Related papers: Gapped-filtering for efficient Chebyshev expansion…
Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods are not able to treat it well. We propose to use power moments…
Calculating the spectral function of two dimensional systems is arguably one of the most pressing challenges in modern computational condensed matter physics. While efficient techniques are available in lower dimensions, two dimensional…
A grid-based real-space implementation of the Projector Augmented Wave (PAW) method of P. E. Blochl [Phys. Rev. B 50, 17953 (1994)] for Density Functional Theory (DFT) calculations is presented. The use of uniform 3D real-space grids for…
This article considers the application of particle filtering to continuous-discrete optimal filtering problems, where the system model is a stochastic differential equation, and noisy measurements of the system are obtained at discrete…
We review the well-known matched filter method for the detection of point sources in astronomical images. This is shown to be optimal (that is, to saturate the Cramer--Rao bound) under stated conditions that are very strong: an isolated…
In present study, we discuss results of applicability of discrete filters for large eddy simulation (LES) method of forced compressible magnetohydrodynamic (MHD) turbulent flows with the scale-similarity model. Influences and effects of…
Many physical systems evolve on matrix Lie groups and mixture filtering designed for such manifolds represent an inevitable tool for challenging estimation problems. However, mixture filtering faces the issue of a constantly growing number…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
This work presents a new algorithm for matrix power series which is near-sparse, that is, there are a large number of near-zero elements in it. The proposed algorithm uses a filtering technique to improve the sparsity of the matrices…
Solving the Kohn-Sham eigenvalue problem constitutes the most computationally expensive part in self-consistent density functional theory (DFT) calculations. In a previous paper, we have proposed a nonlinear Chebyshev-filtered subspace…
Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…
We present an implementation of Pagh's compressed matrix multiplication algorithm, a randomized algorithm that constructs sketches of matrices to compute an unbiased estimate of their product. By leveraging fast polynomial multiplication…
We consider a Hidden Markov Model (HMM) where the integrated continuous-time Markov chain can be observed at discrete time points perturbed by a Brownian motion. The aim is to derive a filter for the underlying continuous-time Markov chain.…
This work proposes a method to identify and isolate the physical mechanisms that are responsible for linear energy amplification in fluid flows. This is achieved by applying a sparsity-promoting methodology to the resolvent form of the…
We report a linear-scaling random Green's function (rGF) method for large-scale electronic structure calculation. In this method, the rGF is defined on a set of random states to stochastically express the density matrix, and rGF is…
In this paper, using generalized k-fractional integral operator (in terms of the Gauss hypergeometric function), we establish new results on generalized k-fractional integral inequalities by considering the extended Chebyshev functional in…
In this paper, we propose a progressive Bayesian procedure, where the measurement information is continuously included into the given prior estimate (although we perform observations at discrete time steps). The key idea is to derive a…
The Chebyshev expansion offers a numerically efficient and easy-implement algorithm for evaluating dynamic correlation functions using matrix product states (MPS). In this approach, each recursively generated Chebyshev vector is…
The recursive polynomial expansion for construction of a density matrix approximation with rigorous error control [J. Chem. Phys. 128, 074106 (2008)] is implemented in the quantum chemistry program Ergo [SoftwareX 7, 107 (2018)] using the…
We introduce a numerical method for computing spectral densities, and apply it to the evaluation of the local density of states (LDOS) of sparse Hamiltonians derived from tight-binding models. The approach, which we call the high-order…