arXiv subjects

Robert J. Webber

Publications and source records attributed to Robert J. Webber.

At least 19 recordsLinked to original sources

arXiv2026

Markov state models revisited: Principles and algorithms for unbiased observables

Markov state models (MSMs) have become ubiquitous tools for analyzing molecular dynamics (MD) simulations because of their simple, powerful premise: although complete MD sampling may be impossible, the MSM can "stitch together" transition probabilities derived from local sampling to provide a global picture of kinetics and mechanisms. In the standard MSM framework, the available MD data is organized into a single transition matrix, which is then used to estimate all observables at a lag time chosen so the coarse-grained dynamics are approximately Markovian. This approach leads to avoidable model bias and motivates long lag times that obscure short-timescale processes of interest. In contrast, this paper shows how to obtain unbiased coarse-grained observables at any fixed lag time and for any fixed coarse-graining in the limit of infinite, properly weighted data. The central idea is to replace the single-matrix framework with two transition matrices -- one representing equilibrium dynamics and another representing source-sink recycling dynamics -- and use the correct matrix or matrices to estimate the matched dynamical observables.

cond-mat.stat-mech↗

arXiv2026

Sharp analysis of sketched least squares and randomized low-rank approximation

Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform computations on the compressed matrix to save computational cost. This paper asks, what is the optimal random embedding in these algorithms? Also, what is the sharpest possible error bound for the optimal embedding? The paper proves that a random orthonormal matrix is minimax optimal for the sketch-and-solve algorithm while any rotation-invariant embedding is minimax optimal for the randomized SVD. Following these results, the paper obtains the best possible error bounds for sketched least-squares and the randomized SVD. Last, empirical experiments provide evidence of universality phenomena, in which several random embeddings lead to similar accuracy to the optimal embeddings in practice.

math.NA↗

arXiv2026

RiteWeight: Randomized Iterative Trajectory Reweighting for Steady-State Distributions Without Discretization Error

A significant challenge in molecular dynamics (MD) simulations is ensuring that sampled configurations converge to the equilibrium or nonequilibrium stationary distribution of interest. Lack of convergence constrains the estimation of free energies, rates, and mechanisms of complex molecular events. Here, we introduce the "Randomized ITErative trajectory reWeighting" (RiteWeight) algorithm to estimate a stationary distribution from unconverged simulation data. This method iteratively reweights trajectory segments in a self-consistent way by solving for the stationary distribution of a Markov state model (MSM), updating segment weights, and employing a new random clustering in each iteration. The iterative random clustering mitigates the phase-space discretization error inherent in existing trajectory reweighting techniques and yields quasi-continuous configuration-space distributions. We present mathematical analysis of the algorithm's fixed points as well as empirical validation using both synthetic MD Trp-cage trajectories, for which the stationary solution is exactly calculable, and standard atomistic MD Trp-cage trajectories extracted from a long reference simulation. In both test systems, we find that RiteWeight corrects flawed distributions and generates accurate observables for equilibrium and nonequilibrium steady states. The results highlight the value of correcting the underlying trajectory distribution rather than using a standard MSM

physics.comp-ph↗

arXiv2026

Everything is Vecchia: Unifying low-rank and sparse inverse Cholesky approximations

The partial pivoted Cholesky approximation accurately represents matrices that are close to being low-rank. Meanwhile, the Vecchia approximation accurately represents matrices with inverse Cholesky factors that are close to being sparse. What happens if a partial Cholesky approximation is combined with a Vecchia approximation of the residual? This paper shows how the sum is exactly a Vecchia approximation of the original matrix with an augmented sparsity pattern. Thus, Vecchia approximations subsume a class of existing matrix approximations and have broad applicability.

math.NA↗

arXiv2026

Reducing Weighted Ensemble Variance With Optimal Trajectory Management

Weighted ensemble (WE) is an enhanced path-sampling method that is conceptually simple, widely applicable, and statistically exact. In a WE simulation, an ensemble of trajectories is periodically pruned or replicated to enhance sampling of rare transitions and improve estimation of mean first passage times (MFPTs). However, poor choices of the parameters governing pruning and replication can lead to high-variance MFPT estimates. Our previous work [J. Chem. Phys. 158, 014108 (2023)] presented an optimal WE parameterization strategy and applied it in low-dimensional example systems. The strategy harnesses estimated local MFPTs from different initial configurations to a single target state. In the present work, we apply the optimal parameterization strategy to more challenging, high-dimensional molecular models, namely, synthetic molecular dynamics (MD) models of Trp-cage folding and unfolding, as well as atomistic MD models of NTL9 folding in high-friction and low-friction continuum solvents. In each system we use WE to estimate the MFPT for folding or unfolding events. We show that the optimal parameterization reduces the variance of MFPT estimates in three of four systems, with dramatic improvement in the most challenging atomistic system. Overall, the parameterization strategy improves the accuracy and reliability of WE estimates for the kinetics of biophysical processes.

physics.chem-ph↗

arXiv2026

Linear Systems and Eigenvalue Problems: Open Questions from a Simons Workshop

This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was organized at the Simons Institute for the Theory of Computing program on Complexity and Linear Algebra in Fall 2025. The complexity and numerical solution of linear algebra problems is a crosscutting area between theoretical computer science and numerical analysis. The value of the particular problem formulations here is that they were produced via discussions between researchers from both groups. The open questions are organized in five categories: iterative solvers for linear systems, eigenvalue computation, low-rank approximation, randomized sketching, and other areas including tensors, quantum systems, and matrix functions. (Updated to reflect the status of the open problems as of August 20, 2026.)

math.NA↗

arXiv2026

Keep the beat going: Automatic drum transcription with momentum

How can we process a piece of recorded music to detect and visualize the onset of each instrument? A simple, interpretable approach is based on partially fixed nonnegative matrix factorization (NMF). Yet despite the method's simplicity, partially fixed NMF is challenging to apply because the associated optimization problem is high-dimensional and non-convex. This paper explores two optimization approaches that preserve the nonnegative structure, including a multiplicative update rule and projected gradient descent with momentum. These techniques are derived from the previous literature, but they have not been fully developed for partially fixed NMF before now. Results indicate that projected gradient descent with momentum leads to the higher accuracy among the two methods, and it satisfies stronger local convergence guarantees.

math.NA↗

arXiv2025

Variational Markov chain mixtures with automatic component selection

Markov state modeling has gained popularity in various scientific fields since it reduces complex time-series data sets into transitions between a few states. Yet common Markov state modeling frameworks assume a single Markov chain describes the data, so they suffer from an inability to discern heterogeneities. As an alternative, this paper models time-series data using a mixture of Markov chains, and it automatically determines the number of mixture components using the variational expectation-maximization algorithm.Variational EM simultaneously identifies the number of Markov chains and the dynamics of each chain without expensive model comparisons or posterior sampling. As a theoretical contribution, this paper identifies the natural limits of Markov state mixture modeling by proving a lower bound on the classification error. It then presents numerical experiments where variational EM achieves performance consistent with the theoretically optimal error scaling. The experiments are based on synthetic and observational data sets including Last.fm music listening, ultramarathon running, and gene expression. In each of the three data sets, variational EM leads to the identification of meaningful heterogeneities.

stat.ME↗

arXiv2025

Improved energies and wave function accuracy with Weighted Variational Monte Carlo

Neural network parametrizations have increasingly been used to represent the ground and excited states in variational Monte Carlo (VMC) with promising results. However, traditional VMC methods only optimize the wave function in regions of peak probability. The wave function is uncontrolled in the tails of the probability distribution, which can limit the accuracy of the trained wavefunction approximation. To improve the approximation accuracy in the probability tails, this paper interprets VMC as a gradient flow in the space of wave functions, followed by a projection step. From this perspective, arbitrary probability distributions can be used in the projection step, allowing the user to prioritize accuracy in different regions of state space. Motivated by this theoretical perspective, the paper tests a new weighted VMC method on the antiferromagnetic Heisenberg model for a periodic spin chain. Compared to traditional VMC, weighted VMC reduces the error in the ground state energy by a factor of 2 and it reduces the errors in the local energies away from the mode by large factors of $10^2$--$10^4$.

physics.comp-ph↗

arXiv2025

Randomly sparsified Richardson iteration: A dimension-independent sparse linear solver

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times 10^{108}$. So far, a complete mathematical explanation for their success has proven elusive. The family of methods has not yet been extended to the important case of linear system solves. In this paper we propose a new scheme based on repeated random sparsification that is capable of solving sparse linear systems in arbitrarily high dimensions. We provide a complete mathematical analysis of this new algorithm. Our analysis establishes a faster-than-Monte Carlo convergence rate and justifies use of the scheme even when the solution vector itself is too large to store.

math.NA↗

arXiv2025

Randomized Kaczmarz with tail averaging

The randomized Kaczmarz (RK) method is a well-known approach for solving linear least-squares problems with a large number of rows. RK accesses and processes just one row at a time, leading to exponentially fast convergence for consistent linear systems. However, RK fails to converge to the least-squares solution for inconsistent systems. This work presents a simple fix: average the RK iterates produced in the tail part of the algorithm. The proposed tail-averaged randomized Kaczmarz (TARK) converges for both consistent and inconsistent least-squares problems at a polynomial rate, which is known to be optimal for any row-access method. An extension of TARK also leads to efficient solutions for ridge-regularized least-squares problems.

math.NA↗

arXiv2025

Embrace rejection: Kernel matrix approximation by accelerated randomly pivoted Cholesky

Randomly pivoted Cholesky (RPCholesky) is an algorithm for constructing a low-rank approximation of a positive-semidefinite matrix using a small number of columns. This paper develops an accelerated version of RPCholesky that employs block matrix computations and rejection sampling to efficiently simulate the execution of the original algorithm. For the task of approximating a kernel matrix, the accelerated algorithm can run over $40\times$ faster. The paper contains implementation details, theoretical guarantees, experiments on benchmark data sets, and an application to computational chemistry.

math.NA↗

arXiv2024

Randomly pivoted Cholesky: Practical approximation of a kernel matrix with few entry evaluations

The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k + 1) N entry evaluations and O(k^2 N) additional arithmetic operations, and it can be implemented with just a few lines of code. The method is particularly useful for approximating a kernel matrix. This paper offers a thorough new investigation of the empirical and theoretical behavior of this fundamental algorithm. For matrix approximation problems that arise in scientific machine learning, experiments show that RPCholesky matches or beats the performance of alternative algorithms. Moreover, RPCholesky provably returns low-rank approximations that are nearly optimal. The simplicity, effectiveness, and robustness of RPCholesky strongly support its use in scientific computing and machine learning applications.

math.NA↗

arXiv2024

Mercury's chaotic secular evolution as a subdiffusive process

Mercury's orbit can destabilize, generally resulting in a collision with either Venus or the Sun. Chaotic evolution can cause g1 to decrease to the approximately constant value of g5 and create a resonance. Previous work has approximated the variation in g1 as stochastic diffusion, which leads to a phenomological model that can reproduce the Mercury instability statistics of secular and N-body models on timescales longer than 10 Gyr. Here we show that the diffusive model underpredicts the Mercury instability probability by a factor of 3-10,000 on timescales less than 5 Gyr, the remaining lifespan of the Solar System. This is because g1 exhibits larger variations on short timescales than the diffusive model would suggest. To better model the variations on short timescales, we build a new subdiffusive phenomological model for g1. Subdiffusion is similar to diffusion but exhibits larger displacements on short timescales and smaller displacements on long timescales. We choose model parameters based on the behavior of the g1 trajectories in the N-body simulations, leading to a tuned model that can reproduce Mercury instability statistics from 1-40 Gyr. This work motivates fundamental questions in Solar System dynamics: Why does subdiffusion better approximate the variation in g1 than standard diffusion? Why is there an upper bound on g1, but not a lower bound that would prevent it from reaching g5?

astro-ph.EP↗

arXiv2024

AI can identify Solar System instability billions of years in advance

Rare event schemes require an approximation of the probability of the rare event as a function of system state. Finding an appropriate reaction coordinate is typically the most challenging aspect of applying a rare event scheme. Here we develop an artificial intelligence (AI) based reaction coordinate that effectively predicts which of a limited number of simulations of the Solar System will go unstable using a convolutional neural network classifier. The performance of the algorithm does not degrade significantly even 3.5 billion years before the instability. We overcome the class imbalance intrinsic to rare event problems using a combination of minority class oversampling, increased minority class weighting, and pulling multiple non-overlapping training sequences from simulations. Our success suggests that AI may provide a promising avenue for developing reaction coordinates without detailed theoretical knowledge of the system.

astro-ph.EP↗

arXiv2024

XTrace: Making the most of every sample in stochastic trace estimation

The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized algorithms, XTrace and XNysTrace, for the trace estimation problem by exploiting both variance reduction and the exchangeability principle. For a fixed budget of matvecs, numerical experiments show that the new methods can achieve errors that are orders of magnitude smaller than existing algorithms, such as the Girard-Hutchinson estimator or the Hutch++ estimator. A theoretical analysis confirms the benefits by offering a precise description of the performance of these algorithms as a function of the spectrum of the input matrix. The paper also develops an exchangeable estimator, XDiag, for approximating the diagonal of a square matrix using matvecs.

math.NA↗

arXiv2023

Randomized algorithms for low-rank matrix approximation: Design, analysis, and applications

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the procedures via theoretical analyses and numerical studies to highlight how the best choice of algorithm depends on spectral properties of the matrix and the computational resources available. Despite superior performance for many problems, randomized block Krylov iteration has not been widely adopted in computational science. The paper strengthens the case for this method in three ways. First, it presents new pseudocode that can significantly reduce computational costs. Second, it provides a new analysis that yields simple, precise, and informative error bounds. Last, it showcases applications to challenging scientific problems, including principal component analysis for genetic data and spectral clustering for molecular dynamics data.

math.NA↗

arXiv2023

Robust, randomized preconditioning for kernel ridge regression

We investigate preconditioned conjugate gradient methods for kernel ridge regression (KRR) problems with a moderate to large number of data points ($10^4 \leq N \leq 10^7$). We develop and analyze two randomized preconditioners with complementary guarantees. For full-data KRR, RPCholesky preconditioning requires $O(N^2)$ arithmetic operations to achieve fixed accuracy under sufficiently rapid eigenvalue decay of the kernel matrix. For restricted KRR with $k\ll N$ centers, KRILL preconditioning requires $O((N+k^2)k\log k)$ operations with no eigenvalue-decay assumption. Experiments on benchmark and scientific data sets demonstrate the robustness of both methods relative to existing preconditioners.

math.NA↗