Decay properties of spectral projectors with applications to electronic structure

Motivated by applications in quantum chemistry and solid state physics, we apply general results from approximation theory and matrix analysis to the study of the decay properties of spectral projectors associated with large and sparse Hermitian matrices. Our theory leads to a rigorous proof of the exponential off-diagonal decay ("nearsightedness") for the density matrix of gapped systems at zero electronic temperature in both orthogonal and non-orthogonal representations, thus providing a firm theoretical basis for the possibility of linear scaling methods in electronic structure calculations for non-metallic systems. We further discuss the case of density matrices for metallic systems at positive electronic temperature. A few other possible applications are also discussed.Comment: 63 pages, 13 figure

From spline wavelet to sampling theory on circulant graphs and beyond– conceiving sparsity in graph signal processing

Graph Signal Processing (GSP), as the field concerned with the extension of classical signal processing concepts to the graph domain, is still at the beginning on the path toward providing a generalized theory of signal processing. As such, this thesis aspires to conceive the theory of sparse representations on graphs by traversing the cornerstones of wavelet and sampling theory on graphs. Beginning with the novel topic of graph spline wavelet theory, we introduce families of spline and e-spline wavelets, and associated filterbanks on circulant graphs, which lever- age an inherent vanishing moment property of circulant graph Laplacian matrices (and their parameterized generalizations), for the reproduction and annihilation of (exponen- tial) polynomial signals. Further, these families are shown to provide a stepping stone to generalized graph wavelet designs with adaptive (annihilation) properties. Circulant graphs, which serve as building blocks, facilitate intuitively equivalent signal processing concepts and operations, such that insights can be leveraged for and extended to more complex scenarios, including arbitrary undirected graphs, time-varying graphs, as well as associated signals with space- and time-variant properties, all the while retaining the focus on inducing sparse representations. Further, we shift from sparsity-inducing to sparsity-leveraging theory and present a novel sampling and graph coarsening framework for (wavelet-)sparse graph signals, inspired by Finite Rate of Innovation (FRI) theory and directly building upon (graph) spline wavelet theory. At its core, the introduced Graph-FRI-framework states that any K-sparse signal residing on the vertices of a circulant graph can be sampled and perfectly reconstructed from its dimensionality-reduced graph spectral representation of minimum size 2K, while the structure of an associated coarsened graph is simultaneously inferred. Extensions to arbitrary graphs can be enforced via suitable approximation schemes. Eventually, gained insights are unified in a graph-based image approximation framework which further leverages graph partitioning and re-labelling techniques for a maximally sparse graph wavelet representation.Open Acces

Entropy of Overcomplete Kernel Dictionaries

In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the orthogonality condition of the atoms, yielding overcomplete dictionaries with an extended number of atoms. More generally than the linear decomposition, overcomplete kernel dictionaries provide an elegant nonlinear extension by defining the atoms through a mapping kernel function (e.g., the gaussian kernel). Models based on such kernel dictionaries are used in neural networks, gaussian processes and online learning with kernels. The quality of an overcomplete dictionary is evaluated with a diversity measure the distance, the approximation, the coherence and the Babel measures. In this paper, we develop a framework to examine overcomplete kernel dictionaries with the entropy from information theory. Indeed, a higher value of the entropy is associated to a further uniform spread of the atoms over the space. For each of the aforementioned diversity measures, we derive lower bounds on the entropy. Several definitions of the entropy are examined, with an extensive analysis in both the input space and the mapped feature space.Comment: 10 page

Dynamic financial processes identification using sparse regressive reservoir computers

In this document, we present key findings in structured matrix approximation theory, with applications to the regressive representation of dynamic financial processes. Initially, we explore a comprehensive approach involving generic nonlinear time delay embedding for time series data extracted from a financial or economic system under examination. Subsequently, we employ sparse least-squares and structured matrix approximation methods to discern approximate representations of the output coupling matrices. These representations play a pivotal role in establishing the regressive models corresponding to the recursive structures inherent in a given financial system. The document further introduces prototypical algorithms that leverage the aforementioned techniques. These algorithms are demonstrated through applications in approximate identification and predictive simulation of dynamic financial and economic processes, encompassing scenarios that may or may not exhibit chaotic behavior.Comment: The content of this publication represents the opinion of the researchers affiliated with the Department of Statistics and Research, but not the official opinion of the CNB

Greed is good: algorithmic results for sparse approximation

This article presents new results on using a greedy algorithm, orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries. It provides a sufficient condition under which both OMP and Donoho's basis pursuit (BP) paradigm can recover the optimal representation of an exactly sparse signal. It leverages this theory to show that both OMP and BP succeed for every sparse input signal from a wide class of dictionaries. These quasi-incoherent dictionaries offer a natural generalization of incoherent dictionaries, and the cumulative coherence function is introduced to quantify the level of incoherence. This analysis unifies all the recent results on BP and extends them to OMP. Furthermore, the paper develops a sufficient condition under which OMP can identify atoms from an optimal approximation of a nonsparse signal. From there, it argues that OMP is an approximation algorithm for the sparse problem over a quasi-incoherent dictionary. That is, for every input signal, OMP calculates a sparse approximant whose error is only a small factor worse than the minimal error that can be attained with the same number of terms

Computational Methods for Sparse Solution of Linear Inverse Problems

The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a plethora of applications