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We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

Recently, the study on learned iterative shrinkage thresholding algorithm (LISTA) has attracted increasing attentions. A large number of experiments as well as some theories have proved the high efficiency of LISTA for solving sparse coding…

Machine Learning · Computer Science 2021-06-24 Lin Kong , Wei Sun , Fanhua Shang , Yuanyuan Liu , Hongying Liu

Recently, sparsity has become a key concept in various areas of applied mathematics, computer science, and electrical engineering. One application of this novel methodology is the separation of data, which is composed of two (or more)…

Numerical Analysis · Mathematics 2011-02-23 Gitta Kutyniok

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Statistics Theory · Mathematics 2019-08-09 Junlong Zhao , Chenlei Leng

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Machine Learning · Computer Science 2019-03-25 Chinmay S. Kulkarni

The multivariate resultant is a fundamental tool of computational algebraic geometry. It can in particular be used to decide whether a system of n homogeneous equations in n variables is satisfiable (the resultant is a polynomial in the…

Computational Complexity · Computer Science 2013-02-12 Bruno Grenet , Pascal Koiran , Natacha Portier

Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

Statistics Theory · Mathematics 2021-04-01 Irina Gaynanova

One of the biggest open problems in computational algebra is the design of efficient algorithms for Gr{\"o}bner basis computations that take into account the sparsity of the input polynomials. We can perform such computations in the case of…

Symbolic Computation · Computer Science 2018-06-22 Matías Bender , Jean-Charles Faugère , Elias Tsigaridas

This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices. We first benefit from a convex optimization which develops $l_1$-norm penalty to encourage the sparsity and…

Statistics Theory · Mathematics 2014-08-08 Shenglong Zhou , Naihua Xiu , Ziyan Luo , Lingchen Kong

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

Distributed algorithms are often beset by the straggler effect, where the slowest compute nodes in the system dictate the overall running time. Coding-theoretic techniques have been recently proposed to mitigate stragglers via algorithmic…

Machine Learning · Statistics 2017-11-21 Zachary Charles , Dimitris Papailiopoulos , Jordan Ellenberg

Gr{\"o}bner bases is one the most powerful tools in algorithmic non-linear algebra. Their computation is an intrinsically hard problem with a complexity at least single exponential in the number of variables. However, in most of the cases,…

Symbolic Computation · Computer Science 2019-02-04 Matías Bender , Jean-Charles Faugère , Elias Tsigaridas

Linear discriminant analysis (LDA) is a classical method for dimensionality reduction, where discriminant vectors are sought to project data to a lower dimensional space for optimal separability of classes. Several recent papers have…

Computation · Statistics 2022-03-04 Summer Atkins , Gudmundur Einarsson , Brendan Ames , Line Clemmensen

In this paper, we propose two new interpolation algorithms for sparse multivariate polynomials represented by a straight-line program(SLP). Both of our algorithms work over any finite fields $F_q$ with large characteristic. The first one is…

Symbolic Computation · Computer Science 2020-02-11 Qiao-Long Huang

This paper deals with the computation of the Lerch transcendent by means of the Gauss-Laguerre formula. An a priori estimate of the quadrature error, that allows to compute the number of quadrature nodes necessary to achieve an arbitrary…

Numerical Analysis · Mathematics 2023-02-24 Eleonora Denich , Paolo Novati

Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this…

Optimization and Control · Mathematics 2019-03-13 Zengde Deng , Anthony Man-Cho So

Many computer vision applications require robust and efficient estimation of camera geometry from a minimal number of input data measurements, i.e., solving minimal problems in a RANSAC framework. Minimal problems are usually formulated as…

Computer Vision and Pattern Recognition · Computer Science 2023-09-04 Snehal Bhayani , Janne Heikkilä , Zuzana Kukelova

We present new results on the classical algorithm of variable elimination, which underlies many algorithms including for probabilistic inference. The results relate to exploiting functional dependencies, allowing one to perform inference…

Artificial Intelligence · Computer Science 2020-04-21 Adnan Darwiche

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis