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Solving the indefinite Helmholtz equation is not only crucial for the understanding of many physical phenomena but also represents an outstandingly-difficult benchmark problem for the successful application of numerical methods. Here we…

Numerical Analysis · Mathematics 2022-04-29 Jonas Schmitt , Harald Köstler

The auxiliary-field quantum Monte Carlo (AFMC) method is a powerful and widely used technique for ground-state and finite-temperature simulations of quantum many-body systems. We introduce several algorithmic improvements for…

Computational Physics · Physics 2021-03-18 C. N. Gilbreth , S. Jensen , Y. Alhassid

We present a set of related Hybrid Monte Carlo methods to simulate an arbitrary number of dynamical overlap fermions. Each fermion is represented by a chiral pseudo-fermion field. The new algorithm reduces critical slowing down in the…

High Energy Physics - Lattice · Physics 2009-11-11 Thomas DeGrand , Stefan Schaefer

This paper investigates using the conjugate gradient iterative solver for ill-posed problems. We show that preconditioner and Tikhonov-regularization work in conjunction. In particular when they employ the same symmetric positive…

Numerical Analysis · Mathematics 2025-12-12 Ahmed Chabib , Jean-Francois Witz , Vincent Magnier , Pierre Gosselet

We study the problem of preconditioning in sequential prediction. From the theoretical lens of linear dynamical systems, we show that convolving the target sequence corresponds to applying a polynomial to the hidden transition matrix.…

Machine Learning · Computer Science 2026-01-29 Annie Marsden , Elad Hazan

An improved algorithm is proposed for Monte Carlo methods to study fermion systems interacting with adiabatical fields. To obtain a weight for each Monte Carlo sample with a fixed configuration of adiabatical fields, a series expansion…

Strongly Correlated Electrons · Physics 2007-05-23 Nobuo Furukawa , Yukitoshi Motome

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato

Deep learning solvers for partial differential equations typically have limited accuracy. We propose to overcome this problem by using them as preconditioners. More specifically, we apply discretization-invariant neural operators to learn…

Numerical Analysis · Mathematics 2024-02-09 Alexander Rudikov , Vladimir Fanaskov , Ekaterina Muravleva , Yuri M. Laevsky , Ivan Oseledets

Three topics concerning fermion simulation algorithms are discussed: 1.) A performance comparison of the multiboson technique to simulate dynamical fermions and the Kramers equation algorithm, 2.) the question of reversibility in the Hybrid…

High Energy Physics - Lattice · Physics 2007-05-23 Karl Jansen , Beat Jegerlehner , Chuan Liu

Long-term beamforming substantially reduces the channel estimation and inversion overhead of conventional massive MU-MIMO receivers; yet, its construction still hinges on the inversion of a large Hermitian matrix, whose condition number…

Signal Processing · Electrical Eng. & Systems 2026-05-05 Amirreza Kiani , Ali Rasteh , Marco Mezzavilla , Sundeep Rangan

In this article we construct and analyze multigrid preconditioners for discretizations of operators of the form D+K* K, where D is the multiplication with a relatively smooth positive function and K is a compact linear operator. These…

Numerical Analysis · Mathematics 2011-04-05 Andrei Draganescu , Cosmin Petra

Proximal Markov Chain Monte Carlo is a novel construct that lies at the intersection of Bayesian computation and convex optimization, which helped popularize the use of nondifferentiable priors in Bayesian statistics. Existing formulations…

Computation · Statistics 2023-01-24 Qiang Heng , Hua Zhou , Eric C. Chi

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

Recent advances on overfitting Bayesian mixture models provide a solid and straightforward approach for inferring the underlying number of clusters and model parameters in heterogeneous datasets. The applicability of such a framework in…

Methodology · Statistics 2018-03-29 Panagiotis Papastamoulis

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

Structured convex optimization on weighted graphs finds numerous applications in machine learning and computer vision. In this work, we propose a novel adaptive preconditioning strategy for proximal algorithms on this problem class. Our…

Optimization and Control · Mathematics 2020-02-28 Zhenzhang Ye , Thomas Möllenhoff , Tao Wu , Daniel Cremers

Multi-mode resource and precedence-constrained project scheduling is a well-known challenging real-world optimisation problem. An important variant of the problem requires scheduling of activities for multiple projects considering…

Data Structures and Algorithms · Computer Science 2016-09-09 Shahriar Asta , Daniel Karapetyan , Ahmed Kheiri , Ender Özcan , Andrew J. Parkes

A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial…

Numerical Analysis · Mathematics 2025-06-24 Nicolas Venkovic , Paul Mycek , Olivier Le Maître

The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…

Numerical Analysis · Computer Science 2015-03-19 Peter R. Brune , Matthew G. Knepley , L. Ridgway Scott