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We propose an adaptive regularization scheme in a variational framework where a convex composite energy functional is optimized. We consider a number of imaging problems including denoising, segmentation and motion estimation, which are…

Computer Vision and Pattern Recognition · Computer Science 2017-03-01 Byung-Woo Hong , Ja-Keoung Koo , Hendrik Dirks , Martin Burger

We present a method to reduce the variance of stochastic trace estimators used in quantum typicality (QT) methods via a randomized low-rank approximation of the finite-temperature density matrix $e^{-\beta H}$. The trace can be evaluated…

Quantum Physics · Physics 2021-02-18 Phillip Weinberg

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…

Statistics Theory · Mathematics 2024-05-09 Piotr Zwiernik

Many Bayesian inference problems involve target distributions whose density functions are computationally expensive to evaluate. Replacing the target density with a local approximation based on a small number of carefully chosen density…

Computation · Statistics 2022-07-13 Andrew D. Davis , Youssef Marzouk , Aaron Smith , Natesh Pillai

An algorithm for first-principles electronic structure calculations having a computational cost which scales linearly with the system size is presented. Our method exploits the real-space localization of the density matrix, and in this…

mtrl-th · Physics 2016-09-07 E. Hernandez , M. J. Gillan

The density matrix renormalization group (DMRG) method and its applications to finite temperatures and two-dimensional systems are reviewed. The basic idea of the original DMRG method, which allows precise study of the ground state…

Strongly Correlated Electrons · Physics 2009-11-10 Naokazu Shibata

This article deals with the adaptive and approximative computation of the Lam\'e equations. The equations of linear elasticity are considered as boundary integral equations and solved in the setting of the boundary element method (BEM).…

Numerical Analysis · Mathematics 2022-05-11 Maximilian Bauer , Mario Bebendorf

We propose an adaptive finite element algorithm to approximate solutions of elliptic problems whose forcing data is locally defined and is approximated by regularization (or mollification). We show that the energy error decay is…

Numerical Analysis · Mathematics 2022-07-26 Luca Heltai , Wenyu Lei

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

We describe a numerical algorithm for approximating the equilibrium-reduced density matrix and the effective (mean force) Hamiltonian for a set of system spins coupled strongly to a set of bath spins when the total system (system+bath) is…

Quantum Physics · Physics 2023-01-25 Tyler Chen , Yu-Chen Cheng

This paper provides a comprehensive estimation framework for large covariance matrices via a log-det heuristics augmented by a nuclear norm plus $\ell_{1}$-norm penalty. We develop the model framework, which includes high-dimensional…

Statistics Theory · Mathematics 2025-05-06 Enrico Bernardi , Matteo Farnè

In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…

Optimization and Control · Mathematics 2014-07-21 Andrei Patrascu , Ion Necoara

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

We introduce two methods for estimating the density matrix for a quantum system: Quantum Maximum Likelihood and Quantum Variational Inference. In these methods, we construct a variational family to model the density matrix of a mixed…

Quantum Physics · Physics 2019-04-15 Kyle Cranmer , Siavash Golkar , Duccio Pappadopulo

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

Dynamical Systems · Mathematics 2017-10-05 Stefano Galatolo , Isaia Nisoli

In this thesis the variational optimisation of the density matrix is discussed as a method in many-body quantum mechanics. This is a relatively unknown technique in which one tries to obtain the two-particle reduced density matrix directly…

Quantum Physics · Physics 2012-03-27 Brecht Verstichel

We introduce a method that ensures efficient computation of one-dimensional quantum systems with long-range interactions across all temperatures. Our algorithm operates within a quasi-polynomial runtime for inverse temperatures up to…

Quantum Physics · Physics 2025-05-19 Rakesh Achutha , Donghoon Kim , Yusuke Kimura , Tomotaka Kuwahara

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes