相关论文: Kernel-independent adaptive construction of $\math…
In this article we extend the adaptive cross approximation (ACA) method known for the efficient approximation of discretisations of integral operators to a block-adaptive version. While ACA is usually employed to assemble hierarchical…
In this article, we present a new Nested Cross Approximation (NNCA) for constructing H2 matrices. It differs from the existing NCAs~\cite{bebendorf2012constructing, zhao2019fast} in the technique of choosing pivots, a key part of the…
Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…
Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…
This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross…
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…
The discretization of non-local operators, e.g., solution operators of partial differential equations or integral operators, leads to large densely populated matrices. $\mathcal{H}^2$-matrices take advantage of local low-rank structures in…
The performance of adaptive estimators that employ embedding in reproducing kernel Hilbert spaces (RKHS) depends on the choice of the location of basis kernel centers. Parameter convergence and error approximation rates depend on where and…
The Adaptive Cross Approximation (ACA) method is widely used to approximate admissible blocks of hierarchical matrices, or H-matrices, from discretized operators in the boundary integral method. These matrices are fully populated, making…
Boundary element methods for elliptic partial differential equations typically lead to boundary integral operators with translation-invariant kernel functions. Taking advantage of this property is fairly simple for particle methods, e.g.,…
Building on the successes of local kernel methods for approximating the solutions to partial differential equations (PDE) and the evaluation of definite integrals (quadrature/cubature), a local estimate of the error in such approximations…
This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
We present new algorithms for the randomized construction of hierarchically semi-separable matrices, addressing several practical issues. The HSS construction algorithms use a partially matrix-free, adaptive randomized projection scheme to…
Kernel methods are powerful learning methodologies that allow to perform non-linear data analysis. Despite their popularity, they suffer from poor scalability in big data scenarios. Various approximation methods, including random feature…
We consider a compression method for boundary element matrices arising in the context of the computation of electrostatic fields. Green cross approximation combines an analytic approximation of the kernel function based on Green's…
This paper describes an adaptive method in continuous time for the estimation of external fields by a team of $N$ agents. The agents $i$ each explore subdomains $\Omega^i$ of a bounded subset of interest $\Omega\subset X := \mathbb{R}^d$.…
Kernel approximation via nonlinear random feature maps is widely used in speeding up kernel machines. There are two main challenges for the conventional kernel approximation methods. First, before performing kernel approximation, a good…
In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The…