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The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

Machine learning (ML) algorithms can often differ in performance across domains. Understanding $\textit{why}$ their performance differs is crucial for determining what types of interventions (e.g., algorithmic or operational) are most…

Machine Learning · Computer Science 2024-02-23 Jean Feng , Harvineet Singh , Fan Xia , Adarsh Subbaswamy , Alexej Gossmann

MAP is the problem of finding a most probable instantiation of a set of nvariables in a Bayesian network, given some evidence. MAP appears to be a significantly harder problem than the related problems of computing the probability of…

Artificial Intelligence · Computer Science 2013-01-07 James D. Park

Memory-Bounded Dynamic Programming (MBDP) has proved extremely effective in solving decentralized POMDPs with large horizons. We generalize the algorithm and improve its scalability by reducing the complexity with respect to the number of…

Artificial Intelligence · Computer Science 2012-06-26 Sven Seuken , Shlomo Zilberstein

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

In many autonomous mapping tasks, the maps cannot be accurately constructed due to various reasons such as sparse, noisy, and partial sensor measurements. We propose a novel map prediction method built upon the recent success of Low-Rank…

Robotics · Computer Science 2021-11-02 Zheng Chen , Shi Bai , Lantao Liu

This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a…

Data Structures and Algorithms · Computer Science 2010-09-22 Bjoern Andres , Joerg H. Kappes , Ullrich Koethe , Fred A. Hamprecht

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

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

The Partial Information Decomposition (PID) [arXiv:1004.2515] provides a theoretical framework to characterize and quantify the structure of multivariate information sharing. A new method (Idep) has recently been proposed for computing a…

Statistical Mechanics · Physics 2018-04-03 James W. Kay , Robin A. A. Ince

In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…

Machine Learning · Computer Science 2013-10-01 Tamir Hazan , Subhransu Maji , Tommi Jaakkola

The need to reason about uncertainty in large, complex, and multi-modal datasets has become increasingly common across modern scientific environments. The ability to transform samples from one distribution $P$ to another distribution $Q$…

Machine Learning · Statistics 2018-11-30 Diego A. Mesa , Justin Tantiongloc , Marcela Mendoza , Todd P. Coleman

Decentralized optimization algorithms are important in different contexts, such as distributed optimal power flow or distributed model predictive control, as they avoid central coordination and enable decomposition of large-scale problems.…

Optimization and Control · Mathematics 2019-03-28 Alexander Engelmann , Yuning Jiang , Boris Houska , Timm Faulwasser

We study the complexity of fundamental distributed graph problems in the recently popular setting where information about the input graph is available to the nodes before the start of the computation. We focus on the most common such…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-03 Alkida Balliu , Thomas Boudier , Sebastian Brandt , Dennis Olivetti

Dynamic nonlinear systems exhibit distortions arising from coupled static and dynamic effects. Their intertwined nature poses major challenges for data-driven modeling. This paper presents a theoretical framework grounded in structured…

Machine Learning · Computer Science 2025-09-23 Sri Satish Krishna Chaitanya Bulusu , Mikko Sillanpää

We investigate a general matrix factorization for deviance-based data losses, extending the ubiquitous singular value decomposition beyond squared error loss. While similar approaches have been explored before, our method leverages…

Machine Learning · Statistics 2023-07-04 Liang Wang , Luis Carvalho

We consider the problem of classifying a map using a team of communicating robots. It is assumed that all robots have localized visual sensing capabilities and can exchange their information with neighboring robots. Using a graph…

Robotics · Computer Science 2021-03-11 Guangyi Liu , Arash Amini , Martin Takáč , Héctor Muñoz-Avila , Nader Motee