Related papers: On Approximating the Lp Distances for p>2
Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…
Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…
In this work, we study distance metric learning (DML) for high dimensional data. A typical approach for DML with high dimensional data is to perform the dimensionality reduction first before learning the distance metric. The main…
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression…
Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…
Motivated by the Bures distance, we introduce a new family of distances, \emph{relative translation invariant Wasserstein distances}, denoted by $RW_p$, as an extension of the classical Wasserstein distances $W_p$ for $p \in [1, +\infty)$.…
The problem of finding the distance from a given $n \times n$ matrix polynomial of degree $k$ to the set of matrix polynomials having the elementary divisor $(\lambda-\lambda_0)^j, \, j \geqslant r,$ for a fixed scalar $\lambda_0$ and $2…
We describe MPSE: a Multi-Perspective Simultaneous Embedding method for visualizing high-dimensional data, based on multiple pairwise distances between the data points. Specifically, MPSE computes positions for the points in 3D and provides…
We analyze a random projection method for adjacency matrices, studying its utility in representing sparse graphs. We show that these random projections retain the functionality of their underlying adjacency matrices while having extra…
We present a new general method for performing basic arithmetic in the finite field~$\mathbb{F}_p$ for any prime $p>2$ by using traditional binary operations over~$\mathbb{F}_2$. Our new approach is efficient and competitive with current…
We investigate the use of Minimax distances to extract in a nonparametric way the features that capture the unknown underlying patterns and structures in the data. We develop a general-purpose and computationally efficient framework to…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a…
This report presents a new, algorithmic approach to the distributions of the distance between two points distributed uniformly at random in various polygons, based on the extended Kinematic Measure (KM) from integral geometry. We first…
Starting with a similarity function between objects, it is possible to define a distance metric on pairs of objects, and more generally on probability distributions over them. These distance metrics have a deep basis in functional analysis,…
We design efficient distance approximation algorithms for several classes of structured high-dimensional distributions. Specifically, we show algorithms for the following problems: - Given sample access to two Bayesian networks $P_1$ and…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…