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The Kernel Polynomial Method (KPM) is a well-established scheme in quantum physics and quantum chemistry to determine the eigenvalue density and spectral properties of large sparse matrices. In this work we demonstrate the high optimization…

Computational Engineering, Finance, and Science · Computer Science 2015-07-30 Moritz Kreutzer , Georg Hager , Gerhard Wellein , Andreas Pieper , Andreas Alvermann , Holger Fehske

We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanczos quadrature, two widely used methods for these tasks. Our…

Numerical Analysis · Mathematics 2024-12-13 Tyler Chen , Thomas Trogdon , Shashanka Ubaru

The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…

Numerical Analysis · Mathematics 2017-06-22 Yuanzhe Xi , Ruipeng Li , Yousef Saad

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Machine Learning · Statistics 2026-04-21 Othmane Aboussaad , Adam Miraoui , Boumediene Hamzi , Houman Owhadi

The Kernel Polynomial Method (KPM) is one of the fast diagonalization methods used for simulations of quantum systems in research fields of condensed matter physics and chemistry. The algorithm has a difficulty to be parallelized on a…

Computational Physics · Physics 2011-05-30 Shixun Zhang , Shinichi Yamagiwa , Masahiko Okumura , Seiji Yunoki

As a promising step, the performance of data analysis and feature learning are able to be improved if certain pattern matching mechanism is available. One of the feasible solutions can refer to the importance estimation of instances, and…

Machine Learning · Computer Science 2020-11-17 Miao Cheng , Xinge You

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…

Numerical Analysis · Mathematics 2023-11-17 Keerthi Gaddameedi , Severin Reiz , Tobias Neckel , Hans-Joachim Bungartz

The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Machine Learning · Statistics 2020-06-15 Yohan Jung , Kyungwoo Song , Jinkyoo Park

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…

Numerical Analysis · Mathematics 2026-01-30 Tamás Dózsa , Andrea Angino , Zoltán Szabó , József Bokor , Matthias Voigt

The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for…

Machine Learning · Statistics 2010-08-13 Nicole Kraemer , Masashi Sugiyama , Mikio Braun

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2021-08-04 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

In this abstract paper, we introduce a new kernel learning method by a nonparametric density estimator. The estimator consists of a group of k-centroids clusterings. Each clustering randomly selects data points with randomly selected…

Machine Learning · Computer Science 2017-08-02 Xiao-Lei Zhang

The K-means algorithm is among the most commonly used data clustering methods. However, the regular K-means can only be applied in the input space and it is applicable when clusters are linearly separable. The kernel K-means, which extends…

Machine Learning · Computer Science 2020-12-08 Amir Aradnia , Maryam Amir Haeri , Mohammad Mehdi Ebadzadeh

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

Kernel density estimation is a well known method involving a smoothing parameter (the bandwidth) that needs to be tuned by the user. Although this method has been widely used the bandwidth selection remains a challenging issue in terms of…

Statistics Theory · Mathematics 2019-02-05 Suzanne Varet , Claire Lacour , Pascal Massart , Vincent Rivoirard

The kernel polynomial method allows to sample overall spectral properties of a quantum system, while sparse diagonalization provides accurate information about a few important states. We present a method combining these two approaches…

Efficient and stable algorithms for the calculation of spectral quantities and correlation functions are some of the key tools in computational condensed matter physics. In this article we review basic properties and recent developments of…

Other Condensed Matter · Physics 2007-05-23 Alexander Weisse , Gerhard Wellein , Andreas Alvermann , Holger Fehske
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