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We show that the known list-decoding algorithms for univariate multiplicity and folded Reed-Solomon codes can be made to run in $\tilde{O}(n)$ time. Univariate multiplicity codes and FRS codes are natural variants of Reed-Solomon codes that were discovered and studied for their applications to list decoding. It is known that for every $\epsilon>0$, and rate $r \in (0,1)$, there exist explicit families of these codes that have rate $r$ and can be list decoded from a $(1-r-\epsilon)$ fraction of errors with constant list size in polynomial time (Guruswami & Wang (IEEE Trans. Inform. Theory 2013) and Kopparty, Ron-Zewi, Saraf & Wootters (SIAM J. Comput. 2023)). In this work, we present randomized algorithms that perform the above list-decoding tasks in $\tilde{O}(n)$, where $n$ is the block-length of the code. Our algorithms have two main components. The first component builds upon the lattice-based approach of Alekhnovich (IEEE Trans. Inf. Theory 2005), who designed a $\tilde{O}(n)$ time list-decoding algorithm for Reed-Solomon codes approaching the Johnson radius. As part of the second component, we design $\tilde{O}(n)$ time algorithms for two natural algebraic problems: given a $(m+2)$-variate polynomial $Q(x,y_0,\dots,y_m) = \tilde{Q}(x) + \sum_{i=0}^m Q_i(x)\cdot y_i$ the first algorithm solves order-$m$ linear differential equations of the form $Q\left(x, f(x), \frac{df}{dx}, \dots,\frac{d^m f}{dx^m}\right) \equiv 0$ while the second solves functional equations of the form $Q\left(x, f(x), f(\gamma x), \dots,f(\gamma^m x)\right) \equiv 0$, where $m$ is an arbitrary constant and $\gamma$ is a field element of sufficiently high order. These algorithms can be viewed as generalizations of classical $\tilde{O}(n)$ time algorithms of Sieveking (Computing 1972) and Kung (Numer. Math. 1974) for computing the modular inverse of a power series, and might be of independent interest.

Quantum Neural Networks (QNNs) are a popular approach in Quantum Machine Learning due to their close connection to Variational Quantum Circuits, making them a promising candidate for practical applications on Noisy Intermediate-Scale Quantum (NISQ) devices. A QNN can be expressed as a finite Fourier series, where the set of frequencies is called the frequency spectrum. We analyse this frequency spectrum and prove, for a large class of models, various maximality results. Furthermore, we prove that under some mild conditions there exists a bijection between classes of models with the same area $A = RL$ that preserves the frequency spectrum, where $R$ denotes the number of qubits and $L$ the number of layers, which we consequently call spectral invariance under area-preserving transformations. With this we explain the symmetry in $R$ and $L$ in the results often observed in the literature and show that the maximal frequency spectrum depends only on the area $A = RL$ and not on the individual values of $R$ and $L$. Moreover, we extend existing results and specify the maximum possible frequency spectrum of a QNN with arbitrarily many layers as a function of the spectrum of its generators. If the generators of the QNN can be further decomposed into 2-dimensional sub-generators, then this specification follows from elementary number-theoretical considerations. In the case of arbitrary dimensional generators, we extend existing results based on the so-called Golomb ruler and introduce a second novel approach based on a variation of the turnpike problem, which we call the relaxed turnpike problem.

Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the training data; however, linear approximations in subspaces spanned by the leading principal components alone can miss information that are necessary for the quadratic correction terms to be efficient. In this work, we propose a greedy method that constructs subspaces from leading as well as later principal components so that the corresponding linear approximations can be corrected most efficiently with quadratic terms. Properties of the greedily constructed manifolds allow applying linear algebra reformulations so that the greedy method scales to data points with millions of dimensions. Numerical experiments demonstrate that an orders of magnitude higher accuracy is achieved with the greedily constructed quadratic manifolds compared to manifolds that are based on the leading principal components alone.

Existence of sufficient conditions for unisolvence of Kansa unsymmetric collocation for PDEs is still an open problem. In this paper we make a first step in this direction, proving that unsymmetric collocation matrices with Thin-Plate Splines for the 2D Poisson equation are almost surely nonsingular, when the discretization points are chosen randomly on domains with analytic boundary.

Kr\"oncke has shown that the Fubini-Study metric is an unstable generalized stationary solution of Ricci flow [Kr\"o20]. In this paper, we carry out numerical simulations which indicate that Ricci flow solutions originating at unstable perturbations of the Fubini-Study metric develop local singularities modeled by the blowdown soliton discovered in [FIK03].

In 1934, the American statistician Samuel S. Wilks derived remarkable formulas for the joint moments of embedded principal minors of sample covariance matrices in multivariate normal populations, and he used them to compute the moments of sample statistics in various applications related to multivariate linear regression. These important but little-known moment results were extended in 1963 by the Australian statistician A. Graham Constantine using Bartlett's decomposition. In this note, a new proof of Wilks' results is derived using the concept of iterated Schur complements, thereby bypassing Bartlett's decomposition. Furthermore, Wilks' open problem of evaluating joint moments of disjoint principal minors of Wishart random matrices is related to the Gaussian product inequality conjecture.

This article is concerned with the multilevel Monte Carlo (MLMC) methods for approximating expectations of some functions of the solution to the Heston 3/2-model from mathematical finance, which takes values in $(0, \infty)$ and possesses superlinearly growing drift and diffusion coefficients. To discretize the SDE model, a new Milstein-type scheme is proposed to produce independent sample paths. The proposed scheme can be explicitly solved and is positivity-preserving unconditionally, i.e., for any time step-size $h>0$. This positivity-preserving property for large discretization time steps is particularly desirable in the MLMC setting. Furthermore, a mean-square convergence rate of order one is proved in the non-globally Lipschitz regime, which is not trivial, as the diffusion coefficient grows super-linearly. The obtained order-one convergence in turn promises the desired relevant variance of the multilevel estimator and justifies the optimal complexity $\mathcal{O}(\epsilon^{-2})$ for the MLMC approach, where $\epsilon > 0$ is the required target accuracy. Numerical experiments are finally reported to confirm the theoretical findings.

This paper concerns an expansion of first-order Belnap-Dunn logic whose connectives and quantifiers are all familiar from classical logic. The language and logical consequence relation of the logic are defined, a proof system for the defined logic is presented, and the soundness and completeness of the presented proof system is established. The close relationship between the logical consequence relations of the defined logic and the version of classical logic with the same language is illustrated by the minor differences between the presented proof system and a sound and complete proof system for the version of classical logic with the same language. Moreover, fifteen classical laws of logical equivalence are given by which the logical equivalence relation of the defined logic distinguishes itself from the logical equivalence relation of many logics that are closely related at first glance.

This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed optimisation approach automatically calibrates the parameters of the blur model by maximum marginal likelihood estimation, followed by (non-blind) image deconvolution by maximum-a-posteriori estimation conditionally to the estimated model parameters. In addition to the blur model, the proposed approach also automatically calibrates the noise variance as well as any regularisation parameters. The marginal likelihood of the blur, noise variance, and regularisation parameters is generally computationally intractable, as it requires calculating several integrals over the entire solution space. Our approach addresses this difficulty by using a stochastic approximation proximal gradient optimisation scheme, which iteratively solves such integrals by using a Moreau-Yosida regularised unadjusted Langevin Markov chain Monte Carlo algorithm. This optimisation strategy can be easily and efficiently applied to any model that is log-concave, and by using the same gradient and proximal operators that are required to compute the maximum-a-posteriori solution by convex optimisation. We provide convergence guarantees for the proposed optimisation scheme under realistic and easily verifiable conditions and subsequently demonstrate the effectiveness of the approach with a series of deconvolution experiments and comparisons with alternative strategies from the state of the art.

Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMDPs beyond the discounted return. We show that average optimal policies can be chosen stationary and deterministic for sa-rectangular RMDPs but, perhaps surprisingly, that history-dependent (Markovian) policies strictly outperform stationary policies for average optimality in s-rectangular RMDPs. We also study Blackwell optimality for sa-rectangular RMDPs, where we show that {\em approximate} Blackwell optimal policies always exist, although Blackwell optimal policies may not exist. We also provide a sufficient condition for their existence, which encompasses virtually any examples from the literature. We then discuss the connection between average and Blackwell optimality, and we describe several algorithms to compute the optimal average return. Interestingly, our approach leverages the connections between RMDPs and stochastic games.