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We propose a new algorithm to approximate the Earth Mover's distance (EMD). Our main idea is motivated by the theory of optimal transport, in which EMD can be reformulated as a familiar $L_1$ type minimization. We use a regularization which…

Numerical Analysis · Mathematics 2016-12-15 Wuchen Li , Stanley Osher , Wilfrid Gangbo

We introduce an analytical iterative method, the density matrix recursion method, to generate arbitrary reduced density matrices of superpositions of short-range dimer coverings on periodic or non-periodic quantum spin-1/2 ladder lattices,…

Quantum Physics · Physics 2013-01-22 Himadri Shekhar Dhar , Aditi Sen De , Ujjwal Sen

We present a supervised machine learning-based method using convolutional neural networks to estimate the covariance matrix of Gaussian quantum states in the presence of thermal noise. Unlike computationally intensive density matrix…

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

Density matrix embedding theory (DMET) is a powerful quantum embedding method for solving strongly correlated quantum systems. Theoretically, the performance of a quantum embedding method should be limited by the computational cost of the…

Computational Physics · Physics 2020-08-19 Xiaojie Wu , Michael Lindsey , Tiangang Zhou , Yu Tong , Lin Lin

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

Given a renormalization scheme, we show how to formulate a tractable convex relaxation of the set of feasible local density matrices of a many-body quantum system. The relaxation is obtained by introducing a hierarchy of constraints between…

Quantum Physics · Physics 2024-04-11 Ilya Kull , Norbert Schuch , Ben Dive , Miguel Navascués

Transitions of many-particle quantum systems between distinct phases at absolute-zero temperature, known as quantum phase transitions, require an exacting treatment of particle correlations. In this work, we present a general…

Quantum Physics · Physics 2022-07-29 Samuel Warren , LeeAnn M. Sager-Smith , David A. Mazziotti

The curse of dimensionality is a recognized challenge in nonparametric estimation. This paper develops a new L0-norm regularization approach to the convex quantile and expectile regressions for subset variable selection. We show how to use…

Methodology · Statistics 2021-07-08 Sheng Dai

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…

Optimization and Control · Mathematics 2017-09-06 Yingzhen Yang , Jiashi Feng , Nebojsa Jojic , Jianchao Yang , Thomas S. Huang

We present an ab-initio approach for grand canonical ensembles in thermal equilibrium with local or nonlocal external potentials based on the one-reduced density matrix. We show that equilibrium properties of a grand canonical ensemble are…

Other Condensed Matter · Physics 2015-08-03 Tim Baldsiefen , Attila Cangi , E. K. U. Gross

We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…

Mathematical Physics · Physics 2022-06-22 Florent Benaych-Georges , Cesar Cuenca , Vadim Gorin

We develop the approach to the problem of integrable discretization based on the notion of $r$--matrix hierarchies. One of its basic features is the coincidence of Lax matrices of discretized systems with the Lax matrices of the underlying…

solv-int · Physics 2008-02-03 Yuri B. Suris

This paper discusses the incorporation of local sparsity information, e.g. in each pixel of an image, via minimization of the $\ell^{1,\infty}$-norm. We discuss the basic properties of this norm when used as a regularization functional and…

Optimization and Control · Mathematics 2015-06-12 Pia Heins , Michael Moeller , Martin Burger

We study the variational inference problem of minimizing a regularized R\'enyi divergence over an exponential family. We propose to solve this problem with a Bregman proximal gradient algorithm. We propose a sampling-based algorithm to…

Statistics Theory · Mathematics 2024-10-17 Thomas Guilmeau , Emilie Chouzenoux , Víctor Elvira

A new variational principle for optimizing thermal density matrices is introduced. As a first application, the variational many body density matrix is written as a determinant of one body density matrices, which are approximated by…

Plasma Physics · Physics 2009-10-31 Burkhard Militzer , E. L. Pollock

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

Optimization and Control · Mathematics 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

We propose a new localized inference algorithm for answering marginalization queries in large graphical models with the correlation decay property. Given a query variable and a large graphical model, we define a much smaller model in a…

Machine Learning · Statistics 2017-10-31 Jinglin Chen , Jian Peng , Qiang Liu

Extreme learning machine (ELM) is a network model that arbitrarily initializes the first hidden layer and can be computed speedily. In order to improve the classification performance of ELM, a $\ell_2$ and $\ell_{0.5}$ regularization ELM…

Optimization and Control · Mathematics 2023-01-05 Liangjuan Zhou , Wei Miao