Related papers: Analysis of Resparsification
We consider a linear regression $y=X\beta+u$ where $X\in\mathbb{\mathbb{{R}}}^{n\times p}$, $p\gg n,$ and $\beta$ is $s$-sparse. Motivated by examples in financial and economic data, we consider the situation where $X$ has highly correlated…
Certificates to a linear algebra computation are additional data structures for each output, which can be used by a-possibly randomized- verification algorithm that proves the correctness of each output. Wiede-mann's algorithm projects the…
For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…
The sparsity in levels model recently inspired a new generation of effective acquisition and reconstruction modalities for compressive imaging. Moreover, it naturally arises in various areas of signal processing such as parallel…
In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is…
A set of arbitrarily high-order WENO schemes for reconstructions on nonuniform grids is presented. These non-linear interpolation methods use simple smoothness indicators with a linear cost with respect to the order, making them easy to…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…
Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…
Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios.…
Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…
We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…
Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…
We study recovering a 1D order from a noisy, locally sampled pairwise comparison matrix under a tight query budget. We recast the task as reconstructing a sparse, noisy line graph and present, to our knowledge, the first method that…
We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…
In this paper we consider linear systems with dense-matrices which arise from numerical solution of boundary integral equations. Such matrices can be well-approximated with $\mathcal{H}^2$-matrices. We propose several new preconditioners…
This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with…
Sparsity is one of the key concepts that allows the recovery of signals that are subsampled at a rate significantly lower than required by the Nyquist-Shannon sampling theorem. Our proposed framework uses arbitrary multiscale transforms,…
We study the renormalization of normal mixing matrices, which includes hermitian and unitary matrices as particular cases. We give a minimal, multiplicative parametrization of counterterms, and compute the renormalized Lagrangian to…