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We introduce the Fast Free Memory method (FFM), a new fast method for the numerical evaluation of convolution products. Inheriting from the Fast Multipole Method, the FFM is a descent-only and kernel-independent algorithm. We give the…

Numerical Analysis · Mathematics 2019-09-13 Matthieu Aussal , Marc Bakry

Kernel density estimation (KDE) is integral to a range of generative and discriminative tasks in machine learning. Drawing upon tools from the multidimensional calculus of variations, we derive an optimal weight function that reduces bias…

Machine Learning · Computer Science 2023-11-07 Sangwoong Yoon , Frank C. Park , Gunsu S Yun , Iljung Kim , Yung-Kyun Noh

The fast Fourier transform (FFT) is one of the most successful numerical algorithms of the 20th century and has found numerous applications in many branches of computational science and engineering. The FFT algorithm can be derived from a…

Numerical Analysis · Mathematics 2021-02-10 Daan Camps , Roel Van Beeumen , Chao Yang

Fast Multipole Methods (FMMs) based on the oscillatory Helmholtz kernel can reduce the cost of solving N-body problems arising from Boundary Integral Equations (BIEs) in acoustic or electromagnetics. However, their cost strongly increases…

Numerical Analysis · Mathematics 2022-02-11 Igor Chollet , Xavier Claeys , Pierre Fortin , Laura Grigori

Discrete cosine transform (DCT) and other Fourier-related transforms have broad applications in scientific computing. However, off-the-shelf high-performance multi-dimensional DCT (MD DCT) libraries are not readily available in parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Zixuan Jiang , Jiaqi Gu , David Z. Pan

In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…

Statistics Theory · Mathematics 2013-10-17 José E. Chacón , Pablo Monfort , Carlos Tenreiro

It is a common practice to evaluate probability density function or matter spatial density function from statistical samples. Kernel density estimation is a frequently used method, but to select an optimal bandwidth of kernel estimation,…

Methodology · Statistics 2021-04-27 Zhen-Wei Li , Ping He

Fast convolution algorithms, including Winograd and FFT, can efficiently accelerate convolution operations in deep models. However, these algorithms depend on high-precision arithmetic to maintain inference accuracy, which conflicts with…

Machine Learning · Computer Science 2024-07-04 Liulu He , Yufei Zhao , Rui Gao , Yuan Du , Li Du

It was demonstrated in earlier work that, by approximating its range kernel using shiftable functions, the non-linear bilateral filter can be computed using a series of fast convolutions. Previous approaches based on shiftable approximation…

Computer Vision and Pattern Recognition · Computer Science 2016-04-20 Sanjay Ghosh , Kunal N. Chaudhury

The Cosmic Microwave Background (CMB) data analysis and the map-making process rely heavily on the use of spherical harmonics. For suitable pixelizations of the sphere, the (forward and inverse) Fourier transform plays a crucial role in…

A kernel density estimator (KDE) is one of the most popular non-parametric density estimators. In this paper we focus on a best bandwidth selection method for use in an analogue of a classical KDE using the tropical symmetric distance,…

Populations and Evolution · Quantitative Biology 2025-12-30 Ruriko Yoshida , Zhiwen Wang

This study proposes multivariate kernel density estimation by stagewise minimization algorithm based on $U$-divergence and a simple dictionary. The dictionary consists of an appropriate scalar bandwidth matrix and a part of the original…

Machine Learning · Statistics 2021-08-11 Kiheiji Nishida , Kanta Naito

The nonuniform fast Fourier transform (NUFFT) generalizes the FFT to off-grid data. Its many applications include image reconstruction, data analysis, and the numerical solution of differential equations. We present FINUFFT, an efficient…

Numerical Analysis · Mathematics 2019-04-10 Alex H. Barnett , Jeremy F. Magland , Ludvig af Klinteberg

Given a sample $\{X_i\}_{i=1}^n$ from $f_X$, we construct kernel density estimators for $f_Y$, the convolution of $f_X$ with a known error density $f_{\epsilon}$. This problem is known as density estimation with Berkson error and has…

Methodology · Statistics 2014-07-30 James P. Long , Noureddine El Karoui , John A. Rice

There has been a growing interest in wideband spectrum sensing due to its applications in cognitive radios and electronic surveillance. To overcome the sampling rate bottleneck for wideband spectrum sensing, in this paper, we study the…

Information Theory · Computer Science 2019-10-17 Linxiao Yang , Jun Fang , Huiping Duan , Hongbin Li

We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…

Numerical Analysis · Mathematics 2026-01-01 Xiang Gao , Cody Hyndman

Diffuse scattering is a rich source of information about disorder in crystalline materials, which can be modelled using atomistic techniques such as Monte Carlo and molecular dynamics simulations. Modern X-ray and neutron scattering…

Materials Science · Physics 2018-12-21 Joseph A. M. Paddison

In this letter, a fast Fourier transform (FFT)-enhanced low-complexity super-resolution sensing algorithm for near-field source localization with both angle and range estimation is proposed. Most traditional near-field source localization…

Signal Processing · Electrical Eng. & Systems 2024-11-26 Yuxiao Wu , Huizhi Wang , Yong Zeng

The kernel embedding algorithm is an important component for adapting kernel methods to large datasets. Since the algorithm consumes a major computation cost in the testing phase, we propose a novel teacher-learner framework of learning…

Machine Learning · Statistics 2017-12-08 Jianqiao Wangni , Jingwei Zhuo , Jun Zhu

We address the problem of decomposing an image into albedo and shading. We propose the Fast Fourier Intrinsic Network, FFI-Net in short, that operates in the spectral domain, splitting the input into several spectral bands. Weights in…

Computer Vision and Pattern Recognition · Computer Science 2020-11-10 Yanlin Qian , Miaojing Shi , Joni-Kristian Kämäräinen , Jiri Matas