相关论文: High Dimensional Discrete Integration over the Hyp…

Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…

It is well known that multigrid methods are optimally efficient for solution of elliptic equations (O(N)), which means that effort is proportional to the number of points at which the solution is evaluated). Thus this is an ideal method to…

We study the numerical approximation of integrals over $\mathbb{R}^s$ with respect to the standard Gaussian measure for integrands which lie in certain Hermite spaces of functions. The decay rate of the associated sequence is specified by a…

Integrals of linearly constrained multivariate Gaussian densities are a frequent problem in machine learning and statistics, arising in tasks like generalized linear models and Bayesian optimization. Yet they are notoriously hard to…

A range counting problem is specified by a set $P$ of size $|P| = n$ of points in $\mathbb{R}^d$, an integer weight $x_p$ associated to each point $p \in P$, and a range space ${\cal R} \subseteq 2^{P}$. Given a query range $R \in {\cal…

Many emerging use cases of data mining and machine learning operate on large datasets with data from heterogeneous sources, specifically with both sparse and dense components. For example, dense deep neural network embedding vectors are…

Dell, Lapinskas and Meeks [DLM SICOMP 2022] presented a general reduction from approximate counting to decision for a class of fine-grained problems that can be viewed as hyperedge counting or detection problems in an implicit hypergraph,…

As part of our development of a computer code to perform 3D `constrained evolution' of Einstein's equations in 3+1 form, we discuss issues regarding the efficient solution of elliptic equations on domains containing holes (i.e., excised…

This paper presents an efficient parallel direct algorithm with near-optimal complexity for the compact fourth and sixth-order approximation of the three-dimensional Helmholtz equations [1] with the problem coefficient depending on only one…

We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure…

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

We introduce and analyze a Nitsche-based domain decomposition method for the solution of hypersingular integral equations. This method allows for discretizations with non-matching grids without the necessity of a Lagrangian multiplier, as…

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…

We consider the problem of estimating the partition function $Z(\beta)=\sum_x \exp(-\beta(H(x))$ of a Gibbs distribution with a Hamilton $H(\cdot)$, or more precisely the logarithm of the ratio $q=\ln Z(0)/Z(\beta)$. It has been recently…

High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation…

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

Complex real-world optimization problems often involve both discrete decisions and nonlinear relationships between variables. Many such problems can be modeled as polynomial-objective integer programs, encompassing cases with quadratic and…