Foundations of Computational Mathematics最新文献

We present a discretization of the dynamic optimal transport problem for which we can obtain the convergence rate for the value of the transport cost to its continuous value when the temporal and spatial stepsize vanish. This convergence result does not require any regularity assumption on the measures, though experiments suggest that the rate is not sharp. Via an analysis of the duality gap we also obtain the convergence rates for the gradient of the optimal potentials and the velocity field under mild regularity assumptions. To obtain such rates, we discretize the dual formulation of the dynamic optimal transport problem and use the mature literature related to the error due to discretizing the Hamilton–Jacobi equation.

We address the noncommutative version of the Edmonds’ problem, which asks to determine the inner rank of a matrix in noncommuting variables. We provide an algorithm for the calculation of this inner rank by relating the problem with the distribution of a basic object in free probability theory, namely operator-valued semicircular elements. We have to solve a matrix-valued quadratic equation, for which we provide precise analytical and numerical control on the fixed point algorithm for solving the equation. Numerical examples show the efficiency of the algorithm.

We consider the problem of reconstructing a function (fin L^2({mathbb R})) given phase-less samples of its Gabor transform, which is defined by

More precisely, given sampling positions (Omega subseteq {mathbb R}^2) the task is to reconstruct f (up to global phase) from measurements ({|{mathcal {G}}f(omega )|: ,omega in Omega }). This non-linear inverse problem is known to suffer from severe ill-posedness. As for any other phase retrieval problem, constructive recovery is a notoriously delicate affair due to the lack of convexity. One of the fundamental insights in this line of research is that the connectivity of the measurements is both necessary and sufficient for reconstruction of phase information to be theoretically possible. In this article we propose a reconstruction algorithm which is based on solving two convex problems and, as such, amenable to numerical analysis. We show, empirically as well as analytically, that the scheme accurately reconstructs from noisy data within the connected regime. Moreover, to emphasize the practicability of the algorithm we argue that both convex problems can actually be reformulated as semi-definite programs for which efficient solvers are readily available. The approach is based on ideas from complex analysis, Gabor frame theory as well as matrix completion. As a byproduct, we also obtain improved truncation error for Gabor expensions with Gaussian generators.

The NEPv approach has been increasingly used lately for optimization on the Stiefel manifold arising from machine learning. General speaking, the approach first turns the first order optimality condition into a nonlinear eigenvalue problem with eigenvector dependency (NEPv) and then solve the nonlinear problem via some variations of the self-consistent-field (SCF) iteration. The difficulty, however, lies in designing a proper SCF iteration so that a maximizer is found at the end. Currently, each use of the approach is very much individualized, especially in its convergence analysis phase to show that the approach does work or otherwise. Related, the NPDo approach is recently proposed for the sum of coupled traces and it seeks to turn the first order optimality condition into a nonlinear polar decomposition with orthogonal factor dependency (NPDo). In this paper, two unifying frameworks are established, one for each approach. Each framework is built upon a basic assumption, under which globally convergence to a stationary point is guaranteed and during the SCF iterative process that leads to the stationary point, the objective function increases monotonically. Also the notion of atomic function for each approach is proposed, and the atomic functions include commonly used matrix traces of linear and quadratic forms as special ones. It is shown that the basic assumptions of the approaches are satisfied by their respective atomic functions and, more importantly, by convex compositions of their respective atomic functions. Together they provide a large collection of objectives for which either one of approaches or both are guaranteed to work, respectively.

In this paper, we propose a general approach for explicit a posteriori error representation for convex minimization problems using basic convex duality relations. Exploiting discrete orthogonality relations in the space of element-wise constant vector fields as well as a discrete integration-by-parts formula between the Crouzeix–Raviart and the Raviart–Thomas element, all convex duality relations are transferred to a discrete level, making the explicit a posteriori error representation –initially based on continuous arguments only– practicable from a numerical point of view. In addition, we provide a generalized Marini formula that determines a discrete primal solution in terms of a given discrete dual solution. We benchmark all these concepts via the Rudin–Osher–Fatemi model. This leads to an adaptive algorithm that yields a (quasi-optimal) linear convergence rate.

The Gromov–Wasserstein distance—a generalization of the usual Wasserstein distance—permits comparing probability measures defined on possibly different metric spaces. Recently, this notion of distance has found several applications in Data Science and in Machine Learning. With the goal of aiding both the interpretability of dissimilarity measures computed through the Gromov–Wasserstein distance and the assessment of the approximation quality of computational techniques designed to estimate the Gromov–Wasserstein distance, we determine the precise value of a certain variant of the Gromov–Wasserstein distance between unit spheres of different dimensions. Indeed, we consider a two-parameter family ({d_{{{text {GW}}}p,q}}_{p,q=1}^{infty }) of Gromov–Wasserstein distances between metric measure spaces. By exploiting a suitable interaction between specific values of the parameters p and q and the metric of the underlying spaces, we are able to determine the exact value of the distance (d_{{{text {GW}}}4,2}) between all pairs of unit spheres of different dimensions endowed with their Euclidean distance and their uniform measure.

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected thanks to a Metropolis procedure. Unbiased sampling is guaranteed by the preservation by the numerical integrators of two key properties of the Hamiltonian dynamics: volume-preservation and reversibility up to momentum reversal. For separable Hamiltonian functions, some standard explicit numerical schemes, such as the Störmer–Verlet integrator, satisfy these properties. However, for numerical or physical reasons, one may consider a Hamiltonian function which is nonseparable, in which case the standard numerical schemes which preserve the volume and satisfy reversibility up to momentum reversal are implicit. When implemented in practice, such implicit schemes may admit many solutions or none, especially when the timestep is too large. We show here how to enforce the numerical reversibility, and thus unbiasedness, of HMC schemes in this context by introducing a reversibility check. In addition, for some specific forms of the Hamiltonian function, we discuss the consistency of these HMC schemes with some Langevin dynamics, and show in particular that our algorithm yields an efficient discretization of the metropolized overdamped Langevin dynamics with position-dependent diffusion coefficients. Numerical results illustrate the relevance of the reversibility check on simple problems.

In this paper, we introduce the signed barcode, a new visual representation of the global structure of the rank invariant of a multi-parameter persistence module or, more generally, of a poset representation. Like its unsigned counterpart in one-parameter persistence, the signed barcode decomposes the rank invariant as a ({mathbb {Z}})-linear combination of rank invariants of indicator modules supported on segments in the poset. We develop the theory behind these decompositions, both for the usual rank invariant and for its generalizations, showing under what conditions they exist and are unique. We also show that, like its unsigned counterpart, the signed barcode reflects in part the algebraic structure of the module: specifically, it derives from the terms in the minimal rank-exact resolution of the module, i.e., its minimal projective resolution relative to the class of short exact sequences on which the rank invariant is additive. To complete the picture, we show some experimental results that illustrate the contribution of the signed barcode in the exploration of multi-parameter persistence modules.

We study two related problems concerning the number of homogeneous subsets of given size in graphs that go back to questions of Erdős. Most notably, we improve the upper bounds on the Ramsey multiplicity of (K_4) and (K_5) and settle the minimum number of independent sets of size 4 in graphs with clique number at most 4. Motivated by the elusiveness of the symmetric Ramsey multiplicity problem, we also introduce an off-diagonal variant and obtain tight results when counting monochromatic (K_4) or (K_5) in only one of the colors and triangles in the other. The extremal constructions for each problem turn out to be blow-ups of a graph of constant size and were found through search heuristics. They are complemented by lower bounds established using flag algebras, resulting in a fully computer-assisted approach. For some of our theorems we can also derive that the extremal construction is stable in a very strong sense. More broadly, these problems lead us to the study of the region of possible pairs of clique and independent set densities that can be realized as the limit of some sequence of graphs.

Weighted digraphs are used to model a variety of natural systems and can exhibit interesting structure across a range of scales. In order to understand and compare these systems, we require stable, interpretable, multiscale descriptors. To this end, we propose grounded persistent path homology (GrPPH)—a new, functorial, topological descriptor that describes the structure of an edge-weighted digraph via a persistence barcode. We show there is a choice of circuit basis for the graph which yields geometrically interpretable representatives for the features in the barcode. Moreover, we show the barcode is stable, in bottleneck distance, to both numerical and structural perturbations.