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Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…

Machine Learning · Computer Science 2020-07-20 Francis Bach

A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is…

Optimization and Control · Mathematics 2015-05-18 Yoshiyuki Kabashima , Hisanao Takahashi , Osamu Watanabe

An appropriate rational approximation to the eigenfunction of the Schr\"{o}dinger equation for anharmonic oscillators enables one to obtain the eigenvalue accurately as the limit of a sequence of roots of Hankel determinants. The…

Mathematical Physics · Physics 2009-11-13 P. Amore , F. M. Fernandez

The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…

Computational Physics · Physics 2022-06-08 Luigi Bonati , GiovanniMaria Piccini , Michele Parrinello

This work considers the effect of averaging, and more generally extrapolation, of the iterates of gradient descent in smooth convex optimization. After running the method, rather than reporting the final iterate, one can report either a…

Optimization and Control · Mathematics 2025-05-29 Alan Luner , Benjamin Grimmer

This paper is concerned with the extraction of the smallest eigenvalue and the corresponding eigenvector of a symmetric positive definite matrix pencil. We reveal implicit convexity of the eigenvalue problem in Euclidean space. A provable…

Numerical Analysis · Mathematics 2024-01-23 Nian Shao , Wenbin Chen , Zhaojun Bai

Subspace clustering is the classical problem of clustering a collection of data samples that approximately lie around several low-dimensional subspaces. The current state-of-the-art approaches for this problem are based on the…

Machine Learning · Computer Science 2023-01-26 Maryam Abdolali , Nicolas Gillis

Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach…

Computer Vision and Pattern Recognition · Computer Science 2012-11-05 Shai Bagon , Meirav Galun

The one-dimensional asymmetric simple exclusion process (ASEP), where $N$ hard-core particles hop forward with rate $1$ and backward with rate $q<1$, is considered on a periodic lattice of $L$ site. Using KPZ universality and previous…

Statistical Mechanics · Physics 2016-10-19 Sylvain Prolhac

This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…

Numerical Analysis · Mathematics 2017-01-12 Yuquan Sun , Fanghui Gong , Igor V. Ovchinnikov , Kang L. Wang

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

The state-of-the-art methods for solving optimization problems in big dimensions are variants of randomized coordinate descent (RCD). In this paper we introduce a fundamentally new type of acceleration strategy for RCD based on the…

Optimization and Control · Mathematics 2018-02-13 Dmitry Kovalev , Eduard Gorbunov , Elnur Gasanov , Peter Richtárik

We propose a novel recursive way of updating the tensors in projected entangled pair states by evolving the tensor in imaginary time evolution on clusters of different sizes. This generalizes the so- called simple update method of Jiang et…

Strongly Correlated Electrons · Physics 2011-10-20 Ling Wang , Frank Verstraete

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

In this paper, we present an approach to enhance interpolation and approximation error estimates. Based on a previously derived first-order Taylor-like formula, we demonstrate its applicability in improving the $P_1$-interpolation error…

Numerical Analysis · Mathematics 2023-10-31 Joel Chaskalovic , Franck Assous

Finding suitable points for multivariate polynomial interpolation and approximation is a challenging task. Yet, despite this challenge, there has been tremendous research dedicated to this singular cause. In this paper, we begin by…

Numerical Analysis · Mathematics 2018-05-21 Pranay Seshadri , Gianluca Iaccarino , Tiziano Ghisu

Owing to their stability and convergence speed, extragradient methods have become a staple for solving large-scale saddle-point problems in machine learning. The basic premise of these algorithms is the use of an extrapolation step before…

Optimization and Control · Mathematics 2020-11-06 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

Scalar extrapolation and convergence acceleration methods are central tools in numerical analysis for improving the efficiency of iterative algorithms and the summation of slowly convergent series. These methods construct transformed…

Numerical Analysis · Mathematics 2026-02-03 Khalide Jbilou

Eigenvector centrality is one of the outstanding measures of central tendency in graph theory. In this paper we consider the problem of calculating eigenvector centrality of graph partitioned into components and how this partitioning can be…

Recently, a new eigenvalue problem, called the transmission eigenvalue problem, has attracted many researchers. The problem arose in inverse scattering theory for inhomogeneous media and has important applications in a variety of inverse…

Numerical Analysis · Mathematics 2016-11-23 Ruihao Huang , Allan A. Struthers , Jiguang Sun , Ruming Zhang