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We developed fast direct solver for 3D Helmholtz and Maxwell equations in layered medium. The algorithm is based on the ideas of cyclic reduction for separable matrices. For the grids with major uniform part (within the survey domain in the…

Numerical Analysis · Mathematics 2019-09-04 Vladimir Druskin , Mikhail Zaslavsky

The signal demixing problem seeks to separate a superposition of multiple signals into its constituent components. This paper studies a two-stage approach that first decompresses and subsequently deconvolves the noisy and undersampled…

Information Retrieval · Computer Science 2022-05-25 Zhenan Fan , Halyun Jeong , Babhru Joshi , Michael P. Friedlander

We present a sparse Gauss-Newton solver for accelerated sensitivity analysis with applications to a wide range of equilibrium-constrained optimization problems. Dense Gauss-Newton solvers have shown promising convergence rates for inverse…

Optimization and Control · Mathematics 2021-07-12 Jonas Zehnder , Stelian Coros , Bernhard Thomaszewski

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions…

Machine Learning · Computer Science 2015-02-16 William B. March , George Biros

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 propose a general sparse decomposition of dynamical systems provided that the vector field and constraint set possess certain sparse structures, which we call subsystems. This notion is based on causal dependence in the…

Optimization and Control · Mathematics 2024-08-06 Corbinian Schlosser , Milan Korda

We present a fast and accurate method for dense depth reconstruction from sparsely sampled light fields obtained using a synchronized camera array. In our method, the source images are over-segmented into non-overlapping compact superpixels…

Image and Video Processing · Electrical Eng. & Systems 2018-12-18 Aleksandra Chuchvara , Attila Barsi , Atanas Gotchev

We study the question of extracting a sequence of functions $\{\boldsymbol{f}_i, \boldsymbol{g}_i\}_{i=1}^s$ from observing only the sum of their convolutions, i.e., from $\boldsymbol{y} = \sum_{i=1}^s \boldsymbol{f}_i\ast…

Information Theory · Computer Science 2017-11-29 Shuyang Ling , Thomas Strohmer

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

Information Theory · Computer Science 2014-05-20 Ramji Venkataramanan , Tuhin Sarkar , Sekhar Tatikonda

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

We describe a method for fast approximation of sparse coding. The input space is subdivided by a binary decision tree, and we simultaneously learn a dictionary and assignment of allowed dictionary elements for each leaf of the tree. We…

Computer Vision and Pattern Recognition · Computer Science 2015-06-09 Arthur Szlam , Karol Gregor , Yann LeCun

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applications require the computation of certain elements of the…

Computation · Statistics 2017-12-06 Per Sidén , Finn Lindgren , David Bolin , Mattias Villani

Solving a Poisson equation is generally reduced to solving a linear system with a coefficient matrix $A$ of entries $a_{ij}$, $i,j=1,2,...,n$, from the discretized Poisson equation. Although the variational quantum algorithms are promising…

Quantum Physics · Physics 2023-09-25 Hui-Min Li , Zhi-Xi Wang , Shao-Ming Fei

We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…

Numerical Analysis · Mathematics 2024-03-22 Owen Deen , Colton River Waller , John Paul Ward

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

Analysis of PDEs · Mathematics 2019-11-06 Guangyu Gao , Bo Han , Shanshan Tong

This paper presents an efficient module named spatial bottleneck for accelerating the convolutional layers in deep neural networks. The core idea is to decompose convolution into two stages, which first reduce the spatial resolution of the…

Computer Vision and Pattern Recognition · Computer Science 2018-09-10 Junran Peng , Lingxi Xie , Zhaoxiang Zhang , Tieniu Tan , Jingdong Wang

Spreading the information over all coefficients of a representation is a desirable property in many applications such as digital communication or machine learning. This so-called antisparse representation can be obtained by solving a convex…

Machine Learning · Computer Science 2020-07-15 Clément Elvira , Cédric Herzet

Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…

Computation · Statistics 2022-11-02 Qian LI , Binyan Jiang , Defeng Sun

The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…

Numerical Analysis · Computer Science 2019-03-05 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Polynomial reproduction plays a relevant role in deriving error estimates for various approximation schemes. Local reproduction in a quasi-uniform setting is a significant factor in the estimation of error and the assessment of stability…

Numerical Analysis · Mathematics 2024-11-25 Stefano De Marchi , Giacomo Cappellazzo