Related papers: New bounds and efficient algorithm for sparse diff…
Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…
We consider families of sparse Laurent polynomials f_1,...,f_n with a finite set of common zeroes Z_f in the complex algebraic n-torus. The global residue assigns to every Laurent polynomial g the sum of its Grothendieck residues over the…
We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…
The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure on the Cholesky factor, and select the…
We present our public-domain software for the following tasks in sparse (or toric) elimination theory, given a well-constrained polynomial system. First, C code for computing the mixed volume of the system. Second, Maple code for defining…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…
We investigate stochastic combinatorial semi-bandits, where the entire joint distribution of outcomes impacts the complexity of the problem instance (unlike in the standard bandits). Typical distributions considered depend on specific…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we…
We propose a simple and efficient algorithm for learning sparse invariant representations from unlabeled data with fast inference. When trained on short movies sequences, the learned features are selective to a range of orientations and…
In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…
Sparse matrix ordering is a vital optimization technique often employed for solving large-scale sparse matrices. Its goal is to minimize the matrix bandwidth by reorganizing its rows and columns, thus enhancing efficiency. Conventional…
In our recent work \cite{StojnicCSetam09,StojnicUpper10} we considered solving under-determined systems of linear equations with sparse solutions. In a large dimensional and statistical context we proved results related to performance of a…
We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…
Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard…
We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…
This paper is concerned with the problem of approximating the determinant of A for a large sparse symmetric positive definite matrix A. It is shown that an efficient solution of this problem is obtained by using a sparse approximate inverse…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…
Composite likelihood has shown promise in settings where the number of parameters $p$ is large due to its ability to break down complex models into simpler components, thus enabling inference even when the full likelihood is not tractable.…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…