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We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

Optimization and Control · Mathematics 2026-01-23 Teodor Rotaru , Panagiotis Patrinos , François Glineur

Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…

Machine Learning · Computer Science 2013-02-28 Stefano Ermon , Carla P. Gomes , Ashish Sabharwal , Bart Selman

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

Numerical Analysis · Mathematics 2007-05-23 Shmuel Friedland , Mostafa Kaveh , Amir Niknejad , Hossein Zare

Principal component analysis (PCA), a ubiquitous dimensionality reduction technique in signal processing, searches for a projection matrix that minimizes the mean squared error between the reduced dataset and the original one. Since…

Machine Learning · Computer Science 2022-08-25 Guilherme Dean Pelegrina , Leonardo Tomazeli Duarte

Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

Differential network is an important tool to capture the changes of conditional correlations under two sample cases. In this paper, we introduce a fast iterative algorithm to recover the differential network for high-dimensional data. The…

Computation · Statistics 2019-01-23 Zhou Tang , Zhangsheng Yu , Cheng Wang

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a…

Machine Learning · Statistics 2017-06-06 Xiaotong Suo , Victor Minden , Bradley Nelson , Robert Tibshirani , Michael Saunders

Most dimensionality reduction methods employ frequency domain representations obtained from matrix diagonalization and may not be efficient for large datasets with relatively high intrinsic dimensions. To address this challenge, Correlated…

Machine Learning · Statistics 2022-06-10 Yuta Hozumi , Rui Wang , Guo-Wei Wei

In many applications, such as classification of images or videos, it is of interest to develop a framework for tensor data instead of an ad-hoc way of transforming data to vectors due to the computational and under-sampling issues. In this…

Machine Learning · Statistics 2020-11-13 You-Lin Chen , Mladen Kolar , Ruey S. Tsay

Canonical polyadic decomposition (CPD) is at the core of fast matrix multiplication, a computational problem with widespread implications across several seemingly unrelated problems in computer science. Much recent progress in this field…

Computational Complexity · Computer Science 2025-11-11 Jason Yang

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

Extracting meaningful latent representations from high-dimensional sequential data is a crucial challenge in machine learning, with applications spanning natural science and engineering. We introduce InfoDPCCA, a dynamic probabilistic…

Machine Learning · Computer Science 2025-06-11 Shiqin Tang , Shujian Yu

Due to the rapid growth of smart agents such as weakly connected computational nodes and sensors, developing decentralized algorithms that can perform computations on local agents becomes a major research direction. This paper considers the…

Machine Learning · Computer Science 2021-02-09 Haishan Ye , Tong Zhang

We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…

Numerical Analysis · Mathematics 2025-01-17 Victor Y. Pan , John Svadlenka

A model-based collaborative filtering (CF) approach utilizing fast adaptive randomized singular value decomposition (SVD) is proposed for the matrix completion problem in recommender system. Firstly, a fast adaptive PCA frameworkis…

Machine Learning · Computer Science 2025-04-08 Xiangyun Ding , Wenjian Yu , Yuyang Xie , Shenghua Liu

Dimensionality reduction is a fundamental technique in machine learning and data analysis, enabling efficient representation and visualization of high-dimensional data. This paper explores five key methods: Principal Component Analysis…

Other Statistics · Statistics 2025-02-19 Yuan-chin Ivan Chang

We present quantum algorithms to efficiently perform discriminant analysis for dimensionality reduction and classification over an exponentially large input data set. Compared with the best-known classical algorithms, the quantum algorithms…

Quantum Physics · Physics 2016-07-12 Iris Cong , Luming Duan

Finding the similarities and differences between groups of datasets is a fundamental analysis task. For high-dimensional data, dimensionality reduction (DR) methods are often used to find the characteristics of each group. However, existing…

Machine Learning · Computer Science 2021-10-28 Takanori Fujiwara , Xinhai Wei , Jian Zhao , Kwan-Liu Ma

Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning…

Numerical Analysis · Mathematics 2019-04-29 Dishi Liu , Hermann G. Matthies

Sparse Canonical Correlation Analysis (SCCA) is a fundamental statistical tool for identifying linear relationships in high-dimensional, multi-view data. While minimax theory establishes an optimal sample complexity scaling additively with…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Mengchu Xu , Jian Wang , Yonina C. Eldar
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