Related papers: A Quasi-Monte Carlo Data Structure for Smooth Kern…

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…

Low-discrepancy points (also called Quasi-Monte Carlo points) are deterministically and cleverly chosen point sets in the unit cube, which provide an approximation of the uniform distribution. We explore two methods based on such…

This work introduces a kernel-independent, multilevel, adaptive algorithm for efficiently evaluating a discrete convolution kernel with a given source distribution. The method is based on linear algebraic tools such as low rank…

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

In this paper, we present a generic methodology for the efficient numerical approximation of the density function of the McKean-Vlasov SDEs. The weak error analysis for the projected process motivates us to combine the iterative Multilevel…

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

This paper studies the optimality of kernel methods in high-dimensional data clustering. Recent works have studied the large sample performance of kernel clustering in the high-dimensional regime, where Euclidean distance becomes less…

Nowhere dense classes of graphs are very general classes of uniformly sparse graphs with several seemingly unrelated characterisations. From an algorithmic perspective, a characterisation of these classes in terms of uniform quasi-wideness,…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Vector Quantization (VQ) is a widely used technique in machine learning and data compression, valued for its simplicity and interpretability. Among hard VQ methods, $k$-medoids clustering and Kernel Density Estimation (KDE) approaches…

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions…

Novel implementations based on dense tensor storage are presented for the singlet-reference perfect quadruples (PQ) [Parkhill, Lawler, and Head-Gordon, J. Chem. Phys. 130, 084101 (2009)] and perfect hextuples (PH) [Parkhill and Head-Gordon,…

We propose a method to efficiently construct data-dependent kernels which can make use of large quantities of (unlabeled) data. Our construction makes an approximation in the standard construction of semi-supervised kernels in Sindhwani et…

Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…

This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration…

In this paper, we propose a method for density-based clustering in high-dimensional spaces that combines Locality-Sensitive Hashing (LSH) with the Quick Shift algorithm. The Quick Shift algorithm, known for its hierarchical clustering…

This paper revisits the problem of computing empirical cumulative distribution functions (ECDF) efficiently on large, multivariate datasets. Computing an ECDF at one evaluation point requires $\mathcal{O}(N)$ operations on a dataset…

We propose a novel method for density estimation that leverages an estimated score function to debias kernel density estimation (SD-KDE). In our approach, each data point is adjusted by taking a single step along the score function with a…