Related papers: Mirror subspace diagonalization: A quantum Krylov …
The Lanczos method with implicit restarting is one of the most popular methods for finding a few exterior eigenpairs of a large symmetric matrix $A$. Usually based on polynomial filtering, restarting is crucial to limit memory and the cost…
Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…
Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…
This paper is devoted to studying the application of the block Krylov subspace method for approximation of the truncated tensor SVD (T-SVD). The theoretical results of the proposed randomized approach are presented. Several experimental…
Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…
We propose a new policy gradient method, named homotopic policy mirror descent (HPMD), for solving discounted, infinite horizon MDPs with finite state and action spaces. HPMD performs a mirror descent type policy update with an additional…
It is well known that the block Krylov subspace solvers work efficiently for some cases of the solution of differential equations with multiple right-hand sides. In lattice QCD calculation of physical quantities on a given configuration…
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…
Electromigration (EM) induced stress evolution is a major reliability challenge in nanometer-scale VLSI interconnects. Accurate EM analysis requires solving stress-governing partial differential equations over large interconnect trees,…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
We provide improved upper and lower bounds for the Min-Sum-Radii (MSR) and Min-Sum-Diameters (MSD) clustering problems with a bounded number of clusters $k$. In particular, we propose an exact MSD algorithm with running-time $n^{O(k)}$. We…
In frequency division duplex (FDD) massive MIMO systems, reliable downlink channel estimation is essential for the subsequent data transmission but is realized at the cost of massive pilot overhead due to hundreds of antennas at base…
When conducting Bayesian inference, delayed acceptance (DA) Metropolis-Hastings (MH) algorithms and DA pseudo-marginal MH algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased estimate…
We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
When treating Markov decision processes (MDPs) with large state spaces, using explicit representations quickly becomes unfeasible. Lately, Wimmer et al. have proposed a so-called symblicit algorithm for the synthesis of optimal strategies…
Similarity matching and join of time series data streams has gained a lot of relevance in today's world that has large streaming data. This process finds wide scale application in the areas of location tracking, sensor networks, object…
This thesis investigates sampling-based quantum algorithms for electronic ground state energy estimation, focusing on Quantum-Selected Configuration Interaction (QSCI) and Sample-Based Quantum Diagonalization (SQD) as near-term alternatives…
The most advanced techniques using fault-tolerant quantum computers to estimate the ground-state energy of a chemical Hamiltonian involve compression of the Coulomb operator through tensor factorizations, enabling efficient block-encodings…
We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…