English
Related papers

Related papers: Faster Interpolation Algorithms for Sparse Multiva…

200 papers

In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…

Machine Learning · Computer Science 2021-06-14 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Suppose f is a real univariate polynomial of degree D with exactly 4 monomial terms. We present an algorithm, with complexity polynomial in log D on average (relative to the stable log-uniform measure), for counting the number of real roots…

Algebraic Geometry · Mathematics 2013-09-03 Osbert Bastani , Christopher J. Hillar , Dimitar Popov , J. Maurice Rojas

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

In this paper, p-dispersion problems are studied to select $p\geqslant 2$ representative points from a large 2D Pareto Front (PF), solution of bi-objective optimization. Four standard p-dispersion variants are considered. A novel variant,…

Data Structures and Algorithms · Computer Science 2023-07-04 Nicolas Dupin

Motivated by surprisingly good generalization properties of learned deep neural networks in overparameterized scenarios and by the related double descent phenomenon, this paper analyzes the relation between smoothness and low generalization…

Machine Learning · Computer Science 2021-10-29 Yuege Xie , Hung-Hsu Chou , Holger Rauhut , Rachel Ward

In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a…

Numerical Analysis · Mathematics 2016-03-29 Xianfeng Hu , Mark Iwen , Hyejin Kim

In this paper we present a new multilevel quasi-interpolation algorithm for smooth periodic functions using scaled Gaussians as basis functions. Recent research in this area has focussed upon implementations using basis function with finite…

Numerical Analysis · Mathematics 2017-03-14 Simon Hubbert , Jeremy Levesley

In this paper, we present fast algorithms for the product of two multivariate polynomials in sparse representation. The bit complexity of our algorithms are studied in detail for various types of coefficients, and we derive new complexity…

Data Structures and Algorithms · Computer Science 2009-01-28 Joris van der Hoeven , Grégoire Lecerf

In breakthrough work, Tardos (Oper. Res. '86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos's framework, one reduces solving the…

Optimization and Control · Mathematics 2020-09-11 Daniel Dadush , Bento Natura , László A. Végh

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

In recent years, tremendous progress has been made on numerical algorithms for solving partial differential equations (PDEs) in a very high dimension, using ideas from either nonlinear (multilevel) Monte Carlo or deep learning. They are…

Numerical Analysis · Mathematics 2021-12-13 Weinan E , Jiequn Han , Arnulf Jentzen

We present a new class of high-order imaginary time propagators for path-integral Monte Carlo simulations by subtracting lower order propagators. By requiring all terms of the extrapolated propagator be sampled uniformly, the subtraction…

Computational Physics · Physics 2015-05-13 Robert E. Zillich , Johannes M. Mayrhofer , Siu A. Chin

A fundamental problem in computer science is to find all the common zeroes of $m$ quadratic polynomials in $n$ unknowns over $\mathbb{F}_2$. The cryptanalysis of several modern ciphers reduces to this problem. Up to now, the best complexity…

Symbolic Computation · Computer Science 2015-03-19 Magali Bardet , Jean-Charles Faugère , Bruno Salvy , Pierre-Jean Spaenlehauer

Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…

Optimization and Control · Mathematics 2014-12-12 Santanu S. Dey , Andres Iroume , Marco Molinaro

In this paper, we propose a fully discrete soft thresholding trigonometric polynomial approximation on $[-\pi,\pi],$ named Lasso trigonometric interpolation. This approximation is an $\ell_1$-regularized discrete least squares approximation…

Numerical Analysis · Mathematics 2023-09-22 Congpei An , Mou Cai

We introduce sparse polynomial zonotopes, a new set representation for formal verification of hybrid systems. Sparse polynomial zonotopes can represent non-convex sets and are generalizations of zonotopes, polytopes, and Taylor models.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Niklas Kochdumper , Matthias Althoff

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang