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Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

Linear solvers for large and sparse systems are a key element of scientific applications, and their efficient implementation is necessary to harness the computational power of current computers. Algebraic MultiGrid (AMG) preconditioners are…

Numerical Analysis · Mathematics 2022-04-25 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

Recently, the worse-case analysis, probabilistic analysis and empirical justification have been employed to address the fundamental question: When does $\ell_1$-minimization find the sparsest solution to an underdetermined linear system? In…

Information Theory · Computer Science 2015-06-16 Yunbin Zhao

External sorting is at the core of many operations in large-scale database systems, such as ordering and aggregation queries for large result sets, building indexes, sort-merge joins, duplicate removal, sharding, and record clustering.…

Databases · Computer Science 2023-05-11 Ani Kristo , Tim Kraska

Distributed optimization is an essential paradigm to solve large-scale optimization problems in modern applications where big-data and high-dimensionality creates a computational bottleneck. Distributed optimization algorithms that exhibit…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Aayushya Agarwal , Larry Pileggi

The typical approach for recovery of spatially correlated signals is regularized least squares with a coupled regularization term. In the Bayesian framework, this algorithm is seen as a maximum-a-posterior estimator whose postulated prior…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Saeid Haghighatshoar , Ralf R. Müller

Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…

Optimization and Control · Mathematics 2020-01-13 Émilie Chouzenoux , Víctor Elvira

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

We consider the problem of automatically decomposing operations over tensors or arrays so that they can be executed in parallel on multiple devices. We address two, closely-linked questions. First, what programming abstraction should…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-04 Daniel Bourgeois , Zhimin Ding , Dimitrije Jankov , Jiehui Li , Mahmoud Sleem , Yuxin Tang , Jiawen Yao , Xinyu Yao , Chris Jermaine

A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…

Machine Learning · Computer Science 2015-11-18 Markus Schneider , Wolfgang Ertel , Günther Palm

A general method of coding over expansion is proposed,which allows one to reduce the highly non-trivial problems of coding over analog channels and compressing analog sources to a set of much simpler subproblems, coding over discrete…

Information Theory · Computer Science 2015-05-21 Hongbo Si , O. Ozan Koyluoglu , Kumar Appaiah , Sriram Vishwanath

Dualization is a key discrete enumeration problem. It is not known whether or not this problem is polynomial-time solvable. Asymptotically optimal dualization algorithms are the fastest among the known dualization algorithms, which is…

Discrete Mathematics · Computer Science 2016-06-01 Elena V. Djukova , Andrey G. Nikiforov , Petr A. Prokofyev

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…

Machine Learning · Statistics 2019-05-16 Sheng Xu , Zhou Fan

The $\ell_{1,\infty}$ norm is an efficient structured projection but the complexity of the best algorithm is unfortunately $\mathcal{O}\big(n m \log(n m)\big)$ for a matrix in $\mathbb{R}^{n\times m}$. In this paper, we propose a new…

Machine Learning · Computer Science 2024-07-08 Guillaume Perez , Michel Barlaud

We describe a parallel solver for the discretized weakly singular space-time boundary integral equation of the spatially two-dimensional heat equation. The global space-time nature of the system matrices leads to improved parallel…

Numerical Analysis · Mathematics 2021-02-23 Stefan Dohr , Michal Merta , Günther Of , Olaf Steinbach , Jan Zapletal

The rapid development of parallel and distributed computing paradigms has brought about great revolution in computing. Thanks to the intrinsic parallelism of evolutionary computation (EC), it is natural to implement EC on parallel and…

Neural and Evolutionary Computing · Computer Science 2023-04-13 Wei-Neng Chen , Feng-Feng Wei , Tian-Fang Zhao , Kay Chen Tan , Jun Zhang

This paper studies the problem of recovering a non-negative sparse signal $\x \in \Re^n$ from highly corrupted linear measurements $\y = A\x + \e \in \Re^m$, where $\e$ is an unknown error vector whose nonzero entries may be unbounded.…

Information Theory · Computer Science 2008-09-02 John Wright , Yi Ma

Many interesting problems in fields ranging from telecommunications to computational biology can be formalized in terms of large underdetermined systems of linear equations with additional constraints or regularizers. One of the most…

Machine Learning · Statistics 2019-08-06 Alfredo Braunstein , Anna Paola Muntoni , Andrea Pagnani , Mirko Pieropan