provides these expressions for some single-output cases such as mean and variance, our results are relevant to both multiple function outputs and multiple statistics across any sampling strategy. Following the description of these results, we use them within an approximate control variate scheme to show that leveraging multiple outputs can dramatically reduce estimator variance compared to single-output approaches. Synthetic examples are used to highlight the effects of optimal sample allocation and pilot sample estimation. A flight-trajectory simulation of entry, descent, and landing is used to demonstrate multi-output estimation in practical applications.

stat.CO↗

arXiv2024

Grouped approximate control variate estimators

This paper analyzes the approximate control variate (ACV) approach to multifidelity uncertainty quantification in the case where weighted estimators are combined to form the components of the ACV. The weighted estimators enable one to precisely group models that share input samples to achieve improved variance reduction. We demonstrate that this viewpoint yields a generalized linear estimator that can assign any weight to any sample. This generalization shows that other linear estimators in the literature, particularly the multilevel best linear unbiased estimator (ML-BLUE) of Schaden and Ullman in 2020, becomes a specific version of the ACV estimator of Gorodetsky, Geraci, Jakeman, and Eldred, 2020. Moreover, this connection enables numerous extensions and insights. For example, we empirically show that having non-independent groups can yield better variance reduction compared to the independent groups used by ML-BLUE. Furthermore, we show that such grouped estimators can use arbitrary weighted estimators, not just the simple Monte Carlo estimators used in ML-BLUE. Furthermore, the analysis enables the derivation of ML-BLUE directly from a variance reduction perspective, rather than a regression perspective.

stat.CO↗

arXiv2023

An Incremental Tensor Train Decomposition Algorithm

We present a new algorithm for incrementally updating the tensor train decomposition of a stream of tensor data. This new algorithm, called the {\em tensor train incremental core expansion} (TT-ICE) improves upon the current state-of-the-art algorithms for compressing in tensor train format by developing a new adaptive approach that incurs significantly slower rank growth and guarantees compression accuracy. This capability is achieved by limiting the number of new vectors appended to the TT-cores of an existing accumulation tensor after each data increment. These vectors represent directions orthogonal to the span of existing cores and are limited to those needed to represent a newly arrived tensor to a target accuracy. We provide two versions of the algorithm: TT-ICE and TT-ICE accelerated with heuristics (TT-ICE$^*$). We provide a proof of correctness for TT-ICE and empirically demonstrate the performance of the algorithms in compressing large-scale video and scientific simulation datasets. Compared to existing approaches that also use rank adaptation, TT-ICE$^*$ achieves $57\times$ higher compression and up to $95\%$ reduction in computational time.

math.NA↗

arXiv2023

Multifidelity uncertainty quantification with models based on dissimilar parameters

Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to significantly reduce the variance of statistical estimators while preserving the bias of the highest-fidelity model, provided that the low-fidelity models are well correlated. However, maintaining a high level of correlation can be challenging, especially when models depend on different input uncertain parameters, which drastically reduces the correlation. Existing MF UQ approaches do not adequately address this issue. In this work, we propose a new sampling strategy that exploits a shared space to improve the correlation among models with dissimilar parametrization. We achieve this by transforming the original coordinates onto an auxiliary manifold using the adaptive basis (AB) method~\cite{Tipireddy2014}. The AB method has two main benefits: (1) it provides an effective tool to identify the low-dimensional manifold on which each model can be represented, and (2) it enables easy transformation of polynomial chaos representations from high- to low-dimensional spaces. This latter feature is used to identify a shared manifold among models without requiring additional evaluations. We present two algorithmic flavors of the new estimator to cover different analysis scenarios, including those with legacy and non-legacy high-fidelity data. We provide numerical results for analytical examples, a direct field acoustic test, and a finite element model of a nuclear fuel assembly. For all examples, we compare the proposed strategy against both single-fidelity and MF estimators based on the original model parametrization.

physics.data-an↗

arXiv2022

Bayesian Identification of Nonseparable Hamiltonian Systems Using Stochastic Dynamic Models

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse science and engineering applications such as astrophysics, robotics, vortex dynamics, charged particle dynamics, and quantum mechanics. The numerical experiments demonstrate that the proposed method recovers dynamical systems with higher accuracy and reduced predictive uncertainty compared to state-of-the-art approaches. The results further show that accurate predictions far outside the training time interval in the presence of sparse and noisy measurements are possible, which lends robustness and generalizability to the proposed approach. A quantitative benefit is prediction accuracy with less than 10% relative error for more than 12 times longer than a comparable least-squares-based method on a benchmark problem.

math.DS↗

arXiv2022

Control Variate Polynomial Chaos: Optimal Fusion of Sampling and Surrogates for Multifidelity Uncertainty Quantification

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems such as automotive propulsion systems. Our approach is to build upon ideas from multifidelity uncertainty quantification to leverage the benefits of both sampling and surrogate modeling, while mitigating their downsides. In particular, the surrogate model is selected to exploit problem structure, such as smoothness, and offers a highly correlated information source to the original nonlinear dynamical system. We utilize an intrusive generalized Polynomial Chaos surrogate because it avoids any statistical errors in its construction and provides analytic estimates of output statistics. We then leverage a Monte Carlo-based Control Variate technique to correct the bias caused by the surrogate approximation error. The primary theoretical contribution of this work is the analysis and solution of an estimator design strategy that optimally balances the computational effort needed to adapt a surrogate compared with sampling the original expensive nonlinear system. While previous works have similarly combined surrogates and sampling, to our best knowledge this work is the first to provide rigorous analysis of estimator design. We deploy our approach on multiple examples stemming from the simulation of mechanical automotive propulsion system models. We show that the estimator is able to achieve orders of magnitude reduction in mean squared error of statistics estimation in some cases under comparable costs of purely sampling or purely surrogate approaches.

stat.CO↗

arXiv2021

Functional Tensor-Train Chebyshev Method for Multidimensional Quantum Dynamics Simulations

Methods for efficient simulations of multidimensional quantum dynamics are essential for theoretical studies of chemical systems where quantum effects are important, such as those involving rearrangements of protons or electronic configurations. Here, we introduce the functional tensor-train Chebyshev (FTTC) method for rigorous nuclear quantum dynamics simulations. FTTC is essentially the Chebyshev propagation scheme applied to the initial state, represented in continuous analogue tensor-train format. We demonstrate the capabilities of FTTC as applied to simulations of proton quantum dynamics in a 50-dimensional model of hydrogen-bonded DNA base pairs.

quant-ph↗

arXiv2021

Ensemble approximate control variate estimators: Applications to multi-fidelity importance sampling

The recent growth in multi-fidelity uncertainty quantification has given rise to a large set of variance reduction techniques that leverage information from model ensembles to provide variance reduction for estimates of the statistics of a high-fidelity model. In this paper we provide two contributions: (1) we utilize an ensemble estimator to account for uncertainties in the optimal weights of approximate control variate (ACV) approaches and derive lower bounds on the number of samples required to guarantee variance reduction; and (2) we extend an existing multi-fidelity importance sampling (MFIS) scheme to leverage control variates. As such we make significant progress towards both increasing the practicality of approximate control variates$-$for instance, by accounting for the effect of pilot samples$-$and using multi-fidelity approaches more effectively for estimating low-probability events. The numerical results indicate our hybrid MFIS-ACV estimator achieves up to 50% improvement in variance reduction over the existing state-of-the-art MFIS estimator, which had already shown outstanding convergence rate compared to the Monte Carlo method, on several problems of computational mechanics.

stat.ME↗

arXiv2019

Dynamic multi-agent assignment via discrete optimal transport

We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to allow a multi-vehicle swarm to accomplish a dynamically changing task, for example tracking a multi-target swarm. Our approach simultaneously determines the optimal assignment and the control of the individual agents. As a result, the assignment policy accounts for the dynamics and capabilities of a heterogeneous set of agents and targets. In contrast to a majority of existing assignment schemes, this approach improves upon distance-based metrics for assignments by considering cost metrics that account for the underlying dynamics manifold. We provide a theoretical justification for the reformulation of this problem, and show that the minimizer of the dynamic assignment problem is equivalent to the minimizer of the associated Monge problem arising in optimal transport. We prove that by accounting for dynamics, we only require computing an assignment once over the operating lifetime --- significantly decreasing computational expense. Furthermore, we show that the cost benefits achieved by our approach increase as the swarm size increases, achieving almost 50\% cost reduction compared with distance-based metrics. We demonstrate our approach through simulation on several linear and linearized problems.

cs.MA↗