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Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…
Some data analysis problems require the computation of (regularised) inverse traces, i.e. quantities of the form $\Tr (q \bI + \bL)^{-1}$. For large matrices, direct methods are unfeasible and one must resort to approximations, for example…
In this work, we consider the problem of multi-pitch estimation, i.e., identifying super-imposed truncated harmonic series from noisy measurements. We phrase this as recovering a harmonically-structured measure on the unit circle, where the…
In lattice QCD the calculation of disconnected quark loops from the trace of the inverse quark matrix has large noise variance. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials on a…
We consider an evolution operator for a discrete Langevin equation with a strongly hyperbolic classical dynamics and Gaussian noise. Using an integral representation of the evolution operator we investigate the high order corrections to the…
We present an encoding technique that reduces the effects of noise on quantum spin systems whose operation is driven by Hamiltonian evolution. This technique is widely applicable, being most relevant to the scenarios where there are…
Stochastic noise estimator method is a powerful tool to calculate the disconnected insertion involving quark loops. We study the variance reduction technique with unbiased subtraction. We use the complex $Z_2$ noise to calculate the quark…
We present a method for subtracting point sources from interferometric radio images via forward modeling of the instrument response and involving an algebraic nonlinear minimization. The method is applied to simulated maps of the Murchison…
We present a new method for reducing the stochastic noise of all-to-all propagators based on stopping the inversion of the propagator before convergence. The method is easy to implement, unbiased and independent of the quark action.…
Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…
In this paper, we develop a novel regularization method for deep neural networks by penalizing the trace of Hessian. This regularizer is motivated by a recent guarantee bound of the generalization error. We explain its benefits in finding…
Ultrasound images formed by delay-and-sum beamforming are plagued by artifacts that only clear up after compounding many transmissions. Some prior works pose imaging as an inverse problem. This approach can yield high image quality with few…
We propose some new mixed finite element methods for the time dependent stochastic Stokes equations with multiplicative noise, which use the Helmholtz decomposition of the driving multiplicative noise. It is known [16] that the pressure…
In this paper, we propose a new way to obtain optimal convergence rates for smooth stochastic (strong) convex optimization tasks. Our approach is based on results for optimization tasks where gradients have nonrandom noise. In contrast to…
Atmospheric lidar observations provide a unique capability to directly observe the vertical column of cloud and aerosol scattering properties. Detector and solar background noise, however, hinder the ability of lidar systems to provide…
We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…
The scalability of continuous normalizing flows (CNFs) for unbiased Boltzmann sampling remains limited in high-dimensional systems due to the cost of Jacobian-determinant evaluation, which requires $D$ backpropagation passes through the…
This paper develops negative curvature methods for continuous nonlinear unconstrained optimization in stochastic settings, in which function, gradient, and Hessian information is available only through probabilistic oracles, i.e., oracles…
We propose improved estimators to compute the reweighting factors which are needed for lattice QCD calculations that rely on twisted-mass reweighting for the light quark contribution and the Rational Hybrid Monte Carlo (RHMC) algorithm for…
Glitches are transitory noise artifacts that degrade the detection sensitivity and accuracy of interferometric observatories such as LIGO and Virgo in gravitational wave astronomy. Reliable glitch subtraction techniques are essential for…