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Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

In this note we answer a question of G. Lecu\'{e}, by showing that column normalization of a random matrix with iid entries need not lead to good sparse recovery properties, even if the generating random variable has a reasonable moment…

Machine Learning · Statistics 2017-02-22 Shahar Mendelson

Sparse matrix multiplication is an important component of linear algebra computations. Implementing sparse matrix multiplication on an associative processor (AP) enables high level of parallelism, where a row of one matrix is multiplied in…

Mathematical Software · Computer Science 2017-05-23 L. Yavits , A. Morad , R. Ginosar

We develop a general embedding method based on the Friedman-Pippenger tree embedding technique (1987) and its algorithmic version, essentially due to Aggarwal et al. (1996), enhanced with a roll-back idea allowing to sequentially retrace…

Combinatorics · Mathematics 2021-03-22 Nemanja Draganić , Michael Krivelevich , Rajko Nenadov

In the beautifully simple-to-state problem of trace reconstruction, the goal is to reconstruct an unknown binary string $x$ given random "traces" of $x$ where each trace is generated by deleting each coordinate of $x$ independently with…

Data Structures and Algorithms · Computer Science 2021-03-16 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…

Methodology · Statistics 2026-04-13 Ziyuan Chen , Ying Yang , Fang Yao

Diagonalizability plays an important role in the analysis and design of multivariable systems. A structured matrix is called structurally diagonalizable if almost all of its numerical realizations, obtained by assigning real values to its…

Optimization and Control · Mathematics 2026-01-30 Yuan Zhang , Yutong Han , Yuanqing Xia , Aming Li

Let $d\geq 3$ be a fixed integer and $A$ be the adjacency matrix of a random $d$-regular directed or undirected graph on $n$ vertices. We show there exist constants $\mathfrak d>0$, \begin{align*} {\mathbb P}(\text{$A$ is singular in…

Probability · Mathematics 2019-01-01 Jiaoyang Huang

Inhomogeneous random graph models encompass many network models such as stochastic block models and latent position models. We consider the problem of statistical estimation of the matrix of connection probabilities based on the…

Statistics Theory · Mathematics 2017-09-14 Olga Klopp , Alexandre B. Tsybakov , Nicolas Verzelen

The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Kartheek Kumar Reddy Nareddy , Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

Numerical Analysis · Computer Science 2018-10-03 Shashanka Ubaru , Yousef Saad

Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…

Data Structures and Algorithms · Computer Science 2021-01-08 Richard Peng , Santosh Vempala

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

This paper studies the complexity of distributed construction of purely additive spanners in the CONGEST model. We describe algorithms for building such spanners in several cases. Because of the need to simultaneously make decisions at far…

Data Structures and Algorithms · Computer Science 2016-07-20 Keren Censor-Hillel , Telikepalli Kavitha , Ami Paz , Amir Yehudayoff

In this article we present a construction of error correcting codes, that have representation as very sparse matrices and belong to the class of Low Density Parity Check Codes. LDPC codes are in the classical Hamming metric. They are very…

Information Theory · Computer Science 2016-12-13 Monika Polak , Eustrat Zhupa

Accelerators for sparse matrix multiplication are important components in emerging systems. In this paper, we study the main challenges of accelerating Sparse Matrix Multiplication (SpMM). For the situations that data is not stored in the…

Hardware Architecture · Computer Science 2019-06-04 Pareesa Ameneh Golnari , Sharad Malik

In recent years, structured matrix recovery problems have gained considerable attention for its real world applications, such as recommender systems and computer vision. Much of the existing work has focused on matrices with low-rank…

Machine Learning · Statistics 2016-04-13 Sheng Chen , Arindam Banerjee