相关论文: An importance sampling algorithm for generating ex…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured…
Hamiltonian truncation is a non-perturbative numerical method for calculating observables of a quantum field theory. The starting point for this method is to truncate the interacting Hamiltonian to a finite-dimensional space of states…
We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…
We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
This paper deals with robust regression and subspace estimation and more precisely with the problem of minimizing a saturated loss function. In particular, we focus on computational complexity issues and show that an exact algorithm with…
Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…
To simulate bosons on a qubit- or qudit-based quantum computer, one has to regularize the theory by truncating infinite-dimensional local Hilbert spaces to finite dimensions. In the search for practical quantum applications, it is important…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…
Identifying independence between two random variables or correlated given their samples has been a fundamental problem in Statistics. However, how to do so in a space-efficient way if the number of states is large is not quite well-studied.…
In pursuing the essential elements of nuclear binding, we compute ground-state properties of atomic nuclei with up to $A=20$ nucleons, using as input a leading order pionless effective field theory Hamiltonian. A variational Monte Carlo…
A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…
We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…
In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as…
A majority of numerical scientific computation relies heavily on handling and manipulating matrices, such as solving linear equations, finding eigenvalues and eigenvectors, and so on. Many quantum algorithms have been developed to advance…
Recently theoretical guarantees have been obtained for matrix completion in the non-uniform sampling regime. In particular, if the sampling distribution aligns with the underlying matrix's leverage scores, then with high probability nuclear…
This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…
A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…