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Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…

Methodology · Statistics 2024-03-04 Yuling Yao , Bruno Régaldo-Saint Blancard , Justin Domke

We present a super-high-efficiency approximate computing scheme for series sum and discrete Fourier transform. The summation of a series sum or a discrete Fourier transform is approximated by summing over part of the terms multiplied by…

Numerical Analysis · Mathematics 2013-12-09 Xin-Zhong Yan

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We introduce a fast algorithm for computing sparse Fourier transforms supported on smooth curves or surfaces. This problem appear naturally in several important problems in wave scattering and reflection seismology. The main observation is…

Numerical Analysis · Mathematics 2008-01-11 Lexing Ying

A compressed sensing scheme for near-field imaging of corrugations of relative sparse Fourier components is proposed. The scheme employs random sparse measurement of near field to recover the angular spectrum of the scattered field. It is…

Optics · Physics 2015-05-30 Albert Fannjiang , Hsiao-Chieh Tseng

It is well known that approximation of functions on $[0,1]$ whose periodic extension is not continuous fail to converge uniformly due to rapid Gibbs oscillations near the boundary. Among several approaches that have been proposed toward the…

Numerical Analysis · Mathematics 2018-07-24 Akash Anand

In this paper we give a fully polynomial randomized approximation scheme (FPRAS) for the number of all matchings in hypergraphs belonging to a class of sparse, uniform hypergraphs. Our method is based on a generalization of the canonical…

Data Structures and Algorithms · Computer Science 2012-04-06 Marek Karpinski , Andrzej Rucinski , Edyta Szymanska

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

Computation · Statistics 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

Sparse representation has attracted much attention from researchers in fields of signal processing, image processing, computer vision and pattern recognition. Sparse representation also has a good reputation in both theoretical research and…

Computer Vision and Pattern Recognition · Computer Science 2016-02-24 Zheng Zhang , Yong Xu , Jian Yang , Xuelong Li , David Zhang

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

A dedicated algorithm for sparse spectral representation of music sound is presented. The goal is to enable the representation of a piece of music signal, as a linear superposition of as few spectral components as possible. A representation…

Sound · Computer Science 2016-11-08 Laura Rebollo-Neira , Gagan Aggarwal

A greedy pursuit strategy which finds a common basis for approximating a set of similar signals is proposed. The strategy extends the Optimized Orthogonal Matching Pursuit approach to selecting the subspace containing the approximation of…

Signal Processing · Electrical Eng. & Systems 2025-03-24 Laura Rebollo-Neira

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos

We want to exactly reconstruct a sparse signal f (a vector in R^n of small support) from few linear measurements of f (inner products with some fixed vectors). A nice and intuitive reconstruction by Linear Programming has been advocated…

Numerical Analysis · Mathematics 2016-12-23 Mark Rudelson , Roman Vershynin

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

Image and Video Processing · Electrical Eng. & Systems 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

This paper proposes a novel collocation-type numerical stochastic homogenization method for prototypical stochastic homogenization problems with random coefficient fields of small correlation lengths. The presented method is based on a…

Numerical Analysis · Mathematics 2024-11-05 Moritz Hauck , Hannah Mohr , Daniel Peterseim

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Compressed sensing and its extensions have recently triggered interest in randomized signal acquisition. A key finding is that random measurements provide sparse signal reconstruction guarantees for efficient and stable algorithms with a…

Information Theory · Computer Science 2014-07-08 Felix Krahmer , Holger Rauhut