Related papers: Linearly scaling direct method for accurately inve…
This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…
We propose a novel approach to iterated sparse matrix dense matrix multiplication, a fundamental computational kernel in scientific computing and graph neural network training. In cases where matrix sizes exceed the memory of a single…
We revisit the asymptotic analysis of probabilistic construction of adjacency matrices of expander graphs proposed in [4]. With better bounds we derived a new reduced sample complexity for the number of nonzeros per column of these…
$k$-diagonal circulant matrices and cyclic banded matrices are widely used in numerical simulations and signal processing of circular linear systems. Algorithms that directly involve or specify linear or quadratic complexity for the…
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…
We present a new approach for solving (minimum disagreement) correlation clustering that results in sublinear algorithms with highly efficient time and space complexity for this problem. In particular, we obtain the following algorithms for…
We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…
We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…
The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…
We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…
We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…
Many applications concern sparse signals, for example, detecting anomalies from the differences between consecutive images taken by surveillance cameras. This paper focuses on the problem of recovering a K-sparse signal x in N dimensions.…
Multiplication of a sparse matrix with another (dense or sparse) matrix is a fundamental operation that captures the computational patterns of many data science applications, including but not limited to graph algorithms, sparsely connected…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
Inverse imaging problems that are ill-posed can be encountered across multiple domains of science and technology, ranging from medical diagnosis to astronomical studies. To reconstruct images from incomplete and distorted data, it is…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…
We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…
Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…
A fundamental question that shrouds the emergence of massively parallel computing (MPC) platforms is how can the additional power of the MPC paradigm be leveraged to achieve faster algorithms compared to classical parallel models such as…