papers

Publications (180)

math.NA2017

Localized Sparsifying Preconditioner for Periodic Indefinite Systems

Fei Liu, Lexing Ying

This paper introduces the localized sparsifying preconditioner for the pseudospectral approximations of indefinite systems on periodic structures. The work is built on top of the r…

math.NA2010

Sweeping Preconditioner for the Helmholtz Equation: Hierarchical Matrix Representation

Björn Engquist, Lexing Ying

The paper introduces the sweeping preconditioner, which is highly efficient for iterative solutions of the variable coefficient Helmholtz equation including very high frequency pro…

math.NA2024

Multimodal Sampling via Approximate Symmetries

Lexing Ying

Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accel…

stat.ML2022

Generative Modeling via Tree Tensor Network States

Xun Tang, Yoonhaeng Hur, Yuehaw Khoo +1

In this paper, we present a density estimation framework based on tree tensor-network states. The proposed method consists of determining the tree topology with Chow-Liu algorithm,…

math.NA2017

Computing localized representations of the kohn-sham subspace via randomization and refinement

Anil Damle, Lin Lin, Lexing Ying

Localized representation of the Kohn-Sham subspace plays an important role in quantum chemistry and materials science. The recently developed selected columns of the density matrix…

cs.LG2022

Importance Tempering: Group Robustness for Overparameterized Models

Yiping Lu, Wenlong Ji, Zachary Izzo +1

Although overparameterized models have shown their success on many machine learning tasks, the accuracy could drop on the testing distribution that is different from the training o…

cs.LG2018

Solving for high dimensional committor functions using artificial neural networks

Yuehaw Khoo, Jianfeng Lu, Lexing Ying

In this note we propose a method based on artificial neural network to study the transition between states governed by stochastic processes. In particular, we aim for numerical sch…

physics.comp-ph2012

Element orbitals for Kohn-Sham density functional theory

Lin Lin, Lexing Ying

We present a method to discretize the Kohn-Sham Hamiltonian matrix in the pseudopotential framework by a small set of basis functions automatically contracted from a uniform basis…

cs.LG2022

Enterprise-Scale Search: Accelerating Inference for Sparse Extreme Multi-Label Ranking Trees

Philip A. Etter, Kai Zhong, Hsiang-Fu Yu +2

Tree-based models underpin many modern semantic search engines and recommender systems due to their sub-linear inference times. In industrial applications, these models operate at…

math.NA2022

Sobolev Acceleration and Statistical Optimality for Learning Elliptic Equations via Gradient Descent

Yiping Lu, Jose Blanchet, Lexing Ying

In this paper, we study the statistical limits in terms of Sobolev norms of gradient descent for solving inverse problem from randomly sampled noisy observations using a general cl…

stat.ML2024

A note on continuous-time online learning

Lexing Ying

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with con…

cs.LG2025

Fast Solvers for Discrete Diffusion Models: Theory and Applications of High-Order Algorithms

Yinuo Ren, Haoxuan Chen, Yuchen Zhu +5

Discrete diffusion models have emerged as a powerful generative modeling framework for discrete data with successful applications spanning from text generation to image synthesis.…

stat.ML2021

Top- eXtreme Contextual Bandits with Arm Hierarchy

Rajat Sen, Alexander Rakhlin, Lexing Ying +4

Motivated by modern applications, such as online advertisement and recommender systems, we study the top- extreme contextual bandits problem, where the total number of arms can…

quant-ph2024

Quantum Multiple Eigenvalue Gaussian filtered Search: an efficient and versatile quantum phase estimation method

Zhiyan Ding, Haoya Li, Lin Lin +3

Quantum phase estimation is one of the most powerful quantum primitives. This work proposes a new approach for the problem of multiple eigenvalue estimation: Quantum Multiple Eigen…

math.NA2014

Directional Preconditioner for High Frequency Obstacle Scattering

Lexing Ying

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditio…

quant-ph2022

Stable factorization for phase factors of quantum signal processing

Lexing Ying

This paper proposes a new factorization algorithm for computing the phase factors of quantum signal processing. The proposed algorithm avoids root finding of high degree polynomial…

math.NA2009

Pole-based approximation of Fermi-Dirac function

Lin Lin, Jianfeng Lu, Lexing Ying +1

Two approaches for the efficient rational approximation of the Fermi-Dirac function are discussed: one uses the contour integral representation and conformal mapping and the other…

math.NA2025

Sampling on Metric Graphs

Rajat Vadiraj Dwaraknath, Lexing Ying

Metric graphs are structures obtained by associating edges in a standard graph with segments of the real line and gluing these segments at the vertices of the graph. The resulting…

math.NA2025

Blind free deconvolution over one-parameter sparse families via eigenmatrix

Lexing Ying

This note considers the blind free deconvolution problems of sparse spectral measures from one-parameter families. These problems pose significant challenges since they involve non…

math.NA2008

Discrete Symbol Calculus

Laurent Demanet, Lexing Ying

This paper deals with efficient numerical representation and manipulation of differential and integral operators as symbols in phase-space, i.e., functions of space and frequen…

math.NA2024

Multidimensional unstructured sparse recovery via eigenmatrix

Lexing Ying

This note considers the multidimensional unstructured sparse recovery problems. Examples include Fourier inversion and sparse deconvolution. The eigenmatrix is a data-driven constr…

math.NA2024

A sublinear-time randomized algorithm for column and row subset selection based on strong rank-revealing QR factorizations

Alice Cortinovis, Lexing Ying

In this work, we analyze a sublinear-time algorithm for selecting a few rows and columns of a matrix for low-rank approximation purposes. The algorithm is based on an initial unifo…

math.NA2021

Hierarchical Interpolative Factorization Preconditioner for Parabolic Equations

Jordi Feliu-FabÃ, Lexing Ying

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equati…

math.NA2019

Analytical low-rank compression via proxy point selection

Xin Ye, Jianlin Xia, Lexing Ying

It has been known in potential theory that, for some kernels matrices corresponding to well-separated point sets, fast analytical low-rank approximation can be achieved via the use…

math.NA2025

Variational inference and density estimation with non-negative tensor train

Xun Tang, Rajat Dwaraknath, Lexing Ying

This work proposes an efficient numerical approach for compressing a high-dimensional discrete distribution function into a non-negative tensor train (NTT) format. The two settings…

math.NA2019

Efficient construction of tensor ring representations from sampling

Yuehaw Khoo, Jianfeng Lu, Lexing Ying

In this paper we propose an efficient method to compress a high dimensional function into a tensor ring format, based on alternating least-squares (ALS). Since the function has siz…

math.NA2014

Pole expansion for solving a type of parametrized linear systems in electronic structure calculations

Anil Damle, Lin Lin, Lexing Ying

We present a new method for solving parametrized linear systems. Under certain assumptions on the parametrization, solutions to the linear systems for all parameters can be accurat…

math.OC2025

An efficient algorithm for entropic optimal transport under martingale-type constraints

Xun Tang, Michael Shavlovsky, Holakou Rahmanian +2

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete marting…

math.NA2021

A semigroup method for high dimensional committor functions based on neural network

Haoya Li, Yuehaw Khoo, Yinuo Ren +1

This paper proposes a new method based on neural networks for computing the high-dimensional committor functions that satisfy Fokker-Planck equations. Instead of working with parti…

math.OC2020

Borrowing From the Future: An Attempt to Address Double Sampling

Yuhua Zhu, Lexing Ying

For model-free reinforcement learning, one of the main difficulty of stochastic Bellman residual minimization is the double sampling problem, i.e., while only one single sample for…

cs.LG2025

How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework

Yinuo Ren, Haoxuan Chen, Grant M. Rotskoff +1

Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for d…

math.NA2010

Sweeping Preconditioner for the Helmholtz Equation: Moving Perfectly Matched Layers

Björn Engquist, Lexing Ying

This paper introduces a new sweeping preconditioner for the iterative solution of the variable coefficient Helmholtz equation in two and three dimensions. The algorithms follow the…

math.NA2025

Approximation of High-Dimensional Gibbs Distributions with Functional Hierarchical Tensors

Nan Sheng, Xun Tang, Haoxuan Chen +1

The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant ca…

math.NA2022

Annealed importance sampling for Ising models with mixed boundary conditions

Lexing Ying

This note introduces a method for sampling Ising models with mixed boundary conditions. As an application of annealed importance sampling and the Swendsen-Wang algorithm, the metho…

quant-ph2023

On efficient quantum block encoding of pseudo-differential operators

Haoya Li, Hongkang Ni, Lexing Ying

Block encoding lies at the core of many existing quantum algorithms. Meanwhile, efficient and explicit block encodings of dense operators are commonly acknowledged as a challenging…

math.NA2016

Additive Sweeping Preconditioner for the Helmholtz Equation

Fei Liu, Lexing Ying

We introduce a new additive sweeping preconditioner for the Helmholtz equation based on the perfect matched layer (PML). This method divides the domain of interest into thin layers…

math.NA2015

Hierarchical interpolative factorization for elliptic operators: integral equations

Kenneth L. Ho, Lexing Ying

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization…

math.NA2023

Computing Free Convolutions via Contour Integrals

Alice Cortinovis, Lexing Ying

This work proposes algorithms for computing additive and multiplicative free convolutions of two given measures. We consider measures with compact support whose free convolution re…

math.NA2013

Synchrosqueezed Curvelet Transform for 2D Mode Decomposition

Haizhao Yang, Lexing Ying

This paper introduces the synchrosqueezed curvelet transform as an optimal tool for 2D mode decomposition of wavefronts or banded wave-like components. The synchrosqueezed curvelet…

math.NA2008

Fast Computation of Partial Fourier Transforms

Lexing Ying, Sergey Fomel

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflecti…

math.NA2020

A heuristic independent particle approximation to determinantal point processes

Lexing Ying

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent…

physics.comp-ph2014

Compressed representation of Kohn-Sham orbitals via selected columns of the density matrix

Anil Damle, Lin Lin, Lexing Ying

Given a set of Kohn-Sham orbitals from an insulating system, we present a simple, robust, efficient and highly parallelizable method to construct a set of, optionally orthogonal, l…

math.NA2021

Multi-Level Fine-Tuning: Closing Generalization Gaps in Approximation of Solution Maps under a Limited Budget for Training Data

Zhihan Li, Yuwei Fan, Lexing Ying

In scientific machine learning, regression networks have been recently applied to approximate solution maps (e.g., potential-ground state map of Schrödinger equation). In this pap…

math.NA2016

Tensor Network Skeletonization

Lexing Ying

We introduce a new coarse-graining algorithm, tensor network skeletonization, for the numerical computation of tensor networks. This approach utilizes a structure-preserving skelet…

math.NA2011

Adaptive local basis set for Kohn-Sham density functional theory in a discontinuous Galerkin framework I: Total energy calculation

Lin Lin, Jianfeng Lu, Lexing Ying +1

Kohn-Sham density functional theory is one of the most widely used electronic structure theories. In the pseudopotential framework, uniform discretization of the Kohn-Sham Hamilton…

stat.ML2023

Statistical Spatially Inhomogeneous Diffusion Inference

Yinuo Ren, Yiping Lu, Lexing Ying +1

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in b…

math.NA2023

A note on spike localization for line spectrum estimation

Haoya Li, Hongkang Ni, Lexing Ying

This note considers the problem of approximating the locations of dominant spikes for a probability measure from noisy spectrum measurements under the condition of residue signal,…

math.NA2015

Hierarchical interpolative factorization for elliptic operators: differential equations

Kenneth L. Ho, Lexing Ying

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization ta…

stat.ML2024

Convergence Analysis of Discrete Diffusion Model: Exact Implementation through Uniformization

Hongrui Chen, Lexing Ying

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state s…

math.NA2020

A simple solver for the fractional Laplacian in multiple dimensions

Victor Minden, Lexing Ying

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian pro…

math.NA2017

Sparsify and sweep: an efficient preconditioner for the Lippmann-Schwinger equation

Fei Liu, Lexing Ying

This paper presents an efficient preconditioner for the Lippmann-Schwinger equation that combines the ideas of the sparsifying and the sweeping preconditioners. Following first the…

math.NA2026

Solving the Fokker-Planck equation of discretized Dean-Kawasaki models with functional hierarchical tensor

Xun Tang, Lexing Ying

We introduce a novel numerical scheme for solving the Fokker-Planck equation of discretized Dean-Kawasaki models with a functional tensor network ansatz. The Dean-Kawasaki model de…

quant-ph2022

Monte Carlo Tree Search based Hybrid Optimization of Variational Quantum Circuits

Jiahao Yao, Haoya Li, Marin Bukov +2

Variational quantum algorithms stand at the forefront of simulations on near-term and future fault-tolerant quantum devices. While most variational quantum algorithms involve only…

math.NA2018

BCR-Net: a neural network based on the nonstandard wavelet form

Yuwei Fan, Cindy Orozco Bohorquez, Lexing Ying

This paper proposes a novel neural network architecture inspired by the nonstandard form proposed by Beylkin, Coifman, and Rokhlin in [Communications on Pure and Applied Mathematic…

quant-ph2023

Heisenberg-limited Hamiltonian learning for interacting bosons

Haoya Li, Yu Tong, Hongkang Ni +2

We develop a protocol for learning a class of interacting bosonic Hamiltonians from dynamics with Heisenberg-limited scaling. For Hamiltonians with an underlying bounded-degree gra…

quant-ph2023

On adaptive low-depth quantum algorithms for robust multiple-phase estimation

Haoya Li, Hongkang Ni, Lexing Ying

This paper is an algorithmic study of quantum phase estimation with multiple eigenvalues. We present robust multiple-phase estimation (RMPE) algorithms with Heisenberg-limited scal…

math.NA2016

Adaptively compressed polarizability operator for accelerating large scale \textit{ab initio} phonon calculations

Lin Lin, Ze Xu, Lexing Ying

Phonon calculations based on first principle electronic structure theory, such as the Kohn-Sham density functional theory, have wide applications in physics, chemistry and material…

cs.LG2022

Bayesian regularization of empirical MDPs

Samarth Gupta, Daniel N. Hill, Lexing Ying +1

In most applications of model-based Markov decision processes, the parameters for the unknown underlying model are often estimated from the empirical data. Due to noise, the policy…

math.NA2018

Sparsifying preconditioner for the time-harmonic Maxwell's equations

Fei Liu, Lexing Ying

This paper presents the sparsifying preconditioner for the time-harmonic Maxwell's equations in the integral formulation. Following the work on sparsifying preconditioner for the L…

quant-ph2024

Quantum wave packet transforms with compact frequency support

Hongkang Ni, Lexing Ying

Different kinds of wave packet transforms are widely used for extracting multi-scale structures in signal processing tasks. This paper introduces the quantum circuit implementation…

cs.LG2022

Beyond the Quadratic Approximation: the Multiscale Structure of Neural Network Loss Landscapes

Chao Ma, Daniel Kunin, Lei Wu +1

A quadratic approximation of neural network loss landscapes has been extensively used to study the optimization process of these networks. Though, it usually holds in a very small…

math.OC2018

Convex relaxation approaches for strictly correlated density functional theory

Yuehaw Khoo, Lexing Ying

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxation…

math.NA2015

A Multiscale Butterfly Algorithm for Multidimensional Fourier Integral Operators

Yingzhou Li, Haizhao Yang, Lexing Ying

This paper presents an efficient multiscale butterfly algorithm for computing Fourier integral operators (FIOs) of the form $(\mathcal{L} f)(x) = \int_{R^d}a(x,ξ) e^{2πıΦ(x,ξ)…

math.NA2015

Multidimensional Butterfly Factorization

Yingzhou Li, Haizhao Yang, Lexing Ying

This paper introduces the multidimensional butterfly factorization as a data-sparse representation of multidimensional kernel matrices that satisfy the complementary low-rank prope…

cs.LG2024

Multi-Objective Optimization via Wasserstein-Fisher-Rao Gradient Flow

Yinuo Ren, Tesi Xiao, Tanmay Gangwani +4

Multi-objective optimization (MOO) aims to optimize multiple, possibly conflicting objectives with widespread applications. We introduce a novel interacting particle method for MOO…

cs.LG2021

Why resampling outperforms reweighting for correcting sampling bias with stochastic gradients

Jing An, Lexing Ying, Yuhua Zhu

A data set sampled from a certain population is biased if the subgroups of the population are sampled at proportions that are significantly different from their underlying proporti…

cs.LG2021

A Riemannian Mean Field Formulation for Two-layer Neural Networks with Batch Normalization

Chao Ma, Lexing Ying

The training dynamics of two-layer neural networks with batch normalization (BN) is studied. It is written as the training dynamics of a neural network without BN on a Riemannian m…

math.NA2017

Distributed-memory Hierarchical Interpolative Factorization

Yingzhou Li, Lexing Ying

The hierarchical interpolative factorization (HIF) offers an efficient way for solving or preconditioning elliptic partial differential equations. By exploiting locality and low-ra…

cs.LG2022

High-dimensional density estimation with tensorizing flow

Yinuo Ren, Hongli Zhao, Yuehaw Khoo +1

We propose the tensorizing flow method for estimating high-dimensional probability density functions from the observed data. The method is based on tensor-train and flow-based gene…

math.NA2015

Sparsifying preconditioner for soliton calculations

Jianfeng Lu, Lexing Ying

We develop a robust and efficient method for soliton calculations for nonlinear Schrödinger equations. The method is based on the recently developed sparsifying preconditioner com…

quant-ph2026

Sketch Tomography: Hybridizing Classical Shadow and Matrix Product State

Xun Tang, Haoxuan Chen, Yuehaw Khoo +1

We introduce Sketch Tomography, an efficient procedure for quantum state tomography based on the classical shadow protocol used for quantum observable estimations. The procedure ap…

quant-ph2024

Fast Phase Factor Finding for Quantum Signal Processing

Hongkang Ni, Lexing Ying

This paper presents two efficient and stable algorithms for recovering phase factors in quantum signal processing (QSP), a crucial component of many quantum algorithms. The first a…

cs.LG2024

Understanding the Generalization Benefits of Late Learning Rate Decay

Yinuo Ren, Chao Ma, Lexing Ying

Why do neural networks trained with large learning rates for a longer time often lead to better generalization? In this paper, we delve into this question by examining the relation…

math.NA2024

Solving high-dimensional Kolmogorov backward equations with functional hierarchical tensor operators

Xun Tang, Leah Collis, Lexing Ying

Solving high-dimensional partial differential equations necessitates methods free of exponential scaling in the dimension of the problem. This work introduces a tensor network appr…

math.NA2024

A perturbative analysis for noisy spectral estimation

Lexing Ying

Spectral estimation is a fundamental task in signal processing. Recent algorithms in quantum phase estimation are concerned with the large noise, large frequency regime of the spec…

math.NA2022

Double Flip Move for Ising Models with Mixed Boundary Conditions

Lexing Ying

This note introduces the double flip move for accelerating the Swendsen-Wang algorithm for Ising models with mixed boundary conditions below the critical temperature. The double fl…

math.NA2022

Pole recovery from noisy data on imaginary axis

Lexing Ying

This note proposes an algorithm for identifying the poles and residues of a meromorphic function from its noisy values on the imaginary axis. The algorithm uses Möbius transform a…

math.NA2025

Sparse free deconvolution under unknown noise level via eigenmatrix

Lexing Ying

This note considers the spectral estimation problems of sparse spectral measures under unknown noise levels. The main technical tool is the eigenmatrix method for solving unstructu…

math.OC2024

Accelerating Sinkhorn Algorithm with Sparse Newton Iterations

Xun Tang, Michael Shavlovsky, Holakou Rahmanian +4

Computing the optimal transport distance between statistical distributions is a fundamental task in machine learning. One remarkable recent advancement is entropic regularization a…

stat.ML2020

A Mean-field Analysis of Deep ResNet and Beyond: Towards Provable Optimization Via Overparameterization From Depth

Yiping Lu, Chao Ma, Yulong Lu +2

Training deep neural networks with stochastic gradient descent (SGD) can often achieve zero training loss on real-world tasks although the optimization landscape is known to be hig…

math.NA2019

A multiscale neural network based on hierarchical nested bases

Yuwei Fan, Jordi Feliu-Faba, Lin Lin +2

In recent years, deep learning has led to impressive results in many fields. In this paper, we introduce a multi-scale artificial neural network for high-dimensional non-linear map…

math.NA2018

Solving parametric PDE problems with artificial neural networks

Yuehaw Khoo, Jianfeng Lu, Lexing Ying

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modeled into the equations as random…

math.NA2025

Solving high-dimensional Hamilton-Jacobi-Bellman equation with functional hierarchical tensor

Xun Tang, Nan Sheng, Lexing Ying

This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting…

math.NA2020

A Sharp Convergence Rate for the Asynchronous Stochastic Gradient Descent

Yuhua Zhu, Lexing Ying

We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic…

math.NA2010

Fast construction of hierarchical matrix representation from matrix-vector multiplication

Lin Lin, Jianfeng Lu, Lexing Ying

We develop a hierarchical matrix construction algorithm using matrix-vector multiplications, based on the randomized singular value decomposition of low-rank matrices. The algorith…

math.NA2021

An efficient dynamical low-rank algorithm for the Boltzmann-BGK equation close to the compressible viscous flow regime

Lukas Einkemmer, Jingwei Hu, Lexing Ying

It has recently been demonstrated that dynamical low-rank algorithms can provide robust and efficient approximation to a range of kinetic equations. This is true especially if the…

cs.LG2021

On Linear Stability of SGD and Input-Smoothness of Neural Networks

Chao Ma, Lexing Ying

The multiplicative structure of parameters and input data in the first layer of neural networks is explored to build connection between the landscape of the loss function with resp…

math.NA2020

Distributed-memory -matrix Algebra I: Data Distribution and Matrix-vector Multiplication

Yingzhou Li, Jack Poulson, Lexing Ying

We introduce a data distribution scheme for -matrices and a distributed-memory algorithm for -matrix-vector multiplication. Our data distribution scheme a…

cs.GT2022

Provably convergent quasistatic dynamics for mean-field two-player zero-sum games

Chao Ma, Lexing Ying

In this paper, we study the problem of finding mixed Nash equilibrium for mean-field two-player zero-sum games. Solving this problem requires optimizing over two probability distri…

math.NA2015

A technique for updating hierarchical skeletonization-based factorizations of integral operators

Victor Minden, Anil Damle, Kenneth L. Ho +1

We present a method for updating certain hierarchical factorizations for solving linear integral equations with elliptic kernels. In particular, given a factorization corresponding…

math.NA2021

A Simple Multiscale Method for Mean Field Games

Haoya Li, Yuwei Fan, Lexing Ying

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initia…

math.OC2020

Mirror Descent Algorithms for Minimizing Interacting Free Energy

Lexing Ying

This note considers the problem of minimizing interacting free energy. Motivated by the mirror descent algorithm, for a given interacting free energy, we propose a descent dynamics…

math.NA2013

A parallel butterfly algorithm

Jack Poulson, Laurent Demanet, Nicholas Maxwell +1

The butterfly algorithm is a fast algorithm which approximately evaluates a discrete analogue of the integral transform \int K(x,y) g(y) dy at large numbers of target points when t…

cs.LG2021

How to Learn when Data Gradually Reacts to Your Model

Zachary Izzo, James Zou, Lexing Ying

A recent line of work has focused on training machine learning (ML) models in the performative setting, i.e. when the data distribution reacts to the deployed model. The goal in th…

stat.ME2022

Correcting Convexity Bias in Function and Functional Estimate

Chao Ma, Lexing Ying

A general framework with a series of different methods is proposed to improve the estimate of convex function (or functional) values when only noisy observations of the true input…

cs.LG2021

How to Learn when Data Reacts to Your Model: Performative Gradient Descent

Zachary Izzo, Lexing Ying, James Zou

Performative distribution shift captures the setting where the choice of which ML model is deployed changes the data distribution. For example, a bank which uses the number of open…

math.OC2023

Continuous-in-time Limit for Bayesian Bandits

Yuhua Zhu, Zachary Izzo, Lexing Ying

This paper revisits the bandit problem in the Bayesian setting. The Bayesian approach formulates the bandit problem as an optimization problem, and the goal is to find the optimal…

math.NA2022

Analytic continuation from limited noisy Matsubara data

Lexing Ying

This note proposes a new algorithm for estimating spectral function from limited noisy Matsubara data. We consider both the molecule and condensed matter cases. In each case, the a…

math.NA2025

Initialization and training of matrix product state probabilistic models

Xun Tang, Yuehaw Khoo, Lexing Ying

Modeling probability distributions via the wave function of a quantum state is central to quantum-inspired generative modeling and quantum state tomography (QST). We investigate a…

math.ST2022

Operator Shifting for Noisy Elliptic Systems

Philip A. Etter, Lexing Ying

In the computational sciences, one must often estimate model parameters from data subject to noise and uncertainty, leading to inaccurate results. In order to improve the accuracy…