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In high-dimensional settings, Bayesian optimization (BO) can be expensive and infeasible. The random embedding Bayesian optimization algorithm is commonly used to address high-dimensional BO challenges. However, this method relies on the…

Machine Learning · Computer Science 2024-08-12 Jiaming Lu , Rong J. B. Zhu

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng

Elongated anisotropic Gaussian filters are used for the orientation estimation of fibers. In cases where computed tomography images are noisy, roughly resolved, and of low contrast, they are the method of choice even if being efficient only…

Image and Video Processing · Electrical Eng. & Systems 2024-10-28 Alex Keilmann , Michael Godehardt , Ali Moghiseh , Claudia Redenbach , Katja Schladitz

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

The automatic projection filter is a recently developed numerical method for projection filtering that leverages sparse-grid integration and automatic differentiation. However, its accuracy is highly sensitive to the accuracy of the…

Optimization and Control · Mathematics 2023-09-22 Muhammad F. Emzir , Zheng Zhao , Lahouari Cheded , Simo Särkkä

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

We assess the feasibility of probing dark energy with strong gravitational lensing systems. The capability of the method, which depends on the accuracy with which the lensing systems are modeled, is quantitatively investigated using the…

Astrophysics · Physics 2009-11-07 Kazuhiro Yamamoto , Yasufum Kadoya , Tsukasa Murata , Toshifumi Futamase

This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the…

Optimization and Control · Mathematics 2020-02-11 Jelena Diakonikolas , Lorenzo Orecchia

Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…

Statistics Theory · Mathematics 2016-07-12 John-Olof Nilsson

Mixture-model particle filters such as the ensemble Gaussian mixture filter require a resampling procedure in order to converge to exact Bayesian inference. Canonically, stochastic resampling is performed, which provides useful samples with…

Computation · Statistics 2025-01-30 Andrey A Popov , Renato Zanetti

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

Methodology · Statistics 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

We show that recursively generated Chebyshev expansions offer numerically efficient representations for calculating zero-temperature spectral functions of one-dimensional lattice models using matrix product state (MPS) methods. The main…

Strongly Correlated Electrons · Physics 2011-05-19 Andreas Holzner , Andreas Weichselbaum , Ian P. McCulloch , Ulrich Schollwöck , Jan von Delft

A procedure based on a Mixture Density Model for correcting experimental data for distortions due to finite resolution and limited detector acceptance is presented. Addressing the case that the solution is known to be non-negative, in the…

Data Analysis, Statistics and Probability · Physics 2015-03-09 Nikolai Gagunashvili

This paper develops a general trajectory probability hypothesis density (TPHD) filter, which uses a general density for target-generated measurements and is able to estimate trajectories of coexisting point and extended targets. First, we…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Shaoxiu Wei , Ángel F. García-Fernández , Wei Yi

In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity…

Information Theory · Computer Science 2018-11-27 Mohamad Dia , Vahid Aref , Laurent Schmalen

Calculations of ground-state and excited-state properties of materials have been one of the major goals of condensed matter physics. Ground-state properties of solids have been extensively investigated for several decades within the…

Strongly Correlated Electrons · Physics 2009-10-30 F. Aryasetiawan , O. Gunnarsson

We implement the GW space-time method at finite temperatures, in which the Green's function G and the screened Coulomb interaction W are represented in the real space on a suitable mesh and in imaginary time in terms of Chebyshev…

Materials Science · Physics 2025-11-11 Sam Azadi , Arkadiy Davydov , Evgeny Kozik

Exchange hole is the principle constituent in density functional theory, which can be used to accurately design exchange energy functional and range separated hybrid functionals coupled with some appropriate correlation. Recently, density…

Materials Science · Physics 2017-09-14 Bikash Patra , Subrata Jana , Prasanjit Samal

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos