Related papers: A Randomized Algorithm for Approximating the Log D…

We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Gradient-based algorithms are one of the methods of choice for the optimisation of Markov Decision Processes. In this article we will present a novel approximate Newton algorithm for the optimisation of such models. The algorithm has…

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Approximate message passing (AMP) is a family of iterative algorithms that generalize matrix power iteration. AMP algorithms are known to optimally solve many average-case optimization problems. In this paper, we show that a large class of…

We introduce innovative algorithms for computing exact or approximate (minimum-norm) solutions to $Ax=b$ or the {\it normal equation} $A^TAx=A^Tb$, where $A$ is an $m \times n$ real matrix of arbitrary rank. We present more efficient…

We present an algorithm computing the determinant of an integer matrix A. The algorithm is introspective in the sense that it uses several distinct algorithms that run in a concurrent manner. During the course of the algorithm partial…

We consider fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important…

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

Low-rank matrix approximation is extremely useful in the analysis of data that arises in scientific computing, engineering applications, and data science. However, as data sizes grow, traditional low-rank matrix approximation methods, such…

Memory is a key computational bottleneck when solving large-scale convex optimization problems such as semidefinite programs (SDPs). In this paper, we focus on the regime in which storing an $n\times n$ matrix decision variable is…

Matrix and tensor completion aim to recover a low-rank matrix / tensor from limited observations and have been commonly used in applications such as recommender systems and multi-relational data mining. A state-of-the-art matrix completion…

The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…

We study approximation algorithms for the following three string measures that are widely used in practice: edit distance (ED), longest common subsequence (LCS), and longest increasing sequence (LIS). All three problems can be solved…

We study the design of polylogarithmic depth algorithms for approximately solving packing and covering semidefinite programs (or positive SDPs for short). This is a natural SDP generalization of the well-studied positive LP problem.…

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…