Related papers: Matrix Decompositions using sub-Gaussian Random Ma…
The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…
In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…
Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…
We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…
Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…
Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…
In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…
Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…
This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…
We study a type of Riemannian gradient descent (RGD) algorithm, designed through Riemannian preconditioning, for optimization on $\mathcal{M}_k^{m\times n}$ -- the set of $m\times n$ real matrices with a fixed rank $k$. Our analysis is…
We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…
This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…
In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
Gaussian elimination (GE) is the archetypal direct algorithm for solving linear systems of equations and this has been its primary application for thousands of years. In the last decade, GE has found another major use as an iterative…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
Matrix completion is often applied to data with entries missing not at random (MNAR). For example, consider a recommendation system where users tend to only reveal ratings for items they like. In this case, a matrix completion method that…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper…
In this paper, we introduce a probabilistic model for learning interpolative decomposition (ID), which is commonly used for feature selection, low-rank approximation, and identifying hidden patterns in data, where the matrix factors are…