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The Koopman operator, as a linear representation of a nonlinear dynamical system, has been attracting attention in many fields of science. Recently, Koopman operator theory has been combined with another concept that is popular in data…

Machine Learning · Computer Science 2026-02-05 Septimus Boshoff , Sebastian Peitz , Stefan Klus

We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…

Data Structures and Algorithms · Computer Science 2021-06-21 Arturs Backurs , Piotr Indyk , Cameron Musco , Tal Wagner

The Fast Fourier Transform (FFT) is the most efficiently known way to compute the Discrete Fourier Transform (DFT) of an arbitrary n-length signal, and has a computational complexity of O(n log n). If the DFT X of the signal x has only k…

Information Theory · Computer Science 2015-01-05 Sameer Pawar , Kannan Ramchandran

We consider the well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

Computationally efficient numerical methods for high-order approximations of convolution integrals involving weakly singular kernels find many practical applications including those in the development of fast quadrature methods for…

Numerical Analysis · Mathematics 2018-10-10 Akash Anand , Awanish Kumar Tiwari

Bayesian coresets approximate a posterior distribution by building a small weighted subset of the data points. Any inference procedure that is too computationally expensive to be run on the full posterior can instead be run inexpensively on…

Machine Learning · Statistics 2023-01-18 Cian Naik , Judith Rousseau , Trevor Campbell

Numeric modeling of electromagnetics and acoustics frequently entails matrix-vector multiplication with block Toeplitz structure. When the corresponding block Toeplitz matrix is not highly sparse, e.g. when considering the electromagnetic…

Numerical Analysis · Mathematics 2024-06-27 Alexandre Siron , Sean Molesky

To obtain the initial pressure from the collected data on a planar sensor arrangement in photoacoustic tomography, there exists an exact analytic frequency domain reconstruction formula. An efficient realization of this formula needs to…

Fast linear transforms are ubiquitous in machine learning, including the discrete Fourier transform, discrete cosine transform, and other structured transformations such as convolutions. All of these transforms can be represented by dense…

Machine Learning · Computer Science 2021-01-01 Tri Dao , Albert Gu , Matthew Eichhorn , Atri Rudra , Christopher Ré

This paper introduces FourNet, a novel single-layer feed-forward neural network (FFNN) method designed to approximate transition densities for which closed-form expressions of their Fourier transforms, i.e. characteristic functions, are…

Computational Finance · Quantitative Finance 2024-10-01 Rong Du , Duy-Minh Dang

Fast scanning probe microscopy enabled via machine learning allows for a broad range of nanoscale, temporally resolved physics to be uncovered. However, such examples for functional imaging are few in number. Here, using piezoresponse force…

The plane wave method is most widely used for solving the Kohn-Sham equations in first-principles materials science computations. In this procedure, the three-dimensional (3-dim) trial wave functions' fast Fourier transform (FFT) is a…

Computational Physics · Physics 2018-01-17 Xingyu Gao , Zeyao Mo , Jun Fang , Han Wang

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and…

Machine Learning · Computer Science 2024-03-20 Shikai Fang , Madison Cooley , Da Long , Shibo Li , Robert Kirby , Shandian Zhe

The non-equidistant fast Fourier transform (NFFT) is an extension of the famous fast Fourier transform (FFT), which can be applied to non-equidistantly sampled data in time/space or frequency domain. It is an approximative algorithm that…

Mathematical Software · Computer Science 2023-01-31 Tobias Knopp , Marija Boberg , Mirco Grosser

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner

This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of…

Machine Learning · Computer Science 2018-11-07 Gilad Lerman , Tyler Maunu

We present a fast algorithm for the subset convolution problem: given functions f and g defined on the lattice of subsets of an n-element set N, compute their subset convolution f*g, defined for all S\subseteq N by (f * g)(S) = \sum_{T…

Data Structures and Algorithms · Computer Science 2016-08-16 Andreas Björklund , Thore Husfeldt , Petteri Kaski , Mikko Koivisto

We introduce an accurate and efficient method for a class of nonlocal potential evaluations with free boundary condition, including the 3D/2D Coulomb, 2D Poisson and 3D dipolar potentials. Our method is based on a Gaussian-sum approximation…

Computational Physics · Physics 2016-12-09 Lukas Exl , Norbert J. Mauser , Yong Zhang

The Fast Fourier Transform (FFT) over a finite field $\mathbb{F}_q$ computes evaluations of a given polynomial of degree less than $n$ at a specifically chosen set of $n$ distinct evaluation points in $\mathbb{F}_q$. If $q$ or $q-1$ is a…

Computational Complexity · Computer Science 2023-10-24 Songsong Li , Chaoping Xing