Related papers: A greedy MOR method for the tracking of eigensolut…
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical…
This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…
We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…
It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with…
When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…
A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure…
With the hardware support for half-precision arithmetic on NVIDIA V100 GPUs, high-performance computing applications can benefit from lower precision at appropriate spots to speed up the overall execution time. In this paper, we investigate…
Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…
Sparse coding techniques for image processing traditionally rely on a processing of small overlapping patches separately followed by averaging. This has the disadvantage that the reconstructed image no longer obeys the sparsity prior used…
We recently introduced a scale of kernel-based greedy schemes for approximating the solutions of elliptic boundary value problems. The procedure is based on a generalized interpolation framework in reproducing kernel Hilbert spaces and was…
We consider the solution of elliptic problems on the tensor product of two physical domains as e.g. present in the approximation of the solution covariance of elliptic partial differential equations with random input. Previous sparse…
Sparse grids based on Lagrange polynomials have become one of the staple methods for approximating functions that are high-dimensional and expensive to evaluate, in the context e.g. of PDE-based parametric design exploration. They are…
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…
The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…
We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our approach treats the numerical solution as a…
We discuss a method for sparse signal approximation, which is based on the correlation of the target signal with a pseudo-random signal, and uses a modification of the greedy matching pursuit algorithm. We show that this approach provides…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…
Presented in this paper is a new sparse linear solver methodology motivated by multigrid principles and based around general local transformations that diagonalize a matrix while maintaining its sparsity. These transformations are…
Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…