Related papers: Higher order Jacobi method for solving system of l…
In this paper, we present a novel algorithm for the maximum a posteriori decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the worst-case running time of the classical Viterbi algorithm by a logarithmic factor. In…
Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…
Inverse problems are important mathematical problems that seek to recover model parameters from noisy data. Since inverse problems are often ill-posed, they require regularization or incorporation of prior information about the underlying…
We extend the nonlocal operator method to higher order scheme by using a higher order Taylor series expansion of the unknown field. Such a higher order scheme improves the original nonlocal operator method proposed by the authors in [A…
In appropriate frameworks, automatic differentiation is transparent to the user at the cost of being a significant computational burden when the number of operations is large. For iterative algorithms, implicit differentiation alleviates…
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…
High-energy physics is facing increasingly computational challenges in real-time event reconstruction for the near-future high-luminosity era. Using the LHCb vertex detector as a use-case, we explore a new algorithm for particle track…
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…
It is well known that finding a global optimum is extremely challenging for nonconvex optimization. There are some recent efforts \cite{anandkumar2016efficient, cartis2018second, cartis2020sharp, chen2019high} regarding the optimization…
Two families of certain nonsymmetric generalized Jacobi polynomials with negative integer indexes are used for solving third- and fifth-order two point boundary value problems subject to homogeneous and nonhomogeneous boundary conditions…
We describe two main classes of one-sided trigonometric and hyperbolic Jacobi-type algorithms for computing eigenvalues and eigenvectors of Hermitian matrices. These types of algorithms exhibit significant advantages over many other…
The motivation of this work is to illustrate the efficiency of some often overlooked alternatives to deal with optimization problems in systems and control. In particular, we will consider a problem for which an iterative linear matrix…
In this paper, a proximal augmented Lagrangian homotopy (PAL-Hom) method for solving convex quadratic programming problems is proposed. This method takes the proximal augmented Lagrangian method as the outer iteration. To solve the proximal…
We study the efficiency of algorithms simulating a system evolving with Hamiltonian $H=\sum_{j=1}^m H_j$. We consider high order splitting methods that play a key role in quantum Hamiltonian simulation. We obtain upper bounds on the number…
We present a quantum algorithm to achieve higher-order transformations of Hamiltonian dynamics. Namely, the algorithm takes as input a finite number of queries to a black-box seed Hamiltonian dynamics to simulate a desired Hamiltonian. Our…
Recently, some hypergraph-based methods have been proposed to deal with the problem of model fitting in computer vision, mainly due to the superior capability of hypergraph to represent the complex relationship between data points. However,…
James' effective Hamiltonian method has been extensively adopted to investigate largely detuned interacting quantum systems. This method is just corresponding to the second-order perturbation theory, and cannot be exploited to treat the…
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…
The Jacobian matrix is the core part of power flow analysis, which is the basis for power system planning and operations. This paper estimates the Jacobian matrix in high dimensional space. Firstly, theoretical analysis and model-based…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…