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Title: Stochastic Gradient Langevin Dynamics with Variance Reduction
Sketching is a stochastic dimension reduction method that preserves geometric structures of data and has applications in high-dimensional regression, low rank approximation and graph sparsification. In this work, we show that sketching can be used to compress simulation data and still accurately estimate time autocorrelation and power spectral density. For a given compression ratio, the accuracy is much higher than using previously known methods. In addition to providing theoretical guarantees, we apply sketching to a molecular dynamics simulation of methanol and find that the estimate of spectral density is 90% accurate using only 10% of the data.  more » « less
Award ID(s):
1819251
PAR ID:
10284268
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Proceedings of International Joint Conference on Neural Networks
ISSN:
2161-4407
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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