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Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…
A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…
Density matrix perturbation theory based on recursive Fermi-operator expansions provides a computationally efficient framework for time-independent response calculations in quantum chemistry and materials science. From a perturbation in the…
A general asymptotic framework is developed for studying consis- tency properties of principal component analysis (PCA). Our frame- work includes several previously studied domains of asymptotics as special cases and allows one to…
Transformer architectures have achieved remarkable success across language, vision, and multimodal tasks, and there is growing demand for them to address in-context compositional learning tasks. In these tasks, models solve the target…
We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…
The perturbation theory based on typicality introduced in Ref. [1] and further refined in Refs. [2, 3] provides a powerful tool since it is intended to be applicable to a wide range of scenarios while relying only on a few parameters. Even…
Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…
We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of…
In this paper, we present a unified framework for decision making under uncertainty. Our framework is based on the composite of two risk measures, where the inner risk measure accounts for the risk of decision given the exact distribution…
Topological stabilizer codes, such as the toric and surface codes, are leading candidates for fault-tolerant quantum computation. While their decodability under stochastic noise has been extensively studied, the effects of coherent errors,…
Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…
The stochastic block model (SBM) is a popular tool for community detection in networks, but fitting it by maximum likelihood (MLE) involves a computationally infeasible optimization problem. We propose a new semidefinite programming (SDP)…
We study the evolution of angular variable (phase) for general (not necessarily Hamiltonian) perturbations of Hamiltonian systems with one degree of freedom near separatrices of the unperturbed system. To this end, we use averaged system of…
A central problem in data science is to use potentially noisy samples of an unknown function to predict values for unseen inputs. In classical statistics, predictive error is understood as a trade-off between the bias and the variance that…
We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…
Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…
Boundary equilibria bifurcation (BEB) arises in piecewise-smooth systems when an equilibrium collides with a discontinuity set under parameter variation. Singularly perturbed BEB refers to a bifurcation arising in singular perturbation…
Performing an additive decomposition of arbitrary functions of random elements is paramount for global sensitivity analysis and, therefore, the interpretation of black-box models. The well-known seminal work of Hoeffding characterized the…
Many real-world decision problems require solving, again and again, combinatorial optimization instances drawn from a common distribution. A recent line of structured learning methods exploits this regularity by learning policies that pair…