Related papers: Gradient density estimation in arbitrary finite di…

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

This study proposes a unified stochastic framework for approximating and computing the gradient of every smooth function evaluated at non-independent variables, using $\ell_p$-spherical distributions on $\R^d$ with $d, p\geq 1$. The…

A recently proposed linear-scaling scheme for density-functional pseudopotential calculations is described in detail. The method is based on a formulation of density functional theory in which the ground state energy is determined by…

The density functional theory (DFT) in electronic structure calculations can be formulated as either a nonlinear eigenvalue or direct minimization problem. The most widely used approach for solving the former is the so-called…

In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network…

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

We consider a one-dimensional stationary stochastic process $x(\tau)$ of duration $T$. We study the probability density function (PDF) $P(t_{\rm m}|T)$ of the time $t_{\rm m}$ at which $x(\tau)$ reaches its global maximum. By using a path…

This work considers the problem of finding a first-order stationary point of a non-convex function with potentially unbounded smoothness constant using a stochastic gradient oracle. We focus on the class of $(L_0,L_1)$-smooth functions…

Particle-based variational inference methods (ParVIs) use nonparametric variational families represented by particles to approximate the target distribution according to the kernelized Wasserstein gradient flow for the Kullback-Leibler (KL)…

We continue the study of random continued fraction expansions, generated by random application of the Gauss and the R\'enyi backward continued fraction maps. We show that this random dynamical system admits a unique absolutely continuous…

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz…

The stochastic partial differential equation (SPDE) approach is widely used for modeling large spatial datasets. It is based on representing a Gaussian random field $u$ on $\mathbb{R}^d$ as the solution of an elliptic SPDE $L^\beta u =…

Spatially-explicit estimates of population density, together with appropriate estimates of uncertainty, are required in many management contexts. Density Surface Models (DSMs) are a two-stage approach for estimating spatially-varying…

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…

We present an effective numerical procedure, which is based on the computational scheme from [Heid et al., arXiv:1906.06954], for the numerical approximation of excited states of Schr\"odingers equation. In particular, this procedure…

We present a novel method for frequentist statistical inference in $M$-estimation problems, based on stochastic gradient descent (SGD) with a fixed step size: we demonstrate that the average of such SGD sequences can be used for statistical…

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

We describe a finite-field approach to compute density response functions, which allows for efficient $G_0W_0$ and $G_0W_0\Gamma_0$ calculations beyond the random phase approximation. The method is easily applicable to density functional…