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This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

We study the asymptotic error of score-based diffusion model sampling in large-sample scenarios from a non-parametric statistics perspective. We show that a kernel-based score estimator achieves an optimal mean square error of…

Statistics Theory · Mathematics 2024-07-25 Kaihong Zhang , Caitlyn H. Yin , Feng Liang , Jingbo Liu

The classical Perceptron algorithm of Rosenblatt can be used to find a linear threshold function to correctly classify $n$ linearly separable data points, assuming the classes are separated by some margin $\gamma > 0$. A foundational result…

Machine Learning · Computer Science 2022-10-19 Guanghui Wang , Rafael Hanashiro , Etash Guha , Jacob Abernethy

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

Building on recent studies of large-dimensional kernel regression, particularly those involving inner product kernels on the sphere $\mathbb{S}^{d}$, we investigate the Pinsker bound for inner product kernel regression in such settings.…

Statistics Theory · Mathematics 2025-06-05 Weihao Lu , Jialin Ding , Haobo Zhang , Qian Lin

We revisit a classical problem in numerical linear algebra: given an $k$-dimensional subspace $\mathcal{Q}$ that approximates the leading eigenspace of an $n\times n$ positive semi-definite matrix $A$, the goal is to extract high-accuracy…

Numerical Analysis · Mathematics 2026-05-07 Yuji Nakatsukasa , Zheng Tang

In supervised learning using kernel methods, we often encounter a large-scale finite-sum minimization over a reproducing kernel Hilbert space (RKHS). Large-scale finite-sum problems can be solved using efficient variants of Newton method,…

Machine Learning · Computer Science 2022-06-07 Ting-Jui Chang , Shahin Shahrampour

The kernel-based method has been successfully applied in linear system identification using stable kernel designs. From a Gaussian process perspective, it automatically provides probabilistic error bounds for the identified models from the…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Roy S. Smith

We consider a general model for representing and manipulating parametric curves, in which a curve is specified by a black box mapping a parameter value between 0 and 1 to a point in Euclidean d-space. In this model, we consider the…

Computational Geometry · Computer Science 2007-05-23 Ilya Baran , Erik D. Demaine

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko

We investigate strategies for reaching the ultimate limit on the precision of frequency estimation when the number of probes used in each run of the experiment is fixed. That limit is set by the quantum Cram\'er-Rao bound (QCRB), which…

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

Data Structures and Algorithms · Computer Science 2012-10-23 Eric Price , David P. Woodruff

For dynamical systems with a non hyperbolic equilibrium, it is possible to significantly simplify the study of stability by means of the center manifold theory. This theory allows to isolate the complicated asymptotic behavior of the system…

Numerical Analysis · Mathematics 2021-09-22 Bernard Haasdonk , Boumediene Hamzi , Gabriele Santin , Dominik Wittwar

Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability…

Machine Learning · Computer Science 2017-11-28 Bharath Bhushan Damodaran , Nicolas Courty , Philippe-Henri Gosselin

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

Important quantum algorithm routines allow the implementation of specific quantum operations (a.k.a. gates) by combining basic quantum circuits with an iterative structure. In this structure, the number of repetitions of the basic circuit…

Quantum Physics · Physics 2026-02-03 Clement Ronfaut , Robin Ollive , Stephane Louise

Approximating the $k$-th spectral gap $\Delta_k=|\lambda_k-\lambda_{k+1}|$ and the corresponding midpoint $\mu_k=\frac{\lambda_k+\lambda_{k+1}}{2}$ of an $N\times N$ Hermitian matrix with eigenvalues…

Quantum Physics · Physics 2026-05-12 Almudena Carrera Vazquez , Aleksandros Sobczyk

Kernel ridge regression (KRR) is a popular class of machine learning models that has become an important tool for understanding deep learning. Much of the focus thus far has been on studying the proportional asymptotic regime, $n \asymp d$,…

Machine Learning · Statistics 2025-10-07 Parthe Pandit , Zhichao Wang , Yizhe Zhu

Kernel methods are an extremely popular set of techniques used for many important machine learning and data analysis applications. In addition to having good practical performances, these methods are supported by a well-developed theory.…

Machine Learning · Statistics 2015-04-23 Shiva Prasad Kasiviswanathan , Mark Rudelson

The CUR matrix decomposition is an important extension of Nystr\"{o}m approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR…

Machine Learning · Computer Science 2012-10-05 Shusen Wang , Zhihua Zhang , Jian Li