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In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…

Statistics Theory · Mathematics 2016-09-29 Tengyao Wang , Quentin Berthet , Richard J. Samworth

This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…

Numerical Analysis · Mathematics 2019-10-28 Kathrin Smetana , Olivier Zahm

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

We assume that every element of a matrix has a small, individual error, and model it by an external number, which is the sum of a nonstandard real number and a neutrix, the latter being a convex (external) set having the group property. The…

Rings and Algebras · Mathematics 2019-07-31 Nam van Tran , Imme van den Berg

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

Fault-tolerant schemes can use error correction to make a quantum computation arbitrarily ac- curate, provided that errors per physical component are smaller than a certain threshold and in- dependent of the computer size. However in…

Quantum Physics · Physics 2022-02-24 Marco Fellous-Asiani , Jing Hao Chai , Robert S. Whitney , Alexia Auffèves , Hui Khoon Ng

Understanding algorithmic error accumulation in quantum simulation is crucial due to its fundamental significance and practical applications in simulating quantum many-body system dynamics. Conventional theories typically apply the triangle…

Quantum Physics · Physics 2024-11-11 Boyang Chen , Jue Xu , Qi Zhao , Xiao Yuan

Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…

Numerical Analysis · Mathematics 2007-05-23 Alexandre J. Chorin , Panagiotis Stinis

We formulate the problem of numerical analytic continuation in a way that lets us draw meaningful conclusions about properties of the spectral function based solely on the input data. Apart from ensuring consistency with the input data…

Other Condensed Matter · Physics 2017-01-11 Olga Goulko , Andrey S. Mishchenko , Lode Pollet , Nikolay Prokof'ev , Boris Svistunov

In Analog-to-digital (A/D) conversion, signal decimation has been proven to greatly improve the efficiency of data storage while maintaining high accuracy. When one couples signal decimation with the $\Sigma\Delta$ quantization scheme, the…

Information Theory · Computer Science 2020-02-06 Kung-Ching Lin

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this work we present some results that allow to improve the decoding radius in solving polynomial linear systems with errors in the scenario where errors are additive and randomly distributed over a finite field. The decoding radius…

Information Theory · Computer Science 2020-03-05 Eleonora Guerrini , Romain Lebreton , Ilaria Zappatore

With the widespread deployment of large-scale prediction systems in high-stakes domains, e.g., face recognition, criminal justice, etc., disparity in prediction accuracy between different demographic subgroups has called for fundamental…

Machine Learning · Computer Science 2021-06-15 Jianfeng Chi , Yuan Tian , Geoffrey J. Gordon , Han Zhao

In a general setting, we study a posteriori estimates used in finite element analysis to measure the error between a solution and its approximation. The latter is not necessarily generated by a finite element method. We show that the error…

Numerical Analysis · Mathematics 2025-07-09 Thomas Führer , Sergio Rojas

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast…

Information Theory · Computer Science 2022-09-14 Jean Barbier , Nicolas Macris

Using tools developed in a recent work by Shen and the second author, in this paper we carry out an in-depth study on the average decoding error probability of the random matrix ensemble over the erasure channel under three decoding…

Information Theory · Computer Science 2024-04-23 Chin Hei Chan , Fang-Wei Fu , Maosheng Xiong

We expand the scope of the statistical notion of error probability, i.e., how often large deviations are observed in an experiment, in order to make it directly applicable to quantum tomography. We verify that the error probability can…

Quantum Physics · Physics 2011-01-24 Takanori Sugiyama , Peter S. Turner , Mio Murao

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…