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This paper describes an extension of Fourier approximation methods for multivariate functions defined on the torus $\mathbb{T}^d$ to functions in a weighted Hilbert space $L_{2}(\mathbb{R}^d, \omega)$ via a multivariate change of variables…

Numerical Analysis · Mathematics 2019-12-20 Robert Nasdala , Daniel Potts

In this paper we explore the practical use of the corner transfer matrix and its higher-dimensional generalization, the corner tensor, to develop tensor network algorithms for the classical simulation of quantum lattice systems of infinite…

Strongly Correlated Electrons · Physics 2012-05-11 Roman Orus

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

Optimization and Control · Mathematics 2023-03-14 Hsu Kao , Vijay Subramanian

Quantum lattice models with large local Hilbert spaces emerge across various fields in quantum many-body physics. Problems such as the interplay between fermions and phonons, the BCS-BEC crossover of interacting bosons, or decoherence in…

Strongly Correlated Electrons · Physics 2021-04-26 Thomas Köhler , Jan Stolpp , Sebastian Paeckel

We construct a least squares approximation method for the recovery of complex-valued functions from a reproducing kernel Hilbert space on $D \subset \mathbb{R}^d$. The nodes are drawn at random for the whole class of functions and the error…

Numerical Analysis · Mathematics 2021-04-05 Lutz Kämmerer , Tino Ullrich , Toni Volkmer

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its…

Data Structures and Algorithms · Computer Science 2024-06-19 Mehrdad Ghadiri , Matthew Fahrbach , Gang Fu , Vahab Mirrokni

While the theory of operator approximation with any given accuracy is well elaborated, the theory of {best constrained} constructive operator approximation is still not so well developed. Despite increasing demands from applications this…

Optimization and Control · Mathematics 2018-11-09 Anatoli Torokhti , Pablo Soto-Quiros

We introduce a new method to approximate integrals $\int_{\mathbb{R}^d} f(\boldsymbol{x}) \, \mathrm{d} \boldsymbol{x}$ which simply scales lattice rules from the unit cube $[0,1]^d$ to properly sized boxes on $\mathbb{R}^d$, hereby…

Numerical Analysis · Mathematics 2023-08-25 Dirk Nuyens , Yuya Suzuki

Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…

Numerical Analysis · Mathematics 2019-12-11 Fredrik Dahlqvist , Rocco Salvia , George A Constantinides

In this paper, we propose new learning algorithms for approximating high-dimensional functions using tree tensor networks in a least-squares setting. Given a dimension tree or architecture of the tensor network, we provide an algorithm that…

Numerical Analysis · Mathematics 2021-04-29 Cécile Haberstich , Anthony Nouy , Guillaume Perrin

Topological quantum error correction codes have high thresholds and are well suited to physical implementation. The minimum weight perfect matching algorithm can be used to efficiently handle errors in such codes. We perform a timing…

Quantum Physics · Physics 2015-03-20 Austin G. Fowler , Adam C. Whiteside , Lloyd C. L. Hollenberg

In this work, we study a global quadrature scheme for analytic functions on compact intervals based on function values on quasi-uniform grids of quadrature nodes. In practice it is not always possible to sample functions at optimal nodes…

Numerical Analysis · Mathematics 2022-11-28 Giacomo Cappellazzo , Wolfgang Erb , Francesco Marchetti , Davide Poggiali

In this paper, we study an efficient algorithm for constructing point sets underlying quasi-Monte Carlo integration rules for weighted Korobov classes. The algorithm presented is a reduced fast component-by-component digit-by-digit…

Numerical Analysis · Mathematics 2022-11-23 Peter Kritzer , Onyekachi Osisiogu

Efficient and scalable non-parametric or semi-parametric regression analysis and density estimation are of crucial importance to the fields of statistics and machine learning. However, available methods are limited in their ability to…

Machine Learning · Computer Science 2026-03-23 Zeyu Ding , Katja Ickstadt , Nadja Klein , Alexander Munteanu , Simon Omlor

We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point set. The main result of this paper is that the mean squared error for a given compactly supported, square-integrable function is…

Numerical Analysis · Mathematics 2017-06-22 Mario Ullrich

We study lower bounds on the worst-case error of numerical integration in tensor product spaces. As reference we use the $N$-th minimal error of linear rules that use $N$ function values. The information complexity is the minimal number $N$…

Numerical Analysis · Mathematics 2024-04-29 Erich Novak , Friedrich Pillichshammer

We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…

Numerical Analysis · Mathematics 2017-06-22 Aicke Hinrichs , Erich Novak , Mario Ullrich , Henryk Wozniakowski

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Quantum Physics · Physics 2025-01-01 Linjian Ma , Matthew Fishman , Miles Stoudenmire , Edgar Solomonik

In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…

Numerical Analysis · Mathematics 2015-08-17 Paul Houston , Thomas P. Wihler

We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of $T$ potentially non-convex smooth functions in the upper-level, and a…

Optimization and Control · Mathematics 2023-07-12 Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi
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