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We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We derive new explicit expressions for the components of Moore-Penrose inverses of symmetric difference matrices. These generalized inverses are applied in a new regularization approach for scattered data interpolation based on partial…

Numerical Analysis · Mathematics 2016-10-03 Gerlind Plonka , Sebastian Hoffmann , Joachim Weickert

The sparse polynomial approximation of continuous functions has emerged as a prominent area of interest in function approximation theory in recent years. A key challenge within this domain is the accurate estimation of approximation errors.…

Numerical Analysis · Mathematics 2025-06-10 Renzhong Feng , Bowen Zhang

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Data Structures and Algorithms · Computer Science 2016-03-18 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…

Optimization and Control · Mathematics 2024-06-21 Monse Guedes-Ayala , Pierre-Louis Poirion , Lars Schewe , Akiko Takeda

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Numerical Analysis · Mathematics 2020-07-13 Ben Adcock , Daan Huybrechs

Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Joseph Guinness

In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…

Numerical Analysis · Mathematics 2021-06-04 Zhiyong Zhou

The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…

Information Theory · Computer Science 2014-07-17 Fabien Lauer , Henrik Ohlsson

Function approximation is a generic process in a variety of computational problems, from data interpolation to the solution of differential equations and inverse problems. In this work, a unified approach for such techniques is…

Numerical Analysis · Mathematics 2019-10-01 Nikolaos P. Bakas

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

Machine Learning · Statistics 2024-01-17 Vu Duc Anh , Tran Anh Tuan , Tran Ngoc Thang , Nguyen Thi Ngoc Anh

The FFT algorithm that implements the discrete Fourier transform is considered one of the top ten algorithms of the $20$th century. Its main strengths are the low computational cost of $\mathcal{O}(n \log n$) and its stability. It is one of…

Numerical Analysis · Mathematics 2017-06-15 Matteo Briani , Annie Cuyt , Wen-shin Lee

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

Fourier ptychography (FP), as a computational imaging method, is a powerful tool to improve imaging resolution. Camera-scanning Fourier ptychography extends the application of FP from micro to macro creatively. Due to the non-ideal scanning…

Image and Video Processing · Electrical Eng. & Systems 2022-06-08 Baiqi Cui , Shaohui Zhang , Yechao Wang , Yao Hu , Qun Hao

Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

Optimization and Control · Mathematics 2023-10-11 Yongzheng Dai , Chen Chen

It is well known that sparse approximation problem is \textsf{NP}-hard under general dictionaries. Several algorithms have been devised and analyzed in the past decade under various assumptions on the \emph{coherence} $\mu$ of the…

Computational Complexity · Computer Science 2017-02-10 Ali Çivril

The problem of computing the Fourier Transform of a signal whose spectrum is dominated by a small number $k$ of frequencies quickly and using a small number of samples of the signal in time domain (the Sparse FFT problem) has received…

Data Structures and Algorithms · Computer Science 2017-08-18 Michael Kapralov

The ability to resolve detail in the object that is being imaged, named by resolution, is the core parameter of an imaging system. Super-resolution is a class of techniques that can enhance the resolution of an imaging system and even…

Data Structures and Algorithms · Computer Science 2022-10-13 Yaonan Jin , Daogao Liu , Zhao Song