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Random linear mappings are widely used in modern signal processing, compressed sensing and machine learning. These mappings may be used to embed the data into a significantly lower dimension while at the same time preserving useful…
We introduce a dbar-formulation of the orthogonal polynomials on the complex plane, and hence of the related normal matrix model, which is expected to play the same role as the Riemann-Hilbert formalism in the theory of orthogonal…
We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…
This paper addresses the problem of finding a B-term wavelet representation of a given discrete function $f \in \real^n$ whose distance from f is minimized. The problem is well understood when we seek to minimize the Euclidean distance…
CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…
Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders.…
Graph Neural Networks (GNNs) have become a topic of intense research recently due to their powerful capability in high-dimensional classification and regression tasks for graph-structured data. However, as GNNs typically define the graph…
Function approximation using Haar basis systems offers an efficient implementation when compressed via Patricia trees while retaining the flexibility of wavelets for both global and local fitting. However, like B-spline-based…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…
We propose a general method for optimally approximating an arbitrary matrix $\mathbf{M}$ by a structured matrix $\mathbf{T}$ (circulant, Toeplitz/Hankel, etc.) and examine its use for estimating the spectra of genomic linkage disequilibrium…
Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically low-rank. This paper proposes a randomized algorithm to first…
The aim of this note is to present a self-contained proof of the fact that a function can be approximated using a linear combination of Gaussian coherent states, with a number of terms controlled in terms of the smoothness and of the decay…
Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…
Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation…
We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in \mathbb{R}^n$. This is equivalent to…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…
A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…
The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…