Related papers: The conjugate gradient algorithm on well-condition…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
This paper is concerned with the statistical properties of the Gram matrix $\mathbf{W}=\mathbf{H}\mathbf{H}^\dagger$, where $\mathbf{H}$ is a $2\times2$ complex central Gaussian matrix whose elements have arbitrary variances. With such…
We consider systems of recursively defined combinatorial structures. We give algorithms checking that these systems are well founded, computing generating series and providing numerical values. Our framework is an articulation of the…
Given a matrix $A$, a linear feasibility problem (of which linear classification is a special case) aims to find a solution to a primal problem $w: A^Tw > \textbf{0}$ or a certificate for the dual problem which is a probability distribution…
We study the conjugate gradient method for solving s system of linear equations with coefficients which are measurable functions and establish the rate of convergence of this method.
The conjugacy problem for a finitely generated group $G$ is the two-variable problem of deciding for an arbitrary pair $(u,v)$ of elements of $G$, whether or not $u$ is conjugate to $v$ in $G$. We construct examples of finitely generated,…
We apply the method of determinants to study the distribution of the largest singular values of large $ m \times n $ real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the (rescaled by a…
We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…
This article deals with the conjugate gradient method on a Riemannian manifold with interest in global convergence analysis. The existing conjugate gradient algorithms on a manifold endowed with a vector transport need the assumption that…
Determinant maximization provides an elegant generalization of problems in many areas, including convex geometry, statistics, machine learning, fair allocation of goods, and network design. In an instance of the determinant maximization…
Recently, Pagh presented a randomized approximation algorithm for the multiplication of real-valued matrices building upon work for detecting the most frequent items in data streams. We continue this line of research and present new {\em…
We present deterministic distributed algorithms for computing approximate maximum cardinality matchings and approximate maximum weight matchings. Our algorithm for the unweighted case computes a matching whose size is at least $(1-\eps)$…
This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p…
The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a…
Conjugate gradient is an efficient algorithm for solving large sparse linear systems. It has been utilized to accelerate the computation in Bayesian analysis for many large-scale problems. This article discusses the applications of…
Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms [Spielman and Teng, JACM 2004], as it reduces the condition number of the input to $O(n)$, and with it the…
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…