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The Steklov function $\mu_f(\cdot,t)$ is defined to average a continuous function $f$ at each point of its domain by using a window of size given by $t>0$. It has traditionally been used to approximate $f$ smoothly with small values of $t$.…
Due to their flexibility and theoretical tractability Gaussian process (GP) regression models have become a central topic in modern statistics and machine learning. While the true posterior in these models is given explicitly, numerical…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…
Given the importance of floating-point~(FP) performance in numerous domains, several new variants of FP and its alternatives have been proposed (e.g., Bfloat16, TensorFloat32, and Posits). These representations do not have correctly rounded…
Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…
Designing and implementing systems as an interconnection of smaller subsystems is a common practice for modularity and standardization of components and design algorithms. Although not typically cast in this framework, many of these…
The rational function approximation method, density functional theory, and NVT Monte Carlo simulation are used to obtain the density profiles of multicomponent hard-sphere mixtures near a planar hard wall. Binary mixtures with a size ratio…
We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…
Normalizing flows have grown more popular over the last few years; however, they continue to be computationally expensive, making them difficult to be accepted into the broader machine learning community. In this paper, we introduce a…
We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…
Current widely-used approaches to calculate spectral functions using the density-matrix renormalization group in frequency space either necessarily include an artificial broadening (correction-vector method) or have limited resolution…
The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…
Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the…
Truncating the Fourier transform averaged by means of a generalized Hausdorff operator, we approximate the adjoint to that Hausdorff operator of the given function. We find the formulas for the rate of approximation in various metrics in…
We present a method to rapidly approximate convolution quadrature (CQ) approximations, based on a piecewise polynomial interpolation of the Laplace domain operator, which we call the \emph{parsimonious} convolution quadrature method. For…
Given a large square matrix $A$ and a sufficiently regular function $f$ so that $f(A)$ is well defined, we are interested in the approximation of the leading singular values and corresponding singular vectors of $f(A)$, and in particular of…
This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…
A new approach to $L_2$-consistent estimation of a general density functional using $k$-nearest neighbor distances is proposed, where the functional under consideration is in the form of the expectation of some function $f$ of the densities…