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Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

A new approach which generalizes the Selective Modal Analyis (SMA) and algorithms based upon it for solving the generalized eigenvalue problem is described. This approach allows for the systematic consideration of physical properties of the…

Rings and Algebras · Mathematics 2007-05-23 Julian Barquin

In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

Statistics Theory · Mathematics 2022-04-01 Fangzheng Xie , Dingbo Wu

Boson Sampling has emerged as a tool to explore the advantages of quantum over classical computers as it does not require a universal control over the quantum system, which favours current photonic experimental platforms.Here, we introduce…

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…

Information Theory · Computer Science 2022-01-13 Xiao Lv , Wei Cui , Yulong Liu

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

Block-sparse regularization is already well-known in active thermal imaging and is used for multiple measurement based inverse problems. The main bottleneck of this method is the choice of regularization parameters which differs for each…

Computer Vision and Pattern Recognition · Computer Science 2024-10-30 Samim Ahmadi , Jan Christian Hauffen , Linh Kästner , Peter Jung , Giuseppe Caire , Mathias Ziegler

This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal…

Information Theory · Computer Science 2012-10-17 Jun Fang , Yanning Shen , Hongbin Li

Quantum algorithms for diverse problems, including search and optimization problems, require the implementation of a reflection operator over a target state. Commonly, such reflections are approximately implemented using phase estimation.…

Quantum Physics · Physics 2018-03-08 Anirban Narayan Chowdhury , Yigit Subasi , Rolando D. Somma

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

From characterizing the speed of a thermal system's response to computing natural modes of vibration, eigenvalue analysis is ubiquitous in engineering. In spite of this, eigenvalue problems have received relatively little treatment compared…

Numerical Analysis · Mathematics 2025-06-06 Conor Rowan , John Evans , Kurt Maute , Alireza Doostan

We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-step as a weighted sum of two contributions - the process…

Numerical Analysis · Mathematics 2015-05-13 Arvind K. Saibaba , Eric Miller , Peter K. Kitanidis

We investigate fully self-consistent multiscale quantum-classical algorithms on current generation superconducting quantum computers, in a unified approach to tackle the correlated electronic structure of large systems in both quantum…

Partial differential equations (PDEs) with multiple scales or those defined over sufficiently large domains arise in various areas of science and engineering and often present problems when approximating the solutions numerically. Machine…

Numerical Analysis · Mathematics 2024-05-27 Eddel Elí Ojeda Avilés , Daniel Olmos-Liceaga , Jae-Hun Jung

We try to find an optimal quantum measurement for generalized quantum state discrimination problems, which include the problem of finding an optimal measurement maximizing the average correct probability with and without a fixed rate of…

Quantum Physics · Physics 2018-01-12 Kenji Nakahira , Tsuyoshi Sasaki Usuda , Kentaro Kato

We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…

Optimization and Control · Mathematics 2018-07-10 Matt Menickelly , Stefan M. Wild

Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…

Quantum Physics · Physics 2025-07-10 Alexandra Ramôa , Raffaele Santagati , Nathan Wiebe

We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Parth Thaker , Gautam Dasarathy , Angelia Nedić