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Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…

Machine Learning · Computer Science 2024-09-20 Ronald Katende

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…

Machine Learning · Computer Science 2020-09-30 Adrian Englhardt , Holger Trittenbach , Daniel Kottke , Bernhard Sick , Klemens Böhm

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…

Numerical Analysis · Mathematics 2017-10-03 Edgar Dobriban

This paper presents a new method capable of reconstructing datasets with great precision and very low computational cost using a novel variant of the singular value decomposition (SVD) algorithm that has been named low-cost SVD (lcSVD).…

Computational Engineering, Finance, and Science · Computer Science 2023-11-20 Ashton Hetherington , Soledad Le Clainche

Spectral dimensionality reduction algorithms are widely used in numerous domains, including for recognition, segmentation, tracking and visualization. However, despite their popularity, these algorithms suffer from a major limitation known…

Machine Learning · Computer Science 2018-01-03 Yochai Blau , Tomer Michaeli

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

In this paper we analyze and solve eigenvalue programs, which consist of the task of minimizing a function subject to constraints on the "eigenvalues" of the decision variable. Here, by making use of the FTvN systems framework introduced by…

Optimization and Control · Mathematics 2024-07-19 Masaru Ito , Bruno F. Lourenço

We present a differentiable volume rendering solution that provides differentiability of all continuous parameters of the volume rendering process. This differentiable renderer is used to steer the parameters towards a setting with an…

Graphics · Computer Science 2022-07-26 Sebastian Weiss , Rüdiger Westermann

Multi-Camera arrays are increasingly employed in both consumer and industrial applications, and various passive techniques are documented to estimate depth from such camera arrays. Current depth estimation methods provide useful estimations…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Hossein Javidnia , Peter Corcoran

Neural image compression has surpassed state-of-the-art traditional codecs (H.266/VVC) for rate-distortion (RD) performance, but suffers from large complexity and separate models for different rate-distortion trade-offs. In this paper, we…

Image and Video Processing · Electrical Eng. & Systems 2023-02-13 Guo-Hua Wang , Jiahao Li , Bin Li , Yan Lu

This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series dimension and the observation window…

Probability · Mathematics 2012-08-22 Walid Hachem , Philippe Loubaton , X. Mestre , Jamal Najim , Pascal Vallet

Evaluating the performance of generative models in image synthesis is a challenging task. Although the Fr\'echet Inception Distance is a widely accepted evaluation metric, it integrates different aspects (e.g., fidelity and diversity) of…

Computer Vision and Pattern Recognition · Computer Science 2021-06-07 Ryoungwoo Jang , Minjee Kim , Da-in Eun , Kyungjin Cho , Jiyeon Seo , Namkug Kim

Vertical decomposition is a widely used general technique for decomposing the cells of arrangements of semi-algebraic sets in ${{\mathbb R}}^d$ into constant-complexity subcells. In this paper, we settle in the affirmative a few…

Computational Geometry · Computer Science 2026-05-12 Pankaj K. Agarwal , Esther Ezra , Micha Sharir

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

Envelopes were recently proposed as methods for reducing estimative variation in multivariate linear regression. Estimation of an envelope usually involves optimization over Grassmann manifolds. We propose a fast and widely applicable…

Methodology · Statistics 2014-03-18 R. Dennis Cook , Xin Zhang

Accurate source localization in Multi-Platform Radar Networks (MPRNs) benefits from exploiting both range and angle measurements under robust estimation. In this paper, we propose a robust Euclidean distance matrix (EDM) optimization model…

Signal Processing · Electrical Eng. & Systems 2026-04-20 Mingyu Zhao , Qingna Li , Hou-Duo Qi

Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…

Numerical Analysis · Mathematics 2024-04-29 Weijie Shen , Weiwei Xu , Lei Zhu

We propose a novel explicit dense 3D reconstruction approach that processes a set of images of a scene with sensor poses and calibrations and estimates a photo-real digital model. One of the key innovations is that the underlying volumetric…

Computer Vision and Pattern Recognition · Computer Science 2022-03-02 Samir Aroudj , Steven Lovegrove , Eddy Ilg , Tanner Schmidt , Michael Goesele , Richard Newcombe