Related papers: On the error estimate for cubature on Wiener space
We show that it is possible to obtain an $O(\epsilon^{-4/3})$ expected runtime --- including computational cost --- for finding $\epsilon$-stationary points of smooth nonconvex functions using cutting plane methods. This improves on the…
In this paper, some enhanced error estimates are derived for the augmented subspace methods which are designed for solving eigenvalue problems. We will show that the augmented subspace methods have the second order convergence rate which is…
We introduce a framework for repurposing error estimators for source problems to compute an estimator for the gap between eigenspaces and their discretizations. Of interest are eigenspaces of finite clusters of eigenvalues of unbounded…
We provide a necessary and sufficient condition for existence of Gaussian cubature formulas. It consists of checking whether some overdetermined linear system has a solution and so complements Mysovskikh's theorem which requires computing…
Drift analysis is a powerful tool for analyzing the time complexity of evolutionary algorithms. However, it requires manual construction of drift functions to bound hitting time for each specific algorithm and problem. To address this…
We study rates of convergence in central limit theorems for partial sum of functionals of general stationary and non-stationary Gaussian sequences, using optimal tools from analysis on Wiener space. We apply our result to study drift…
We describe a new method to compute general cubature formulae. The problem is initially transformed into the computation of truncated Hankel operators with flat extensions. We then analyse the algebraic properties associated to flat…
To investigate objects without a describable notion of distance, one can gather ordinal information by asking triplet comparisons of the form "Is object $x$ closer to $y$ or is $x$ closer to $z$?" In order to learn from such data, the…
This paper deals with the estimation of the quadrature error of a Gaussian formula for weight functions involving fractional powers, exponentials and Bessel functions of the first kind. For this purpose, in this work the averaged and…
A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…
Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…
This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus.…
Theoretical estimates for the cutoff errors in the Ewald summation method for dipolar systems are derived. Absolute errors in the total energy, forces and torques, both for the real and reciprocal space parts, are considered. The…
Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…
We consider covariance estimation of any subgaussian distribution from finitely many i.i.d. samples that are quantized to one bit of information per entry. Recent work has shown that a reliable estimator can be constructed if uniformly…
This paper develops general space-efficient methods for error reduction for unitary quantum computation. Consider a polynomial-time quantum computation with completeness $c$ and soundness $s$, either with or without a witness (corresponding…
A formalism for quantum error correction based on operator algebras was introduced in [1] via consideration of the Heisenberg picture for quantum dynamics. The resulting theory allows for the correction of hybrid quantum-classical…
We consider a parabolic equation driven by a nonlinear diffusive operator and we obtain a gradient estimate in the domain where the equation takes place. This estimate depends on the structural constants of the equation, on the geometry of…
Trotterization is the most common and convenient approximation method for Hamiltonian simulations on digital quantum computers, but estimating its error accurately is computationally difficult for large quantum systems. Here, we develop a…
In our recent publication [1] we presented an exponential series approximation suitable for highly accurate computation of the complex error function in a rapid algorithm. In this Short Communication we describe how a simplified…