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Modern trends in data collection are bringing current mainstream techniques for database query processing to their limits. Consequently, various novel approaches for efficient query processing are being actively studied. One such approach…
Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
We consider the problem of low-rank approximation of massive dense non-negative tensor data, for example to discover latent patterns in video and imaging applications. As the size of data sets grows, single workstations are hitting…
Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…
In this paper, we develop a novel reduced-rank space-time adaptive processing (STAP) algorithm based on adaptive basis function approximation (ABFA) for airborne radar applications. The proposed algorithm employs the well-known framework of…
Approximate Bayesian Computation (ABC) is a widely applicable and popular approach to estimating unknown parameters of mechanistic models. As ABC analyses are computationally expensive, parallelization on high-performance infrastructure is…
Hierarchical clustering (HC) is an important data analysis technique in which the goal is to recursively partition a dataset into a tree-like structure while grouping together similar data points at each level of granularity. Unfortunately,…
The discretization of non-local operators, e.g., solution operators of partial differential equations or integral operators, leads to large densely populated matrices. $\mathcal{H}^2$-matrices take advantage of local low-rank structures in…
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…
A matrix algorithm runs at {\em sublinear cost} if it uses much fewer memory cells and arithmetic operations than the input matrix has entries. Such algorithms are indispensable for Big Data Mining and Analysis. Quite typically in that area…
Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness…
With lowrank approximation the storage requirements for dense data are reduced down to linear complexity and with the addition of hierarchy this also works for data without global lowrank properties. However, the lowrank factors itself are…
In this work, we present randomized compression algorithms for flat rank-structured matrices with shared bases, termed uniform Block Low-Rank (BLR) matrices. Our main contribution is a technique called tagging, which improves upon the…
The QLP decomposition is one of the effective algorithms to approximate singular value decomposition (SVD) in numerical linear algebra. In this paper, we propose some single-pass randomized QLP decomposition algorithms for computing the…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…
A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
Hierarchical Matrix (H-matrix) is an approximation technique which splits a target dense matrix into multiple submatrices, and where a selected portion of submatrices are low-rank approximated. The technique substantially reduces both time…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…