Related papers: Improved Spectral Density Estimation via Explicit …
Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…
This work, for the first time, introduces two constant factor approximation algorithms with linear query complexity for non-monotone submodular maximization over a ground set of size $n$ subject to a knapsack constraint, $\mathsf{DLA}$ and…
We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…
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…
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…
An inverse problem in spectroscopy is considered. The objective is to restore the discrete spectrum from observed spectrum data, taking into account the spectrometer's line spread function. The problem is reduced to solution of a system of…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements $f(H)_{ij}$ decay rapidly…
Efficient matrix trace estimation is essential for scalable computation of log-determinants, matrix norms, and distributional divergences. In many large-scale applications, the matrices involved are too large to store or access in full,…
We consider a problem in eigenvalue optimization, in particular finding a local minimizer of the spectral abscissa - the value of a parameter that results in the smallest value of the largest real part of the spectrum of a matrix system.…
The performance of electron energy-loss spectrometers can often be limited by their electron-optical aberrations. Due to recent developments in high energy-resolution and momentum-resolved electron energy loss spectroscopy (EELS), there is…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
For regularized optimization that minimizes the sum of a smooth term and a regularizer that promotes structured solutions, inexact proximal-Newton-type methods, or successive quadratic approximation (SQA) methods, are widely used for their…
Accurate detection of signal components is a frequently-encountered challenge in statistical applications with low signal-to-noise ratio. This problem is particularly challenging in settings with heteroscedastic noise. In certain…
The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…
Dense self-supervised learning (SSL) methods showed its effectiveness in enhancing the fine-grained semantic understandings of vision models. However, existing approaches often rely on parametric assumptions or complex post-processing…
Sigma-Delta modulation is a popular method for analog-to-digital conversion of bandlimited signals that employs coarse quantization coupled with oversampling. The standard mathematical model for the error analysis of the method measures the…
We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables $\{X_k\}$ of unit variance, and for symmetric Markov matrices…
We present SQDFT: a large-scale parallel implementation of the Spectral Quadrature (SQ) method for $\mathcal{O}(N)$ Kohn-Sham Density Functional Theory (DFT) calculations at high temperature. Specifically, we develop an efficient and…
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…