Related papers: A structure preserving Lanczos algorithm for compu…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…
Image perceptual hashing finds applications in content indexing, large-scale image database management, certification and authentication and digital watermarking. We propose a Block-DCT and PCA based image perceptual hash in this article…
Given a persistence diagram with $n$ points, we give an algorithm that produces a sequence of $n$ persistence diagrams converging in bottleneck distance to the input diagram, the $i$th of which has $i$ distinct (weighted) points and is a…
Variance reduction is a crucial idea for Monte Carlo simulation and the stochastic Lanczos quadrature method is a dedicated method to approximate the trace of a matrix function. Inspired by their advantages, we combine these two techniques…
A theory is presented for a novel recursion method for O(N) ab initio tight-binding calculations. A long-standing problem of generalizing the recursion method to a non-orthogonal basis, which is a crucial step to make the recursion method…
Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…
We investigate the solution of low-rank matrix approximation problems using the truncated SVD. For this purpose, we develop and optimize GPU implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work…
Given a collection S of subsets of some set U, and M a subset of U, the set cover problem is to find the smallest subcollection C of S such that M is a subset of the union of the sets in C. While the general problem is NP-hard to solve,…
We develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class…
Column chromatography is a laboratory and industrial technique used to separate different substances mixed in a solution. Mathematically, it can be modelled using non-linear partial differential equations whose main ingredients are the…
A critical challenge inherent to the projection method applied to the Landau-Lifshitz equation is the deficiency of rigorous theoretical justifications for the stability of its projection step. To mitigate this limitation, we introduce a…
Exploiting geometric structure to improve the asymptotic complexity of discrete assignment problems is a well-studied subject. In contrast, the practical advantages of using geometry for such problems have not been explored. We implement…
Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…
Current widely-used approaches to calculate spectral functions using the density-matrix renormalization group in frequency space either necessarily include an artificial broadening (correction-vector method) or have limited resolution…
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…
We are interested in the numerical approximation of non-linear stochastic differential equations (SDEs) with solution in a certain domain. Our goal is to construct explicit numerical schemes that preserve that structure. We generalize the…
We introduce a new approach for estimating the number of spikes in a general class of spiked covariance models without directly computing the eigenvalues of the sample covariance matrix. This approach is based on the Lanczos algorithm and…
As an increasing amount of image and video content will be analyzed by machines, there is demand for a new codec paradigm that is capable of compressing visual input primarily for the purpose of computer vision inference, while secondarily…
We investigate combinatorial properties of certain configurations of a graph partition which are related to the minimality of a cut. We show that such configurations are related to the third eigenvector of the Laplacian matrix. It is well…