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In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…
Faraday tomography (or rotation measure synthesis) is a procedure to convert linear polarization spectra into the Faraday dispersion function, which provides us with unique information of magneto-ionic media along the line of sight.…
Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…
Compressed sensing is a signal processing technique whereby the limits imposed by the Shannon--Nyquist theorem can be exceeded provided certain conditions are imposed on the signal. Such conditions occur in many real-world scenarios, and…
Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA),…
In this paper, we provide novel algorithms with identifiability guarantees for simplex-structured matrix factorization (SSMF), a generalization of nonnegative matrix factorization. Current state-of-the-art algorithms that provide…
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…
We present three methods for distributed memory parallel inverse factorization of block-sparse Hermitian positive definite matrices. The three methods are a recursive variant of the AINV inverse Cholesky algorithm, iterative refinement, and…
We propose a convex variational principle to find sparse representation of low-lying eigenspace of symmetric matrices. In the context of electronic structure calculation, this corresponds to a sparse density matrix minimization algorithm…
Matrices with off-diagonal decay appear in a variety of fields in mathematics and in numerous applications, such as signal processing, statistics, communications engineering, condensed matter physics, and quantum chemistry. Numerical…
Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…
The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…
We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…
The attention mechanism of a transformer has a quadratic complexity, leading to high inference costs and latency for long sequences. However, attention matrices are mostly sparse, which implies that many entries may be omitted from…
To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…
In this paper, the concept of matrix splitting is introduced to solve a large sparse ill-posed linear system via Tikhonov's regularization. In the regularization process, we convert the ill-posed system to a well-posed system. The…
Tuning numerical libraries has become more difficult over time, as systems get more sophisticated. In particular, modern multicore machines make the behaviour of algorithms hard to forecast and model. In this paper, we tackle the issue of…
The practical scalability of many optimization algorithms for large extensive-form games is often limited by the games' huge payoff matrices. To ameliorate the issue, Zhang and Sandholm (2020) recently proposed a sparsification technique…
In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…
We propose an iterative algorithm for the minimization of a $\ell_1$-norm penalized least squares functional, under additional linear constraints. The algorithm is fully explicit: it uses only matrix multiplications with the three matrices…