Related papers: An Efficient Algorithm for Maximum-Entropy Extensi…
Quasi-equilibrium approximation is a widely used closure approximation approach for model reduction with applications in complex fluids, materials science, etc. It is based on the maximum entropy principle and leads to thermodynamically…
We describe a way to complete a correlation matrix that is not fully specified. Such matrices often arise in financial applications when the number of stochastic variables becomes large or when several smaller models are combined in a…
We present a block gradient ascent method for solving the quantum optimal transport problem with entropic regularisation similar to the algorithm proposed in [D. Feliciangeli, A. Gerolin, L. Portinale: J. Funct. Anal. 285 (2023), no. 4,…
This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…
The exponential of block triangular matrices arises in a wide range of scientific computing applications, including exponential integrators for solving systems of ordinary differential equations, Hamiltonian systems in control theory,…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
The error exponent in lossy source coding characterizes the asymptotic decay rate of error probability with respect to blocklength. The Marton's error exponent provides the theoretically optimal bound on this rate. However, computation…
Circulant matrices are an important family of operators, which have a wide range of applications in science and engineering related fields. They are in general non-sparse and non-unitary. In this paper, we present efficient quantum circuits…
The problem of finding a $k \times k$ submatrix of maximum volume of a matrix $A$ is of interest in a variety of applications. For example, it yields a quasi-best low-rank approximation constructed from the rows and columns of $A$. We show…
This paper studies a large random matrix system (LRMS) model involving an arbitrary signal distribution and forward error control (FEC) coding. We establish an area property based on the approximate message passing (AMP) algorithm. Under…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
A computational algorithm for the exact equations representing the scattering coefficients of an infinite grating of insulating dielectric circular cylinders associated with obliquely incident vertically polarized plane electromagnetic…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…
Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…
This paper introduces the multiplicative variant of the recently proposed asynchronous additive coarse-space correction method. Definition of an asynchronous extension of multiplicative correction is not straightforward, however, our…
We consider the problem of optimal linear response for deterministic expanding maps of the circle. To each infinitesimal perturbation $\dot{T}$ of a circle map $T$ we consider (i) the response of the expectation of an observation function…
The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the…