Related papers: Coarse-graining and reconstruction for Markov matr…
Conjugated organic molecules play a central role in a wide range of optoelectronic devices, including organic light-emitting diodes, organic field-effect transistors, and organic solar cells. A major bottleneck in the computational design…
Coarse-graining is central to reducing dimensionality in molecular dynamics, and is typically characterized by a mapping which projects the full state of the system to a smaller class of variables. While extensive literature has been…
Functional connectivity estimates are highly sensitive to analysis choices and can be dominated by noise when the number of sampled time points is small relative to network dimensionality. This issue is particularly acute in fMRI, where…
In the context of real-space renormalization group methods, we propose a novel scheme for quantum systems defined on a D-dimensional lattice. It is based on a coarse-graining transformation that attempts to reduce the amount of entanglement…
We present a data-driven machine-learning approach for modeling space-time socioeconomic dynamics. Through coarse-graining fine-scale observations, our modeling framework simplifies these complex systems to a set of tractable mechanistic…
We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…
Merging neural networks without retraining is central to federated and distributed learning. Common methods such as weight averaging or Fisher merging often lose accuracy and are unstable across seeds. CoGraM (Contextual Granular Merging)…
We review some recent coarse-graining and multi-scale methods, but also put forward some new ideas for addressing such issues. We find that, if one is guided by nonequilibrium statistical mechanics and thermodynamics, it is possible to…
Many neural learning algorithms require to solve large least square systems in order to obtain synaptic weights. Moore-Penrose inverse matrices allow for solving such systems, even with rank deficiency, and they provide minimum-norm vectors…
We describe a systematic approach to construct coarse-grained Markov state models from molecular dynamics data of systems driven into a non-equilibrium steady state. We apply this method to study the globule-stretch transition of a single…
Data-driven reduced-order models often fail to make accurate forecasts of high-dimensional nonlinear dynamical systems that are sensitive along coordinates with low-variance because such coordinates are often truncated, e.g., by proper…
Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…
We introduce a method and an algorithm for computing the weighted Moore-Penrose inverse of multiple-variable polynomial matrix and the related algorithm which is appropriated for sparse polynomial matrices. These methods and algorithms are…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
We investigate how various coarse-graining methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the…
We investigate the Moore-Penrose pseudoinverse and generalized inverse of a matrix product $A=CR$ to establish a unifying framework for generalized and randomized matrix inverses. This analysis is rooted in first principles, focusing on the…
We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…
We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…
We systematically derive an exact coarse-grained description for interacting particles with thermodynamically consistent stochastic dynamics, applicable across different observation scales, the mesoscopic and the macroscopic. We implement…
This work explores the manner in which classical phase space distribution functions converge to the microcanonical distribution. We first prove a theorem about the lack of convergence, then define a generalization of the coarse-graining…