Related papers: A Quasi-Random Approach to Matrix Spectral Analysi…
This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…
We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…
We revisit the $k$-Hessian eigenvalue problem on a smooth, bounded, $(k-1)$-convex domain in $\mathbb R^n$. First, we obtain a spectral characterization of the $k$-Hessian eigenvalue as the infimum of the first eigenvalues of linear…
This paper is concerned with the Taylor-reduced basis method (Taylor-RBM) for the efficient approximation of eigenspaces of large scale parametric Hermitian matrices. The Taylor-RBM is a local model order reduction method, which constructs…
We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…
In recent years, leveraging parallel and distributed computational resources has become essential to solve problems of high computational cost. Bayesian optimization (BO) has shown attractive results in those expensive-to-evaluate problems…
An algorithm to classify a general Hermitian matrix according to its signature (positive semi-definite, negative or indefinite) is presented. It builds on the Quantum Phase Estimation algorithm, which stores the sign of the eigenvalues of a…
Derandomization is one of the classic topics studied in the theory of parallel computations, dating back to the early 1980s. Despite much work, all known techniques lead to deterministic algorithms that are not work-efficient. For instance,…
In this paper, a Parallel Direct Eigensolver for Sequences of Hermitian Eigenvalue Problems with no tridiagonalization is proposed, denoted by \texttt{PDESHEP}, and it combines direct methods with iterative methods. \texttt{PDESHEP} first…
In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…
In this work, we study the robust phase retrieval problem where the task is to recover an unknown signal $\theta^* \in \mathbb{R}^d$ in the presence of potentially arbitrarily corrupted magnitude-only linear measurements. We propose an…
We present an efficient quantum algorithm for simulating the evolution of a sparse Hamiltonian H for a given time t in terms of a procedure for computing the matrix entries of H. In particular, when H acts on n qubits, has at most a…
The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…
Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…
A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…
The use of near-term quantum devices that lack quantum error correction, for addressing quantum chemistry and physics problems, requires hybrid quantum-classical algorithms and techniques. Here we present a process for obtaining the…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf…
Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…