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We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We introduce truncation ideals of a $\Bbbk$-linear unitary symmetric operad and use them to study ideal structure, growth property and to classify operads of low Gelfand-Kirillov dimension.

Rings and Algebras · Mathematics 2022-10-11 Yan-Hong Bao , Yu Ye , James J. Zhang

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

In this work, we study the $k$-means cost function. Given a dataset $X \subseteq \mathbb{R}^d$ and an integer $k$, the goal of the Euclidean $k$-means problem is to find a set of $k$ centers $C \subseteq \mathbb{R}^d$ such that $\Phi(C, X)…

Data Structures and Algorithms · Computer Science 2021-09-10 Anup Bhattacharya , Yoav Freund , Ragesh Jaiswal

We provide a general framework for getting expected linear time constant factor approximations (and in many cases FPTASs) to several well-known problems in Computational Geometry, such as $k$-center clustering and farthest nearest neighbor.…

Computational Geometry · Computer Science 2026-03-04 Sariel Har-Peled , Banjamin Raichel

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

In the paper we introduce the truncated variation, upward truncated variation and downward truncated variation. These are closely related to the total variation but are well-defined even if the latter is infinite. Our aim is to explore…

Probability · Mathematics 2012-11-28 Rafał M. Łochowski , Piotr Miłoś

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…

Machine Learning · Computer Science 2018-03-13 Fulton Wang , Cynthia Rudin

We show global uniqueness of the solution to a class of constrained variational problems, using scaling properties. This is used to establish the essential uniqueness of solutions of a large deviations problem in multiple dimensions. The…

Probability · Mathematics 2007-11-15 Adam Shwartz , Alan Weiss

In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…

Numerical Analysis · Mathematics 2018-07-04 Alexander Litvinenko , David Keyes , Venera Khoromskaia , Boris N. Khoromskij , Hermann G. Matthies

In this paper, we show that the approximation of high-dimensional functions, which are effectively low-dimensional, does not suffer from the curse of dimensionality. This is shown first in a general reproducing kernel Hilbert space set-up…

Numerical Analysis · Mathematics 2024-11-28 Christian Rieger , Holger Wendland

The next generation of large scale surveys will not only measure cosmological parameters within the framework of General Relativity, but will also allow for precision tests of the framework itself. At the order of linear perturbations,…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-12 Alessandra Silvestri , Levon Pogosian , Roman V. Buniy

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

The Johnson-Lindenstrauss (JL) Lemma introduced the concept of dimension reduction via a random linear map, which has become a fundamental technique in many computational settings. For a set of $n$ points in $\mathbb{R}^d$ and any fixed…

Data Structures and Algorithms · Computer Science 2026-02-23 Shaofeng H. -C. Jiang , Robert Krauthgamer , Shay Sapir

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Yanfei Yang

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

The total variation distance is a metric of central importance in statistics and probability theory. However, somewhat surprisingly, questions about computing it algorithmically appear not to have been systematically studied until very…

Data Structures and Algorithms · Computer Science 2025-03-17 Arnab Bhattacharyya , Weiming Feng , Piyush Srivastava

Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints C on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and…

Probability · Mathematics 2007-05-23 David Gamarnik

Finding a positive state-space realization with the minimum dimension for a given transfer function is an open problem in control theory. In this paper, we focus on positive realizations in Markov form and propose a linear programming…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hamed Taghavian , Jens Sjölund

A method for approximate solution of initial value and spectral problems for one dimensional Dirac equation based on an analytic approximation of the transmutation operator is presented. In fact the problem of numerical approximation of…

Classical Analysis and ODEs · Mathematics 2021-01-29 Nelson Gutiérrez Jiménez , Sergii M. Torba