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Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Computation · Statistics 2019-05-03 Khue-Dung Dang , Matias Quiroz , Robert Kohn , Minh-Ngoc Tran , Mattias Villani

Krylov subspace methods are among the most extensively studied early fault-tolerant quantum algorithms for estimating ground-state energies of quantum systems. However, the rapid onset of ill-conditioning might make accurate energies…

Quantum Physics · Physics 2026-04-14 Maria Gabriela Jordão Oliveira , Karl Michael Ziems , Nina Glaser

Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…

Optimization and Control · Mathematics 2024-10-10 Linxi Yang , Liping Tang , Jiahao Lv , Yuehong He , Xinmin Yang

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

This paper presents a novel efficient method for gridless line spectrum estimation problem with single snapshot, namely the gradient descent least squares (GDLS) method. Conventional single snapshot (a.k.a. single measure vector or SMV)…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Ruizhe Shi , Zhe Zhang , Xiaolan Qiu , Chibiao Ding

We consider the problem of simultaneously learning to linearly combine a very large number of kernels and learn a good predictor based on the learnt kernel. When the number of kernels $d$ to be combined is very large, multiple kernel…

Machine Learning · Computer Science 2015-03-20 Arash Afkanpour , András György , Csaba Szepesvári , Michael Bowling

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

Graph-Laplacians and their spectral embeddings play an important role in multiple areas of machine learning. This paper is focused on graph-Laplacian dimension reduction for the spectral clustering of data as a primary application. Spectral…

Machine Learning · Computer Science 2021-09-08 Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

Geophysics · Physics 2022-08-10 Matteo Ravasi , Tamil Selvan , Nick Luiken

Excited state properties play a pivotal role in various chemical and physical phenomena, such as charge separation and light emission. However, the primary focus of most existing quantum algorithms has been the ground state, as seen in…

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

Randomized Krylov subspace methods that employ the sketch-and-solve paradigm to substantially reduce orthogonalization cost have recently shown great promise in speeding up computations for many core linear algebra tasks (e.g., solving…

Numerical Analysis · Mathematics 2026-03-13 Emil Krieger , Marcel Schweitzer

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

Computation · Statistics 2024-06-24 Vishwak Srinivasan , Andre Wibisono , Ashia Wilson

LSQR, a Lanczos bidiagonalization based Krylov subspace iterative method, and its mathematically equivalent CGLS applied to normal equations system, are commonly used for large-scale discrete ill-posed problems. It is well known that LSQR…

Numerical Analysis · Mathematics 2019-09-24 Yi Huang , Zhongxiao Jia

Despite the successful enhancement to the Harrow-Hassidim-Lloyd algorithm by Childs et al., who introduced the Fourier approach leveraging linear combinations of unitary operators, our research has identified non-trivial redundancies within…

Quantum Physics · Physics 2024-05-13 Rui-Bin Xu , Zhu-Jun Zheng , Zheng Zheng

Work presented in this paper describes a general algorithm and its finite element implementation for performing concurrent multiple sub-domain simulations in linear structural dynamics. Using this approach one can solve problems in which…

Numerical Analysis · Mathematics 2013-12-25 Tejas Ruparel , Azim Eskandarian , James Lee

The curse of dimensionality presents a pervasive challenge in optimization problems, with exponential expansion of the search space rapidly causing traditional algorithms to become inefficient or infeasible. An adaptive sampling strategy is…

Numerical Analysis · Mathematics 2025-11-18 Julian Soltes

Sparse matrices have recently played a significant and impactful role in scientific computing, including artificial intelligence-related fields. According to historical studies on sparse matrix--vector multiplication (SpMV), Krylov subspace…

Numerical Analysis · Mathematics 2024-12-24 Tomonori Kouya