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The coresets approach, also called subsampling or subset selection, aims to select a subsample as a surrogate for the observed sample and has found extensive applications in large-scale data analysis. Existing coresets methods construct the…

Computation · Statistics 2024-09-17 Mengyu Li , Jun Yu , Tao Li , Cheng Meng

We derive error bounds for CUR matrix approximation using determinant-based methods that relate local projection errors to global approximation quality. For general matrices, we establish determinant identities for bordered Gramian matrices…

Numerical Analysis · Mathematics 2026-03-05 Frank de Hoog , Markus Hegland

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

The low-rank quaternion matrix approximation has been successfully applied in many applications involving signal processing and color image processing. However, the cost of quaternion models for generating low-rank quaternion matrix…

Numerical Analysis · Mathematics 2024-03-01 Peng-Ling Wu , Kit Ian Kou , Hongmin Cai , Zhaoyuan Yu

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

We propose a novel two-stage subsampling algorithm based on optimal design principles. In the first stage, we use a density-based clustering algorithm to identify an approximating design space for the predictors from an initial subsample.…

Methodology · Statistics 2024-03-20 Subhadra Dasgupta , Holger Dette

We address the subset selection problem for matrices, where the goal is to select a subset of $k$ columns from a "short-and-fat" matrix $X \in \mathbb{R}^{m \times n}$, such that the pseudoinverse of the sampled submatrix has as small…

Numerical Analysis · Mathematics 2025-07-29 Ivan Kozyrev , Alexander Osinsky

In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…

Numerical Analysis · Mathematics 2022-02-08 Ben Adcock , Juan M. Cardenas , Nick Dexter , Sebastian Moraga

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

Data Structures and Algorithms · Computer Science 2014-11-20 Khaled Elbassioni , Trung Thanh Nguyen

The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…

Numerical Analysis · Mathematics 2024-11-06 Nian-Ci Wu , Chengzhi Liu , Yatian Wang , Qian Zuo

The coordinate descent method is an effective iterative method for solving large linear least-squares problems. In this paper, for the highly coherent columns case, we construct an effective coordinate descent method which iteratively…

Optimization and Control · Mathematics 2022-04-20 Li-Li Jin , Hou-Biao Li

Finding Minimal Unsatisfiable Subsets (MUSes) of binary constraints is a common problem in infeasibility analysis of over-constrained systems. However, because of the exponential search space of the problem, enumerating MUSes is extremely…

Artificial Intelligence · Computer Science 2024-02-27 Panagiotis Lymperopoulos , Liping Liu

To find the least squares solution of a very large and inconsistent system of equations, one can employ the extended Kaczmarz algorithm. This method simultaneously removes the error term, such that a consistent system is asymptotically…

Numerical Analysis · Mathematics 2015-04-02 Stefania Petra , Constantin Popa

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…

Numerical Analysis · Mathematics 2022-12-01 Ling Tang , Hanyu Li

We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems…

Statistics Theory · Mathematics 2017-10-27 Yohann De Castro , Fabrice Gamboa , Didier Henrion , Roxana Hess , Jean-Bernard Lasserre

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

Machine Learning · Computer Science 2022-03-08 Ilqar Ramazanli , Barnabas Poczos

This paper is concerned with the low-rank approximation for large-scale nonsymmetric matrices. Inspired by the classical Nystrom method, which is a popular method to find the low-rank approximation for symmetric positive semidefinite…

Numerical Analysis · Mathematics 2024-10-30 Yatian Wang , Hua Xiang , Chi Zhang , Songling Zhang

The Nystr\"om method is a convenient heuristic method to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or…

Numerical Analysis · Mathematics 2023-07-13 Jianlin Xia

We consider a fashion discounter distributing its many branches with integral multiples from a set of available lot-types. For the problem of approximating the branch and size dependent demand using those lots we propose a tailored exact…

Optimization and Control · Mathematics 2020-08-07 Miriam Kießling , Sascha Kurz , Jörg Rambau