Related papers: Fast and Accurate Least-Mean-Squares Solvers
We revisit a classical graph-theoretic problem, the \textit{single-source shortest-path} (SSSP) problem, in weighted unit-disk graphs. We first propose an exact (and deterministic) algorithm which solves the problem in $O(n \log^2 n)$ time…
A discrete-time linear dynamical system (LDS) is given by an update matrix $M \in \mathbb{R}^{d\times d}$, and has the trajectories $\langle s, Ms, M^2s, \ldots \rangle$ for $s \in \mathbb{R}^d$. Reachability-type decision problems of…
Given a graph and an integer $k$, Densest $k$-Subgraph is the algorithmic task of finding the subgraph on $k$ vertices with the maximum number of edges. This is a fundamental problem that has been subject to intense study for decades, with…
We propose a new iteratively reweighted least squares (IRLS) algorithm for the recovery of a matrix $X \in \mathbb{C}^{d_1\times d_2}$ of rank $r \ll\min(d_1,d_2)$ from incomplete linear observations, solving a sequence of low complexity…
Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…
We consider exact algorithms for Subset Balancing, a family of related problems that generalizes Subset Sum, Partition, and Equal Subset Sum. Specifically, given as input an integer vector $\vec{x} \in \mathbb{Z}^n$ and a constant-size…
The reduced-rank method exploits the distortion-variance tradeoff to yield superior solutions for classic problems in statistical signal processing such as parameter estimation and filtering. The central idea is to reduce the variance of…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
For an overdetermined system $\mathsf{A}\mathsf{x} \approx \mathsf{b}$ with $\mathsf{A}$ and $\mathsf{b}$ given, the least-square (LS) formulation $\min_x \, \|\mathsf{A}\mathsf{x}-\mathsf{b}\|_2$ is often used to find an acceptable…
We address the Least Quantile of Squares (LQS) (and in particular the Least Median of Squares) regression problem using modern optimization methods. We propose a Mixed Integer Optimization (MIO) formulation of the LQS problem which allows…
This article focuses on solving parametric transmission problems in one and two spatial dimensions. These problems belong to a class of partial differential equations that arise in the modeling of physical systems with heterogeneous…
Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform…
Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A \in \R^{n \times d}$ with $n \gg d$ and a $p \in [1, 2)$,…
We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…
Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…
We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…
This paper aims at distributed algorithms for solving a system of linear algebraic equations. Different from most existing formulations for this problem, we assume that the local data at each node is not accurately measured but subject to…
We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth…
In real data analysis with structural equation modeling, data are unlikely to be exactly normally distributed. If we ignore the non-normality reality, the parameter estimates, standard error estimates, and model fit statistics from normal…
In this paper, we study an efficient algorithm for constructing node sets of high-quality quasi-Monte Carlo integration rules for weighted Korobov, Walsh, and Sobolev spaces. The algorithm presented is a reduced fast successive coordinate…