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We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…

Information Theory · Computer Science 2013-07-25 Bubacarr Bah , Jared Tanner

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

This paper introduces a novel algorithm for transductive inference in higher-order MRFs, where the unary energies are parameterized by a variable classifier. The considered task is posed as a joint optimization problem in the continuous…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Recent work in compressed sensing theory shows that $n\times N$ independent and identically distributed (IID) sensing matrices whose entries are drawn independently from certain probability distributions guarantee exact recovery of a sparse…

Information Theory · Computer Science 2008-03-07 Florian Sebert , Leslie Ying , Yi Ming Zou

A matrix-compression algorithm is derived from a novel isogenic block decomposition for square matrices. The resulting compression and inflation operations possess strong functorial and spectral-permanence properties. The basic observation…

Rings and Algebras · Mathematics 2022-11-01 Alexander Belton , Dominique Guillot , Apoorva Khare , Mihai Putinar

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

For effective human-robot teaming, it is important for the robots to be able to share their visual perception with the human operators. In a harsh remote collaboration setting, data compression techniques such as autoencoder can be utilized…

Computer Vision and Pattern Recognition · Computer Science 2021-12-28 Hyeonwoo Yu , Jean Oh

The problem of how to find a sparse representation of a signal is an important one in applied and computational harmonic analysis. It is closely related to the problem of how to reconstruct a sparse vector from its projection in a much…

Functional Analysis · Mathematics 2018-04-13 Enrico Au-Yeung

We prove tight bounds for the $\infty$-norm of the inverse of symmetric, diagonally dominant positive matrices. We also prove a new lower-bound form of Hadamard's inequality for the determinant of diagonally dominant positive matrices and…

Functional Analysis · Mathematics 2015-03-20 Christopher J. Hillar , Shaowei Lin , Andre Wibisono

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar

Compressive sensing is a methodology for the reconstruction of sparse or compressible signals using far fewer samples than required by the Nyquist criterion. However, many of the results in compressive sensing concern random sampling…

Numerical Analysis · Mathematics 2014-04-02 Guangliang Chen , Atul Divekar , Deanna Needell

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

Methodology · Statistics 2015-10-22 T. Tony Cai , Anru Zhang

In a distributed information application an encoder compresses an arbitrary vector while a similar reference vector is available to the decoder as side information. For the Hamming-distance similarity measure, and when guaranteed perfect…

Information Theory · Computer Science 2020-09-08 Yuval Cassuto , Jacob Ziv

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

We derive new comparison inequalities between weak and strong moments of norms of random vectors with optimal (up to an universal factor) constants. We discuss applications to the concentration of log-concave random vectors and bounds on…

Probability · Mathematics 2021-06-08 Rafał Latała , Piotr Nayar