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Data types that lie in metric spaces but not in vector spaces are difficult to use within the usual regression setting, either as the response and/or a predictor. We represent the information in these variables using distance matrices which…

Methodology · Statistics 2016-01-20 Julian Faraway

We describe an algorithm for sampling a low-rank random matrix $Q$ that best approximates a fixed target matrix $P\in\mathbb{C}^{n\times m}$ in the following sense: $Q$ is unbiased, i.e., $\mathbb{E}[Q] = P$; $\mathsf{rank}(Q)\leq r$; and…

Data Structures and Algorithms · Computer Science 2026-03-18 Leighton Pate Barnes , Stephen Cameron , Benjamin Howard

Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation…

Computational Complexity · Computer Science 2017-04-21 Chen Dan , Kristoffer Arnsfelt Hansen , He Jiang , Liwei Wang , Yuchen Zhou

We describe the first strongly subquadratic time algorithm with subexponential approximation ratio for approximately computing the Fr\'echet distance between two polygonal chains. Specifically, let $P$ and $Q$ be two polygonal chains with…

Computational Geometry · Computer Science 2021-03-30 Connor Colombe , Kyle Fox

Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

We design an additive approximation scheme for estimating the cost of the min-weight bipartite matching problem: given a bipartite graph with non-negative edge costs and $\varepsilon > 0$, our algorithm estimates the cost of matching all…

Data Structures and Algorithms · Computer Science 2023-11-14 Lorenzo Beretta , Aviad Rubinstein

Finite linear least squares is one of the core problems of numerical linear algebra, with countless applications across science and engineering. Consequently, there is a rich and ongoing literature on algorithms for solving linear least…

Numerical Analysis · Mathematics 2021-10-27 Paz Fink Shustin , Haim Avron

Weighted low rank approximation is a fundamental problem in numerical linear algebra, and it has many applications in machine learning. Given a matrix $M \in \mathbb{R}^{n \times n}$, a non-negative weight matrix $W \in \mathbb{R}_{\geq…

Machine Learning · Computer Science 2025-02-18 Zhao Song , Mingquan Ye , Junze Yin , Lichen Zhang

We present two algorithms for large-scale low-rank Euclidean distance matrix completion problems, based on semidefinite optimization. Our first method works by relating cliques in the graph of the known distances to faces of the positive…

Optimization and Control · Mathematics 2015-08-27 Dmitriy Drusvyatskiy , Nathan Krislock , Yuen-Lam Voronin , Henry Wolkowicz

Rank-constrained matrix problems appear frequently across science and engineering. The convergence analysis of iterative algorithms developed for these problems often hinges on local error bounds, which correlate the distance to the…

Optimization and Control · Mathematics 2025-10-03 Ruoning Chen , Defeng Sun , Liping Zhang

We study the problem of estimating the edit distance between two $n$-character strings. While exact computation in the worst case is believed to require near-quadratic time, previous work showed that in certain regimes it is possible to…

Data Structures and Algorithms · Computer Science 2020-07-29 Joshua Brakensiek , Moses Charikar , Aviad Rubinstein

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We present a near linear time algorithm for constructing hierarchical nets in finite metric spaces with constant doubling dimension. This data-structure is then applied to obtain improved algorithms for the following problems: Approximate…

Data Structures and Algorithms · Computer Science 2007-05-23 Sariel Har-Peled , Manor Mendel

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…

Machine Learning · Statistics 2014-09-18 Luwan Zhang , Grace Wahba , Ming Yuan

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

We revisit a fundamental problem in string matching: given a pattern of length m and a text of length n, both over an alphabet of size $\sigma$, compute the Hamming distance between the pattern and the text at every location. Several…

Data Structures and Algorithms · Computer Science 2020-01-03 Timothy M. Chan , Shay Golan , Tomasz Kociumaka , Tsvi Kopelowitz , Ely Porat

Inspired by fast algorithms in natural language processing, we study low rank approximation in the entrywise transformed setting where we want to find a good rank $k$ approximation to $f(U \cdot V)$, where $U, V^\top \in \mathbb{R}^{n…

Data Structures and Algorithms · Computer Science 2023-11-06 Tamas Sarlos , Xingyou Song , David Woodruff , Qiuyi , Zhang

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

Initially designed for independent datas, low-rank matrix completion was successfully applied in many domains to the reconstruction of partially observed high-dimensional time series. However, there is a lack of theory to support the…

Statistics Theory · Mathematics 2022-05-05 Pierre Alquier , Nicolas Marie , Amélie Rosier

Distance geometry explores the properties of distance spaces that can be exactly represented as the pairwise Euclidean distances between points in $\mathbb{R}^d$ ($d \geq 1$), or equivalently, distance spaces that can be isometrically…

Computational Geometry · Computer Science 2025-03-26 Matthias Bentert , Fedor V. Fomin , Petr A. Golovach , M. S. Ramanujan , Saket Saurabh