In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The structure of coefficient matrices of the linear systems is identity plus summation of diagonal-times-multilevel-Toeplitz matrices. In our preconditioning technique, the diagonal matrices are approximated by scalar identity matrices and the Toeplitz matrices are approximated by {\tau}-matrices (a type of matrices diagonalizable by discrete sine transforms). The proposed preconditioner is fast invertible through the fast sine transform (FST) algorithm. Theoretically, we show that the GMRES solver for the preconditioned systems has an optimal convergence rate (a convergence rate independent of discretization stepsizes). To the best of our knowledge, this is the first preconditioning method with the optimal convergence rate for the variable-coefficients space fractional diffusion equation. Numerical results are reported to demonstrate the efficiency of the proposed method.
This paper studies the convergence of a spatial semidiscretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. For non-smooth initial values, the regularity of the mild solution is investigated, and an error estimate is derived with the spatial $ L^2 $-norm. For smooth initial values, two error estimates with the general spatial $ L^q $-norms are established.
General ridge estimators are typical linear estimators in a general linear model. The class of them include some shrinkage estimators in addition to classical linear unbiased estimators such as the ordinary least squares estimator and the weighted least squares estimator. We derive necessary and sufficient conditions under which two typical general ridge estimators coincide. In particular, two noteworthy conditions are added to those from previous studies. The first condition is given as a seemingly column space relationship to the covariance matrix of the error term, and the second one is based on the biases of general ridge estimators. Another problem studied in this paper is to derive an equivalence condition such that equality between two residual sums of squares holds when general ridge estimators are considered.
Identifiability of statistical models is a key notion in unsupervised representation learning. Recent work of nonlinear independent component analysis (ICA) employs auxiliary data and has established identifiable conditions. This paper proposes a statistical model of two latent vectors with single auxiliary data generalizing nonlinear ICA, and establishes various identifiability conditions. Unlike previous work, the two latent vectors in the proposed model can have arbitrary dimensions, and this property enables us to reveal an insightful dimensionality relation among two latent vectors and auxiliary data in identifiability conditions. Furthermore, surprisingly, we prove that the indeterminacies of the proposed model has the same as \emph{linear} ICA under certain conditions: The elements in the latent vector can be recovered up to their permutation and scales. Next, we apply the identifiability theory to a statistical model for graph data. As a result, one of the identifiability conditions includes an appealing implication: Identifiability of the statistical model could depend on the maximum value of link weights in graph data. Then, we propose a practical method for identifiable graph embedding. Finally, we numerically demonstrate that the proposed method well-recovers the latent vectors and model identifiability clearly depends on the maximum value of link weights, which supports the implication of our theoretical results
Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor with $N^l$ elements. Even accessing each element once incurs a significant computational burden. In fact, many algorithms require direct computation of tensor-vector products, leading to a computational complexity of $O(N^l)$ or beyond. In this paper, inspired by our previous work [$Comm. \ Math. \ Sci.$, 20 (2022), pp. 2053 - 2057], we observe that the costly tensor-vector products in the Sinkhorn Algorithm can be computed with a recursive process by separating summations and dynamic programming. Based on this idea, we propose a fast tensor-vector product algorithm to solve the MMOT problem with $L^1$ cost, achieving a miraculous reduction in the computational cost of the entropy regularized solution to $O(N)$. Numerical experiment results confirm such high performance of this novel method which can be several orders of magnitude faster than the original Sinkhorn algorithm.
This paper is a significant step forward in understanding dependency equilibria within the framework of real algebraic geometry encompassing both pure and mixed equilibria. We start by breaking down the concept for a general audience, using concrete examples to illustrate the main results. In alignment with Spohn's original definition of dependency equilibria, we propose three alternative definitions, allowing for an algebro-geometric comprehensive study of all dependency equilibria. We give a sufficient condition for the existence of a pure dependency equilibrium and show that every Nash equilibrium lies on the Spohn variety, the algebraic model for dependency equilibria. For generic games, the set of real points of the Spohn variety is Zariski dense. Furthermore, every Nash equilibrium in this case is a dependency equilibrium. Finally, we present a detailed analysis of the geometric structure of dependency equilibria for $(2\times2)$-games.
In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for finding the unique minimum Euclidean norm least-squares solution of a given linear system. In particular, we introduce three equivalent stochastic reformulations of the linear least-squares problem: stochastic unconstrained and constrained optimization problems, and the stochastic multiobjective optimization problem. We then alternately employ the adaptive variants of the stochastic heavy ball momentum (SHBM) method, which utilize iterative information to update the parameters, to solve the stochastic reformulations. We prove that our method converges linearly in expectation, addressing an open problem in the literature related to designing theoretically supported adaptive SHBM methods. Numerical experiments show that our adaptive stochastic extended iterative method has strong advantages over the non-adaptive one.
Interpreting data with mathematical models is an important aspect of real-world applied mathematical modeling. Very often we are interested to understand the extent to which a particular data set informs and constrains model parameters. This question is closely related to the concept of parameter identifiability, and in this article we present a series of computational exercises to introduce tools that can be used to assess parameter identifiability, estimate parameters and generate model predictions. Taking a likelihood-based approach, we show that very similar ideas and algorithms can be used to deal with a range of different mathematical modelling frameworks. The exercises and results presented in this article are supported by a suite of open access codes that can be accessed on GitHub.
We present and analyze a simple numerical method that diagonalizes a complex normal matrix A by diagonalizing the Hermitian matrix obtained from a random linear combination of the Hermitian and skew-Hermitian parts of A.
We prove in this paper that the solution of the time-dependent Schr{\"o}dinger equation can be expressed as the solution of a global space-time quadratic minimization problem that is amenable to Galerkin time-space discretization schemes, using an appropriate least-square formulation. The present analysis can be applied to the electronic many-body time-dependent Schr{\"o}dinger equation with an arbitrary number of electrons and interaction potentials with Coulomb singularities. We motivate the interest of the present approach with two goals: first, the design of Galerkin space-time discretization methods; second, the definition of dynamical low-rank approximations following a variational principle different from the classical Dirac-Frenkel principle, and for which it is possible to prove the global-in-time existence of solutions.
The present paper is devoted to study the effect of connected and disconnected rotations of G\"odel algebras with operators grounded on directly indecomposable structures. The structures resulting from this construction we will present are nilpotent minimum (with or without negation fixpoint, depending on whether the rotation is connected or disconnected) with special modal operators defined on a directly indecomposable algebra. In this paper we will present a (quasi-)equational definition of these latter structures. Our main results show that directly indecomposable nilpotent minimum algebras (with or without negation fixpoint) with modal operators are fully characterized as connected and disconnected rotations of directly indecomposable G\"odel algebras endowed with modal operators.