Related papers: A rigorous version of R. P. Brent's model for the …

Restricted Boltzmann machines (RBMs) with low-precision synapses are much appealing with high energy efficiency. However, training RBMs with binary synapses is challenging due to the discrete nature of synapses. Recently Huang proposed one…

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…

We consider the problem of operator-valued kernel learning and investigate the possibility of going beyond the well-known separable kernels. Borrowing tools and concepts from the field of quantum computing, such as partial trace and…

A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone operators. Defining a mean operator as a selection integral, the…

Various networks are broadly and deeply applied in real-life applications. Reliability is the most important index for measuring the performance of all network types. Among the various algorithms, only implicit enumeration algorithms, such…

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

Peres algorithm applies the famous von Neumann trick recursively to produce unbiased random bits from biased coin tosses. Its recursive nature makes the algorithm simple and elegant, and yet its output rate approaches the…

In this work, we present a generic step-size choice for the ADMM type proximal algorithms. It admits a closed-form expression and is theoretically optimal with respect to a worst-case convergence rate bound. It is simply given by the ratio…

Biclustering, the process of simultaneously clustering the rows and columns of a data matrix, is a popular and effective tool for finding structure in a high-dimensional dataset. Many biclustering procedures appear to work well in practice,…

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Entropic regularization provides a simple way to approximate linear programs whose constraints split into two or more tractable blocks. The resulting objectives are amenable to cyclic Kullback-Leibler (KL) Bregman projections, with…

We investigate how the complexity of Euclidean TSP for point sets $P$ inside the strip $(-\infty,+\infty)\times [0,\delta]$ depends on the strip width $\delta$. We obtain two main results. First, for the case where the points have distinct…

We consider the problem of numerically integrating functions with hyperplane discontinuities over the entire Euclidean space in many dimensions. We describe a simple process through which the Euclidean space is partitioned into simplices on…

Minimizing the Euclidean distance to a set arises frequently in applications. When the set is algebraic, a measure of complexity of this optimization problem is its number of critical points. In this paper we provide a general framework to…

We address the problem of bounding below the probability of error under maximum likelihood decoding of a binary code with a known distance distribution used on a binary symmetric channel. An improved upper bound is given for the maximum…

Biclustering, also known as co-clustering or two-way clustering, simultaneously partitions the rows and columns of a data matrix to reveal submatrices with coherent patterns. Incorporating background knowledge into clustering to enhance…

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Many emerging computer applications require the processing of large numbers, larger than what a CPU can handle. In fact, the top of the line PCs can only manipulate numbers not longer than 32 bits or 64 bits. This is due to the size of the…

In this work, we study the iteration complexity of gradient methods for minimizing convex quadratic functions regularized by powers of Euclidean norms. We show that, due to the uniform convexity of the objective, gradient methods have…

We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statistics and machine learning, e.g., for matrix scaling,…