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By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…
We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…
In this paper we analyze the randomized block-coordinate descent (RBCD) methods proposed in [8,11] for minimizing the sum of a smooth convex function and a block-separable convex function. In particular, we extend Nesterov's technique…
Factorization -- a simple form of standardization -- is concerned with reduction strategies, i.e. how a result is computed. We present a new technique for proving factorization theorems for compound rewriting systems in a modular way, which…
Linear head reduction is a key tool for the analysis of reduction machines for lambda-calculus and for game semantics. Its definition requires a notion of redex at a distance named primary redex in the literature. Nevertheless, a clear and…
We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…
Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…
The standard randomized sparse Kaczmarz (RSK) method is an algorithm to compute sparse solutions of linear systems of equations and uses sequential updates, and thus, does not take advantage of parallel computations. In this work, we…
Reverse Unrestricted MIxed DAta Sampling (RU-MIDAS) regressions are used to model high-frequency responses by means of low-frequency variables. However, due to the periodic structure of RU-MIDAS regressions, the dimensionality grows quickly…
In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…
The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…
The report is devoted to the concept of creating block-recursive matrix algorithms for computing on a supercomputer with distributed memory and dynamic decentralized control.
The extensive deployment of probabilistic algorithms has radically changed our perspective on several well-established computational notions. Correctness is probably the most basic one. While a typical probabilistic program cannot be said…
Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…
We consider a recursive algorithm to construct an aggregated estimator from a finite number of base decision rules in the classification problem. The estimator approximately minimizes a convex risk functional under the l1-constraint. It is…
This paper studies the asymptotic behavior of the constant step Stochastic Gradient Descent for the minimization of an unknown function F , defined as the expectation of a non convex, non smooth, locally Lipschitz random function. As the…
Wu's positive $\lambda$-calculus is a recent call-by-value $\lambda$-calculus with sharing coming from Miller and Wu's study of the proof-theoretical concept of focalization. Accattoli and Wu showed that it simplifies a technical aspect of…
A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…
We propose an algorithm for evaluation of the cumulative bivariate normal distribution, building upon Marsaglia's ideas for evaluation of the cumulative univariate normal distribution. The algorithm is mathematically transparent, delivers…
In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…