Yuya Suzuki

Yoshihito Kazashi, Yuya Suzuki, Takashi Goda

Optimality of several quasi-Monte Carlo methods and suboptimality of the sparse-grid quadrature based on the univariate Gauss--Hermite rule is proved in the Sobolev spaces of mixed dominating smoothness of order $α$, where the optimality is in the sense of worst-case convergence rate. For sparse-grid Gauss--Hermite quadrature, lower and upper bounds are established, with rates coinciding up to a logarithmic factor. The dominant rate is found to be only $N^{-α/2}$ with $N$ function evaluations, although the optimal rate is known to be $N^{-α}(\ln N)^{(d-1)/2}$. The lower bound is obtained by exploiting the structure of the Gauss--Hermite nodes and is independent of the quadrature weights; consequently, no modification of the weights can improve the rate $N^{-α/2}$. In contrast, several quasi-Monte Carlo methods with a change of variables are shown to achieve the optimal rate, some up to, and one including, the logarithmic factor.

Yuya Suzuki, Toni Karvonen

This paper studies function approximation in Gaussian Sobolev spaces over the real line and measures the error in a Gaussian-weighted $L^p$-norm. We construct two linear approximation algorithms using $n$ function evaluations that achieve the optimal or almost optimal rate of worst-case convergence in a Gaussian Sobolev space of order $α$. The first algorithm is based on scaled trigonometric interpolation and achieves the optimal rate $n^{-α}$ up to a logarithmic factor. This algorithm can be constructed in almost-linear time with the fast Fourier transform. The second algorithm is more complicated, being based on spline smoothing, but attains the optimal rate $n^{-α}$.

Nuutti Hyvönen, Yuya Suzuki

This work studies numerical integration by the Möbius-transformed trapezoidal rule, which combines the classical trapezoidal rule with a change of variables induced by a Möbius transformation that maps the unit circle onto the real line. It is shown that this method achieves the optimal convergence rate for a polynomially weighted integral over the real line if the integrand lives in a related polynomially weighted Sobolev space with positive integer smoothness index. This result can also be generalized in a slightly weaker form for fractional smoothness indices via complex interpolation of function spaces. The algorithm only requires pointwise evaluations of the weight and the target integrand at prescribed nodes that do not depend on the integrand and weight in question. The established theoretical convergence rates are verified by numerical experiments.

Chuntao Chen, Tapio Helin, Nuutti Hyvönen et al.

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the differential entropy of the likelihood is either independent of the design or can be evaluated explicitly. This reduces the problem to maximum entropy estimation, alleviating several challenges inherent in expected information gain computation. Our study is motivated by large-scale inference problems, such as inverse problems, where the computational cost is dominated by expensive likelihood evaluations. We propose a computational approach in which the evidence density is approximated by a Monte Carlo or quasi-Monte Carlo surrogate, while the differential entropy is evaluated using standard methods without additional likelihood evaluations. We prove that this strategy achieves convergence rates that are comparable to, or better than, state-of-the-art methods for full expected information gain estimation, particularly when the cost of entropy evaluation is negligible. Moreover, our approach relies only on mild smoothness of the forward map and avoids stronger technical assumptions required in earlier work. We also present numerical experiments, which confirm our theoretical findings.

Nobuhiro Ito, Yuya Suzuki, Akiko Aizawa

Automation services for complex business processes usually require a high level of information technology literacy. There is a strong demand for a smartly assisted process automation (IPA: intelligent process automation) service that enables even general users to easily use advanced automation. A natural language interface for such automation is expected as an elemental technology for the IPA realization. The workflow targeted by IPA is generally composed of a combination of multiple tasks. However, semantic parsing, one of the natural language processing methods, for such complex workflows has not yet been fully studied. The reasons are that (1) the formal expression and grammar of the workflow required for semantic analysis have not been sufficiently examined and (2) the dataset of the workflow formal expression with its corresponding natural language description required for learning workflow semantics did not exist. This paper defines a new grammar for complex workflows with chaining machine-executable meaning representations for semantic parsing. The representations are at a high abstraction level. Additionally, an approach to creating datasets is proposed based on this grammar.

Yuya Suzuki, Dirk Nuyens

In this paper, we propose a numerical method to approximate the solution of the time-dependent Schrödinger equation with periodic boundary condition in a high-dimensional setting. We discretize space by using the Fourier pseudo-spectral method on rank-$1$ lattice points, and then discretize time by using a higher-order exponential operator splitting method. In this scheme the convergence rate of the time discretization depends on properties of the spatial discretization. We prove that the proposed method, using rank-$1$ lattice points in space, allows to obtain higher-order time convergence, and, additionally, that the necessary condition on the space discretization can be independent of the problem dimension $d$. We illustrate our method by numerical results from 2 to 8 dimensions which show that such higher-order convergence can really be obtained in practice.