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This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

Maximum likelihood iteration is one of the most commonly used reconstruction algorithms in quantum tomography. The main appeal of the method is that it is easy to implement and that it converges reliably to a physically meaningful density…

Quantum Physics · Physics 2025-08-21 Florian Oberender

Boolean Matrix Factorization (BMF) aims to find an approximation of a given binary matrix as the Boolean product of two low-rank binary matrices. Binary data is ubiquitous in many fields, and representing data by binary matrices is common…

Machine Learning · Computer Science 2022-07-26 Fedor Fomin , Fahad Panolan , Anurag Patil , Adil Tanveer

Maximizing monotone submodular functions under a matroid constraint is a classic algorithmic problem with multiple applications in data mining and machine learning. We study this classic problem in the fully dynamic setting, where elements…

Data Structures and Algorithms · Computer Science 2025-05-26 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

During the past few years Boolean matrix factorization (BMF) has become an important direction in data analysis. The minimum description length principle (MDL) was successfully adapted in BMF for the model order selection. Nevertheless, a…

Machine Learning · Computer Science 2019-01-29 Tatiana Makhalova , Martin Trnecka

The most important purpose of this article is to investigate perfect reconstruction underlying range space of operators in finite dimensional Hilbert spaces by matrix methods. To this end, first we obtain more structures of the canonical…

Functional Analysis · Mathematics 2020-08-12 Fahimeh Arabyani Neyshaburi , Rajab Ali Kamyabi-Gol

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

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

This paper provides a general solution for the Kronecker product decomposition (KPD) of vectors, matrices, and hypermatrices. First, an algorithm, namely, monic decomposition algorithm (MDA), is reviewed. It consists of a set of projections…

Numerical Analysis · Mathematics 2025-09-29 Daizhan Cheng

Reduced model spaces, such as reduced basis and polynomial chaos, are linear spaces $V_n$ of finite dimension $n$ which are designed for the efficient approximation of families parametrized PDEs in a Hilbert space $V$. The manifold…

Numerical Analysis · Mathematics 2020-08-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore , Jalal Fadili , Olga Mula , James Nichols

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have…

Machine Learning · Statistics 2010-12-07 Daniel Hsu , Sham M. Kakade , Tong Zhang

The CUR matrix decomposition is an important extension of Nystr\"{o}m approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR…

Machine Learning · Computer Science 2012-10-05 Shusen Wang , Zhihua Zhang , Jian Li

We provide a number of algorithmic results for the following family of problems: For a given binary m\times n matrix A and integer k, decide whether there is a "simple" binary matrix B which differs from A in at most k entries. For an…

Data Structures and Algorithms · Computer Science 2018-03-19 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan

The best column approximation in the Frobenius norm with $r$ columns has an error at most $\sqrt{r+1}$ times larger than the truncated singular value decomposition. Reaching this bound in practice involves either expensive random volume…

Numerical Analysis · Mathematics 2023-11-08 Alexander Osinsky

A natural and important generalization of submodularity -- $k$-submodularity -- applies to set functions with $k$ arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In…

Optimization and Control · Mathematics 2021-06-29 Qimeng Yu , Simge Küçükyavuz

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

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang