Related papers: Theoretical error estimates for computing the matr…
Fractional operators (derivatives/integrals) are defined via the integration of the functions. When the function is produced by a spanning set of fractional power functions, traditional quadrature rules often need to be revised, failing to…
We find two series expansions for Legendre's second incomplete elliptic integral $E(\lambda, k)$ in terms of recursively computed elementary functions. Both expansions converge at every point of the unit square in the $(\lambda, k)$ plane.…
We introduce a sparse classical representation, a truncation strategy and a shot-efficient sampling method to push the classical prediction of quantum error correction thresholds beyond Clifford operations and Pauli errors. As two…
Recently, Trefethen (SIAM Review 50 (2008), 67--87) and Xiang and Bornemann (SIAM J. Numer. Anal. 50 (2012), 2581--2587) investigated error bounds for n-point Gauss and Clenshaw-Curtis quadrature for the Legendre weight with integrands…
Optimal error estimates of stable and stabilized Lagrange-Galerkin (LG) schemes for natural convection problems are proved under a mild condition on time increment and mesh size. The schemes maintain the common advantages of the LG method,…
In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric…
The matrix logarithm, when applied to Hermitian positive definite matrices, is concave with respect to the positive semidefinite order. This operator concavity property leads to numerous concavity and convexity results for other matrix…
Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…
Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…
A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…
We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…
This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…
The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…
We propose a novel quantum algorithm for solving linear autonomous ordinary differential equations (ODEs) using the Pad\'e approximation. For linear autonomous ODEs, the discretized solution can be represented by a product of matrix…
The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…
Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…
Quantum simulations of Lattice Gauge Theories (LGTs) are often formulated on an enlarged Hilbert space containing both physical and unphysical sectors in order to retain a local Hamiltonian. We provide simple fault-tolerant procedures that…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…
An error analysis of Runge-Kutta convolution quadrature based on Gauss methods applied to hyperbolic operators is given. The order of convergence relies heavily on the parity of the number of stages, a more favourable situation arising for…