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Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

Hilbert-Schmidt Independence Criterion (HSIC) has recently been used in the field of single-index models to estimate the directions. Compared with some other well-established methods, it requires relatively weaker conditions. However, its…

Methodology · Statistics 2021-05-19 Runxiong Wu , Chang Deng , Xin Chen

We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…

Statistics Theory · Mathematics 2014-10-09 Lassi Roininen , Sari Lasanen , Mikko Orispää , Simo Särkkä

Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…

Numerical Analysis · Mathematics 2024-12-16 Paul Schwerdtner , Serkan Gugercin , Benjamin Peherstorfer

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

By means of appropriate sparse bounds, we deduce compactness on weighted $L^p(w)$ spaces, $1<p<\infty$, for all Calder\'on-Zygmund operators having compact extensions on $L^2(\mathbb{R}^n)$. Similar methods lead to new results on…

Classical Analysis and ODEs · Mathematics 2024-07-23 Cody B. Stockdale , Paco Villarroya , Brett D. Wick

We discuss a method for sparse signal approximation, which is based on the correlation of the target signal with a pseudo-random signal, and uses a modification of the greedy matching pursuit algorithm. We show that this approach provides…

Data Analysis, Statistics and Probability · Physics 2011-05-26 M. Andrecut

We introduce the so called convex body valued sparse operators, which generalize the notion of sparse operators to the case of spaces of vector valued functions. We prove that Calder\'on--Zygmund operators as well as Haar shifts and…

Classical Analysis and ODEs · Mathematics 2017-05-22 Fedor Nazarov , Stefanie Petermichl , Sergei Treil , Alexander Volberg

We consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding…

Numerical Analysis · Mathematics 2021-03-16 Luka Grubišić , Harri Hakula , Mikael Laaksonen

In this paper, we consider the extensively studied problem of computing a $k$-sparse approximation to the $d$-dimensional Fourier transform of a length $n$ signal. Our algorithm uses $O(k \log k \log n)$ samples, is dimension-free, operates…

Data Structures and Algorithms · Computer Science 2019-09-26 Vasileios Nakos , Zhao Song , Zhengyu Wang

We present a general class of compressed sensing matrices which are then demonstrated to have associated sublinear-time sparse approximation algorithms. We then develop methods for constructing specialized matrices from this class which are…

Numerical Analysis · Mathematics 2011-06-01 J. Bailey , M. A. Iwen , C. V. Spencer

We use the very recent approach developed by Lacey in [23] and extended by Bernicot-Frey-Petermichl in [3], in order to control Bochner-Riesz operators by a sparse bilinear form. In this way, new quantitative weighted estimates, as well as…

Classical Analysis and ODEs · Mathematics 2017-05-04 Cristina Benea , Frederic Bernicot , Teresa Luque

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

Statistics Theory · Mathematics 2008-06-26 Adam J. Rothman , Peter J. Bickel , Elizaveta Levina , Ji Zhu

Quantitative formulations of Fefferman's counterexample for the ball multiplier are naturally linked to square function estimates for conical and directional multipliers. In this article we develop a novel framework for these square…

Classical Analysis and ODEs · Mathematics 2023-09-27 Natalia Accomazzo , Francesco Di Plinio , Paul Hagelstein , Ioannis Parissis , Luz Roncal

We propose a nonparametric factorization approach for sparsely observed tensors. The sparsity does not mean zero-valued entries are massive or dominated. Rather, it implies the observed entries are very few, and even fewer with the growth…

Machine Learning · Statistics 2021-11-04 Conor Tillinghast , Zheng Wang , Shandian Zhe

We establish a modified pointwise convex body domination for vector-valued Haar shifts in the nonhomogeneous setting, strengthening and extending the scalar case developed in arXiv:2309.13943. Moreover, we identify a subclass of shifts,…

Classical Analysis and ODEs · Mathematics 2025-06-24 Fernando Benito-de la Cigoña , Tainara Borges , Francesco D'Emilio , Marcus Pasquariello , Nathan A. Wagner

An $(n, k)$-Poisson Multinomial Distribution (PMD) is a random variable of the form $X = \sum_{i=1}^n X_i$, where the $X_i$'s are independent random vectors supported on the set of standard basis vectors in $\mathbb{R}^k.$ In this paper, we…

Data Structures and Algorithms · Computer Science 2016-06-23 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

In this note we give simple proofs of several results involving maximal truncated Calde\'on-Zygmund operators in the general setting of rearrangement invariant quasi-Banach function spaces by sparse domination. Our techniques allow us to…

Classical Analysis and ODEs · Mathematics 2019-10-29 Theresa C. Anderson , Bingyang Hu

Given a sparse Hermitian matrix $A$ and a real number $\mu$, we construct a set of sparse vectors, each approximately spanned only by eigenvectors of $A$ corresponding to eigenvalues near $\mu$. This set of vectors spans the column space of…

Numerical Analysis · Mathematics 2015-11-24 Lin Lin

Sparse representations have been successfully applied to signal processing, computer vision and machine learning. Currently there is a trend to learn sparse models directly on structure data, such as region covariance. However, such methods…

Computer Vision and Pattern Recognition · Computer Science 2016-02-10 Xiyang Dai , Sameh Khamis , Yangmuzi Zhang , Larry S. Davis