相关论文: Hellinger vs. Kullback-Leibler multivariable spect…
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…
The multivariate moment problem is investigated in the general context of the polynomial algebra $\mathbb{R}[x_i \mid i \in \Omega]$ in an arbitrary number of variables $x_i$, $i\in \Omega$. The results obtained are sharpest when the index…
We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…
The Hellinger distance between quantum states is a significant measure in quantum information theory, known for its Riemannian and monotonic properties. It is also easier to compute than the Bures distance, another measure that shares these…
We consider Legendre-Bregman projections defined on the Hermitian matrix space and design iterative optimization algorithms based on them. A general duality theorem is established for Bregman divergences on Hermitian matrices, and it plays…
We analyze a recently proposed class of algorithms for the problem of sampling from probability distributions $\mu^\ast$ in $\mathbb{R}^d$ with a Lebesgue density of the form $\mu^\ast(x) \propto \exp(-f(Kx)-g(x))$, where $K$ is a linear…
In the search for accurate approximate solutions of the many-body Schr\"odinger equation, reduced density matrices play an important role, as they allow to formulate approximate methods with polynomial scaling in the number of particles.…
We investigate the problem of minimizing Kullback-Leibler divergence between a linear model $Ax$ and a positive vector $b$ in different convex domains (positive orthant, $n$-dimensional box, probability simplex). Our focus is on the SMART…
The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…
In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…
Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
Consider the joint beamforming and quantization problem in the cooperative cellular network, where multiple relay-like base stations (BSs) connected to the central processor (CP) via rate-limited fronthaul links cooperatively serve the…
In this work, we present a multiple-scale perturbation technique suitable for the study of open quantum systems, which is easy to implement and in few iterative steps allows us to find excellent approximate solutions. For any time-local…
We provide a number of algorithmic results for the following family of problems: For a given binary m\times n matrix A and integer k, decide whether there is a "simple" binary matrix B which differs from A in at most k entries. For an…
Binary nonlinearization of AKNS spectral problem is extended to the cases of higher-order symmetry constraints. The Hamiltonian structures, Lax representations, $r$-matrices and integrals of motion in involution are explicitly proposed for…
We consider the problem of sampling from a probability distribution $\pi$ which admits a density w.r.t. a dominating measure. It is well known that this can be written as an optimisation problem over the space of probability distributions…
We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated…
We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…