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In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

In this paper, we consider the problem of recovering an unknown sparse matrix X from the matrix sketch Y = AX B^T. The dimension of Y is less than that of X, and A and B are known matrices. This problem can be solved using standard…

Numerical Analysis · Computer Science 2013-11-12 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney

We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…

Optimization and Control · Mathematics 2014-12-04 Laurent Demanet , Paul Hand

In this paper we present two new approaches to efficiently solve large-scale compressed sensing problems. These two ideas are independent of each other and can therefore be used either separately or together. We consider all possibilities.…

Machine Learning · Statistics 2013-12-17 Robert Vanderbei , Han Liu , Lie Wang , Kevin Lin

Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…

Methodology · Statistics 2012-06-14 Zaili Fang , Inyoung Kim , Patrick Schaumont

This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…

Chemical Physics · Physics 2014-10-21 Jacob N. Sanders , Xavier Andrade , Alán Aspuru-Guzik

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Dynamical Systems · Mathematics 2026-02-18 Teddy Meissner , Karl Glasner

Exact recovery of a sparse solution for an underdetermined system of linear equations implies full search among all possible subsets of the dictionary, which is computationally intractable, while l1 minimization will do the job when a…

Information Theory · Computer Science 2014-12-22 Mohsen Joneidi , Mahdi Barzegar Khalilsarai , Alireza Zaeemzadeh , Nazanin Rahnavard

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

This paper describes a novel approach of packing sparse convolutional neural networks for their efficient systolic array implementations. By combining subsets of columns in the original filter matrix associated with a convolutional layer,…

Machine Learning · Computer Science 2018-11-13 H. T. Kung , Bradley McDanel , Sai Qian Zhang

Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…

Machine Learning · Computer Science 2015-02-11 Shusen Wang , Tong Zhang , Zhihua Zhang

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie

We study the support recovery problem for compressed sensing, where the goal is to reconstruct the a high-dimensional $K$-sparse signal $\mathbf{x}\in\mathbb{R}^N$, from low-dimensional linear measurements with and without noise. Our key…

Information Theory · Computer Science 2018-02-27 Xiao Li , Dong Yin , Sameer Pawar , Ramtin Pedarsani , Kannan Ramchandran

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

Recent results in compressed sensing show that, under certain conditions, the sparsest solution to an underdetermined set of linear equations can be recovered by solving a linear program. These results either rely on computing sparse…

Optimization and Control · Mathematics 2010-11-02 Alexandre d'Aspremont , Laurent El Ghaoui

This paper studies the problem of support recovery of sparse signals based on multiple measurement vectors (MMV). The MMV support recovery problem is connected to the problem of decoding messages in a Single-Input Multiple-Output (SIMO)…

Information Theory · Computer Science 2011-09-12 Yuzhe Jin , Bhaskar D. Rao