Related papers: Low-rank Approximation of Linear Maps
Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…
The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…
We present a method for improving a Non Local Means operator by computing its low-rank approximation. The low-rank operator is constructed by applying a filter to the spectrum of the original Non Local Means operator. This results in an…
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…
The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structured low-rank approximation problem. A parameterization of the…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…
Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
Classifying points in high dimensional spaces is a fundamental geometric problem in machine learning. In this paper, we address classifying points in the $d$-dimensional Hilbert polygonal metric. The Hilbert metric is a generalization of…
We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…
We propose a scalable and theoretically grounded low-rank conditional expectation model for recursive Monte Carlo optimal stopping problems, in particular American option pricing. Our method reformulates the estimation of continuation…
We consider existence and uniqueness of symmetric approximation of frames by normalized tight frames and of symmetric orthogonalization of bases by orthonormal bases in Hilbert spaces H . More precisely, we determine whether a given frame…
The movement of data (communication) between levels of a memory hierarchy, or between parallel processors on a network, can greatly dominate the cost of computation, so algorithms that minimize communication are of interest. Motivated by…
The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…
The discretization of least-squares problems for linear ill-posed operator equations in Hilbert spaces is considered. The main subject of this article concerns conditions for convergence of the associated discretized minimum-norm…
Approximating non-linear kernels using feature maps has gained a lot of interest in recent years due to applications in reducing training and testing times of SVM classifiers and other kernel based learning algorithms. We extend this line…
In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…