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A novel approach is given to overcome the computational challenges of the full-matrix Adaptive Gradient algorithm (Full AdaGrad) in stochastic optimization. By developing a recursive method that estimates the inverse of the square root of…

Statistics Theory · Mathematics 2025-02-28 Antoine Godichon-Baggioni , Wei Lu , Bruno Portier

Let ${\rm Mold}_{n, d}$ be the moduli of rank $d$ subalgebras of ${\rm M}_n$ over ${\Bbb Z}$. For $x \in {\rm Mold}_{n, d}$, let ${\mathcal A}(x) \subseteq {\rm M}_n(k(x))$ be the subalgebra of ${\rm M}_n$ corresponding to $x$, where $k(x)$…

Rings and Algebras · Mathematics 2020-06-16 Kazunori Nakamoto , Takeshi Torii

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

There are 13 equivalence classes of 2D second order quantum and classical superintegrable systems with nontrivial potential, each associated with a quadratic algebra of hidden symmetries. We study the finite and infinite irreducible…

Mathematical Physics · Physics 2008-04-25 Ernest G. Kalnins , Willard Miller , Sarah Post

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

We explore the utilization of higher-order discretization techniques in optimizing the gate count needed for quantum computer based solutions of partial differential equations. To accomplish this, we present an efficient approach for…

Quantum Physics · Physics 2024-12-30 Boris Arseniev , Dmitry Guskov , Richik Sengupta , Igor Zacharov

Second-order superintegrable systems in dimensions two and three are essentially classified. With increasing dimension, however, the non-linear partial differential equations employed in current methods become unmanageable. Here we propose…

Differential Geometry · Mathematics 2025-05-09 Jonathan Kress , Konrad Schöbel , Andreas Vollmer

In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the…

Information Theory · Computer Science 2023-07-06 Marom Dadon , Wasim Huleihel , Tamir Bendory

Splitting methods for the numerical integration of differential equations of order greater than two involve necessarily negative coefficients. This order barrier can be overcome by considering complex coefficients with positive real part.…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , Ander Murua

We present the Continuous Empirical Cubature Method (CECM), a novel algorithm for empirically devising efficient integration rules. The CECM aims to improve existing cubature methods by producing rules that are close to the optimal,…

Numerical Analysis · Mathematics 2023-11-03 J. A. Hernandez , J. R. Bravo , S. Ares de Parga

This work considers finding optimal positions for the electrodes within the Bayesian paradigm based on available prior information on the conductivity; the aim is to place the electrodes so that the posterior density of the (discretized)…

Optimization and Control · Mathematics 2014-09-11 Nuutti Hyvönen , Aku Seppänen , Stratos Staboulis

Density matrix embedding theory (DMET) is a quantum embedding theory for strongly correlated systems. From a computational perspective, one bottleneck in DMET is the optimization of the correlation potential to achieve self-consistency,…

Chemical Physics · Physics 2019-09-04 Xiaojie Wu , Zhi-Hao Cui , Yu Tong , Michael Lindsey , Garnet Kin-Lic Chan , Lin Lin

Constructions of Hadamard matrices from smaller blocks is a well-known technique in the theory of real Hadamard matrices: tensoring Hadamard matrices and the classical arrays of Williamson, Ito are all procedures involving smaller order…

Operator Algebras · Mathematics 2009-03-03 Ferenc Szöllősi

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

A class of nonlinear models combining a pharmacokinetic compartmental model and a pharmacodynamic Emax model is introduced. The locally D-optimal (LD) design for a four-parameter composed model is found to be a saturated four-point uniform…

Methodology · Statistics 2008-12-18 X. Fang , A. S. Hedayat

We introduce a minor variant of the approximate D-optimal design of experiments with a more general information matrix that takes into account the representation of the design space S. The main motivation (and result) is that if S in R^d is…

Optimization and Control · Mathematics 2025-05-15 Didier Henrion , Jean Bernard Lasserre

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

Statistics Theory · Mathematics 2017-05-30 Zelda Mariet , Suvrit Sra

$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many…

Computational Geometry · Computer Science 2021-12-24 Timothy M. Chan , Sariel Har-Peled , Mitchell Jones

We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guarantees for the well-studied D/A/E-design problems with simple…

Data Structures and Algorithms · Computer Science 2024-10-16 Lap Chi Lau , Robert Wang , Hong Zhou