Related papers: Covariant approximation averaging
We demonstrate the new class of variance reduction techniques for hadron propagator and nucleon isovector form factor in the realistic lattice of $N_f=2+1$ domain-wall fermion. All-mode averaging (AMA) is one of the powerful tools to reduce…
We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…
Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even…
We study the performance of all-mode-averaging (AMA) when used in conjunction with a locally deflated SAP-preconditioned solver, determining how to optimize the local block sizes and number of deflation fields in order to minimize the…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
Affine Maximizer Auctions (AMAs), a generalized mechanism family from VCG, are widely used in automated mechanism design due to their inherent dominant-strategy incentive compatibility (DSIC) and individual rationality (IR). However, as the…
Many machine learning tasks in the natural sciences are precisely equivariant to particular symmetries. Nonetheless, equivariant methods are often not employed, perhaps because training is perceived to be challenging, or the symmetry is…
We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…
This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…
The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…
The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…
In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…
In this paper we derive the asymptotic distribution of normalized residual empirical autocovariances and autocorrelations under weak assumptions on the noise. We propose new portmanteau statistics for vector autoregressive moving-average…
In this paper, we propose the inexact alternating minimization algorithm (inexact AMA), which allows inexact iterations in the algorithm, and its accelerated variant, called the inexact fast alternating minimization algorithm (inexact…
We introduce a new numerical approximation method for functionals of factor credit portfolio models based on the theory of mod-$\phi$ convergence and mod-$\phi$ approximation schemes. The method can be understood as providing correction…
Mean-field variational methods are widely used for approximate posterior inference in many probabilistic models. In a typical application, mean-field methods approximately compute the posterior with a coordinate-ascent optimization…
Stochastic approximation Monte Carlo (SAMC) has recently been proposed by Liang, Liu and Carroll [J. Amer. Statist. Assoc. 102 (2007) 305--320] as a general simulation and optimization algorithm. In this paper, we propose to improve its…
Anderson mixing (AM) is an acceleration method for fixed-point iterations. Despite its success and wide usage in scientific computing, the convergence theory of AM remains unclear, and its applications to machine learning problems are not…