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We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…

Numerical Analysis · Mathematics 2021-03-04 Domenico Giordano , Felice Iavernaro

The Google matrix is a positive, column-stochastic matrix that is used to compute the pagerank of all the web pages on the Internet: the eigenvector corresponding to the eigenvalue 1 is the pagerank vector. Due to its huge dimension, of the…

Rings and Algebras · Mathematics 2025-10-20 Lars Eldén

Matrix concentration inequalities provide a direct way to bound the typical spectral norm of a random matrix. The methods for establishing these results often parallel classical arguments, such as the Laplace transform method. This work…

Information Theory · Computer Science 2014-04-29 Joel A. Tropp , Richard Y. Chen

A multigrid method is proposed in this paper to solve eigenvalue problems by the finite element method based on the shifted-inverse power iteration technique. With this scheme, solving eigenvalue problem is transformed to a series of…

Numerical Analysis · Mathematics 2014-10-28 Hongtao Chen , Yunhui He , Yu Li , Hehu Xie

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Certified randomness guaranteed to be unpredictable by adversaries is central to information security. The fundamental randomness inherent in quantum physics makes certification possible from devices that are only weakly characterised, i.e.…

Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input…

Strongly Correlated Electrons · Physics 2018-11-05 Jae-Hoon Sim , Myung Joon Han

Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of…

Machine Learning · Computer Science 2020-06-08 Donghoon Lee

We consider methods for aggregating preferences that are based on the resolution of discrete optimization problems. The preferences are represented by arbitrary binary relations (possibly weighted) or incomplete paired comparison matrices.…

Optimization and Control · Mathematics 2007-05-23 Pavel Chebotarev , Elena Shamis

Repeated application of machine-learning, eigen-centric methods to an evolving dataset reveals that eigenvectors calculated by well-established computer implementations are not stable along an evolving sequence. This is because the sign of…

Numerical Analysis · Mathematics 2024-02-27 Jay Damask

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a…

Machine Learning · Computer Science 2019-05-21 Evgenii Egorov , Kirill Neklydov , Ruslan Kostoev , Evgeny Burnaev

This paper describes the implementation of a new interior point solver for linear programming for the open-source optimization library HiGHS. The solver uses a direct factorisation to solve the Newton systems, choosing the best approach…

Optimization and Control · Mathematics 2025-08-07 Filippo Zanetti , Jacek Gondzio

This paper considers the generalized continuation Newton method and thetrust-region updating strategy for the underdetermined system of nonlinear equations. Moreover, in order to improve its computational efficiency, the new method will not…

Numerical Analysis · Mathematics 2021-05-26 Xin-long Luo , Hang Xiao

Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…

Mathematical Software · Computer Science 2021-01-14 Angelika Schwarz

We present a new power method to obtain solutions of eigenvalue problems. The method can determine not only the dominant or lowest eigenvalues but also all eigenvalues without the need for a deflation procedure. The method uses a functional…

Numerical Analysis · Mathematics 2024-10-08 I Wayan Sudiarta , Hadi Susanto

In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the "eigenvalues" of the decision variable. Here, by making use of the FTvN systems framework introduced by…

Optimization and Control · Mathematics 2024-07-19 Masaru Ito , Bruno F. Lourenço

We present a new family of min-max optimization algorithms that automatically exploit the geometry of the gradient data observed at earlier iterations to perform more informative extra-gradient steps in later ones. Thanks to this adaptation…

Optimization and Control · Mathematics 2020-11-20 Kimon Antonakopoulos , E. Veronica Belmega , Panayotis Mertikopoulos

Eigenvectors of large matrices (and graphs) play an essential role in combinatorics and theoretical computer science. The goal of this survey is to provide an up-to-date account on properties of eigenvectors when the matrix (or graph) is…

Probability · Mathematics 2016-06-14 Sean O'Rourke , Van Vu , Ke Wang

To mitigate the attacks by malicious peers and to motivate the peers to share the resources in peer-to-peer networks, several reputation systems have been proposed in the past. In most of them, the peers evaluate other peers based on their…

Networking and Internet Architecture · Computer Science 2016-01-08 Sateesh Kumar Awasthi , Yatindra Nath Singh

Open-source is frequently described as a driver for unprecedented communication and collaboration, and the process works best when projects support teamwork. Yet, open-source cooperation processes in no way protect project contributors from…

Software Engineering · Computer Science 2022-10-12 Huascar Sanchez , Briland Hitaj