Related papers: Improved Approximation Guarantees for Sublinear-Ti…
In this paper, we investigate the butterfly factorization problem, i.e., the problem of approximating a matrix by a product of sparse and structured factors. We propose a new formal mathematical description of such factors, that encompasses…
We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…
Fourier extensions have been shown to be an effective means for the approximation of smooth, nonperiodic functions on bounded intervals given their values on an equispaced, or in general, scattered grid. Related to this method are two…
To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…
We present an algorithm for approximating semidefinite programs with running time that is sublinear in the number of entries in the semidefinite instance. We also present lower bounds that show our algorithm to have a nearly optimal running…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…
We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…
We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…
The subspace approximation problem Subspace($k$,$p$) asks for a $k$-dimensional linear subspace that fits a given set of points optimally, where the error for fitting is a generalization of the least squares fit and uses the $\ell_{p}$ norm…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation. Although the best subset section has been widely regarded as the Holy Grail of problems of this type,…
We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…
A conditional sampling oracle for a probability distribution D returns samples from the conditional distribution of D restricted to a specified subset of the domain. A recent line of work (Chakraborty et al. 2013 and Cannone et al. 2014)…
Given a finite metric space $(X\cup Y, \mathbf{d})$ the $k$-median problem is to find a set of $k$ centers $C\subseteq Y$ that minimizes $\sum_{p\in X} \min_{c\in C} \mathbf{d}(p,c)$. In general metrics, the best polynomial time algorithm…
In this paper, we introduce a variant of spectral sparsification, called probabilistic $(\varepsilon,\delta)$-spectral sparsification. Roughly speaking, it preserves the cut value of any cut $(S,S^{c})$ with an $1\pm\varepsilon$…
This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…
We investigate a modified split-step Fourier method (SSFM) by including low-pass filters in the linear steps. This method can simultaneously achieve a higher simulation accuracy and a slightly reduced complexity.
We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…
We prove that the size of the sparsest directed k-spanner of a graph can be approximated in polynomial time to within a factor of $\tilde{O}(\sqrt{n})$, for all k >= 3. This improves the $\tilde{O}(n^{2/3})$-approximation recently shown by…
Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…