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An explicit formula to approximate the diagonal entries of the Hessian is introduced. When the derivative-free technique called \emph{generalized centered simplex gradient} is used to approximate the gradient, then the formula can be…

Numerical Analysis · Mathematics 2021-04-27 Gabriel Jarry-Bolduc

The reconstruction problem in electrical impedance tomography is highly ill-posed, and it is often observed numerically that reconstructions have poor resolution far away from the measurement boundary but better resolution near the…

Analysis of PDEs · Mathematics 2017-05-23 Henrik Garde , Kim Knudsen

Integrated Gradients has become a popular method for post-hoc model interpretability. De-spite its popularity, the composition and relative impact of different regions of the integral path are not well understood. We explore these effects…

Computer Vision and Pattern Recognition · Computer Science 2020-10-27 Vivek Miglani , Narine Kokhlikyan , Bilal Alsallakh , Miguel Martin , Orion Reblitz-Richardson

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

$L^2$ norm error estimates of semi- and full discretisations, using bulk--surface finite elements and Runge--Kutta methods, of wave equations with dynamic boundary conditions are studied. The analysis resides on an abstract formulation and…

Numerical Analysis · Mathematics 2019-06-28 David Hipp , Balázs Kovács

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Machine Learning · Computer Science 2026-03-31 Wan Tian , Hui Yang , Zhouhui Lian , Lingyue Zhang , Yijie Peng

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov

Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…

Numerical Analysis · Mathematics 2014-09-12 Yi-Hung Kuo , Long Lee , Gregory Lyng

The aim of this short paper is to show that some assumptions in [10] can be relaxed and even dropped when looking for weak solutions instead of strong ones. This improvement is a consequence of two results concerning gradient terms: an…

Analysis of PDEs · Mathematics 2023-02-24 Umberto Guarnotta , Salvatore A. Marano

The impact of gradient noise on training deep models is widely acknowledged but not well understood. In this context, we study the distribution of gradients during training. We introduce a method, Gradient Clustering, to minimize the…

Machine Learning · Computer Science 2020-07-10 Fartash Faghri , David Duvenaud , David J. Fleet , Jimmy Ba

The gradient discretisation method is a generic framework that is applicable to a number of schemes for diffusion equations, and provides in particular generic error estimates in $L^2$ and $H^1$-like norms. In this paper, we establish an…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj

We explore conditions for when the gradient of a deep declarative node can be approximated by ignoring constraint terms and still result in a descent direction for the global loss function. This has important practical application when…

Machine Learning · Computer Science 2023-06-27 Stephen Gould , Ming Xu , Zhiwei Xu , Yanbin Liu

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

This paper focuses on training implicit models of infinite layers. Specifically, previous works employ implicit differentiation and solve the exact gradient for the backward propagation. However, is it necessary to compute such an exact but…

Machine Learning · Computer Science 2022-01-13 Zhengyang Geng , Xin-Yu Zhang , Shaojie Bai , Yisen Wang , Zhouchen Lin

In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…

Machine Learning · Statistics 2018-11-26 Suriya Gunasekar , Arindam Banerjee , Joydeep Ghosh

Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…

Numerical Analysis · Mathematics 2014-05-16 John T. Holodnak , Ilse C. F. Ipsen

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

Numerical Analysis · Mathematics 2020-05-12 Ken Hayami

A novel recovery-based error indicator for high-order Finite Difference Methods, based on post-processing of the Finite Difference values is presented. The values obtained on the Finite Difference grid are interpolated into a suitable…

Numerical Analysis · Mathematics 2026-01-19 Ferhat Sindy , Annalisa Buffa , Marco Picasso