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The purpose of this work is to study spectral methods to approximate the eigenvalues of nonlocal integral operators. Indeed, even if the spatial domain is an interval, it is very challenging to obtain closed analytical expressions for the…

Numerical Analysis · Mathematics 2021-10-13 Luciano Lopez , Sabrina Francesca Pellegrino

The tensor decomposition addressed in this paper may be seen as a generalisation of Singular Value Decomposition of matrices. We consider general multilinear and multihomogeneous tensors. We show how to reduce the problem to a truncated…

Algebraic Geometry · Mathematics 2012-10-17 Alessandra Bernardi , Jerome Brachat , Pierre Comon , Bernard Mourrain

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

Analysis of PDEs · Mathematics 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

We consider the problem of finding nonzero eigenvalues and the corresponding eigenvectors of a matrix $AA^{\top}$, where $A$ is a special incidence matrix; This matrix can equivalently be defined based on a match relation between some…

Combinatorics · Mathematics 2016-05-24 M. Mohammad-Noori , N. Ghareghani , M. Ghandi

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

Numerical Analysis · Mathematics 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

We study the convergence of a family of numerical integration methods where the numerical integral is formulated as a finite matrix approximation to a multiplication operator. For bounded functions, the convergence has already been…

Numerical Analysis · Mathematics 2023-03-28 Juha Sarmavuori , Simo Särkkä

The kernel matrix used in kernel methods encodes all the information required for solving complex nonlinear problems defined on data representations in the input space using simple, but implicitly defined, solutions. Spectral analysis on…

Machine Learning · Computer Science 2020-10-26 Alexandros Iosifidis

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

Numerical Analysis · Mathematics 2023-12-06 Davide Pradovera

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

The purpose of this paper is to study the problem of computing unitary eigenvalues (U-eigenvalues) of non-symmetric complex tensors. By means of symmetric embedding of complex tensors, the relationship between U-eigenpairs of a…

Quantum Physics · Physics 2019-07-02 Mengshi Zhang , Guyan Ni , Guofeng Zhang

Kernel methods are fundamental tools in machine learning that allow detection of non-linear dependencies between data without explicitly constructing feature vectors in high dimensional spaces. A major disadvantage of kernel methods is…

Data Structures and Algorithms · Computer Science 2020-12-23 Thomas D. Ahle , Michael Kapralov , Jakob B. T. Knudsen , Rasmus Pagh , Ameya Velingker , David Woodruff , Amir Zandieh

In this paper, we consider a nonlinear integral eigenvalue problem, which is a reformulation of the transmission eigenvalue problem arising in the inverse scattering theory. The boundary element method is employed for discretization, which…

Numerical Analysis · Mathematics 2016-08-24 Fang Zeng , Jiguang Sun , Liwei Xu

We give an explicit integral formula for the Dunkl kernel associated to root system of type $A_2$ and parameter $k>0$, by exploiting recent result in [1].

Classical Analysis and ODEs · Mathematics 2015-02-17 Béchir Amri

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…

Numerical Analysis · Mathematics 2026-03-02 Takeshi Terao , Katsuhisa Ozaki , Toshiyuki Imamura , Takeshi Ogita

We consider a stochastic individual-based model in continuous time to describe a size-structured population for cell divisions. This model is motivated by the detection of cellular aging in biology. We address here the problem of…

Statistics Theory · Mathematics 2020-09-28 Van Ha Hoang , Thanh Mai Pham Ngoc , Vincent Rivoirard , Viet Chi Tran

We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…

Quantum Physics · Physics 2023-04-12 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

We suggest method based on the skeleton decomposition of linear operators in order to reduce ill-posed degenerate differential equations to the non-classic initial-value problem enjoying unique solution

Classical Analysis and ODEs · Mathematics 2016-01-25 N. Sidorov , D. Sidorov , Y. Li