Related papers: New deterministic approaches to the least square m…
We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…
Let $(Y,g)$ be a compact Riemannian manifold of positive scalar curvature (psc). It is well-known, due to Schoen-Yau, that any closed stable minimal hypersurface of $Y$ also admits a psc-metric. We establish an analogous result for stable…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
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 use the geometric mean to parametrize metrics in the Hassan-Rosen ghost-free bimetric theory and pose the initial-value problem. The geometric mean of two positive definite symmetric matrices is a well-established mathematical notion…
This paper presents an efficient algorithm for the progressive approximation of Wasserstein barycenters of persistence diagrams, with applications to the visual analysis of ensemble data. Given a set of scalar fields, our approach enables…
Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…
In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…
We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…
We consider the minimization of composite objective functions composed of the expectation of quadratic functions and an arbitrary convex function. We study the stochastic dual averaging algorithm with a constant step-size, showing that it…
Many problems in computational science and engineering become one-to-many after coarse graining, partial observation, or inverse reconstruction: a resolved state may not determine a unique subgrid forcing, a structural descriptor may not…
We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…
We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide…
Geodesic metric spaces support a variety of averaging constructions for given finite sets. Computing such averages has generated extensive interest in diverse disciplines. Here we consider the inverse problem of recognizing computationally…
In this paper we present new constructive methods, random and deterministic, for the efficient subsampling of finite frames in $\mathbb C^m$. Based on a suitable random subsampling strategy, we are able to extract from any given frame with…
The problem of finding the longest simple cycle in a directed graph is NP-hard, with critical applications in computational biology, scheduling, and network analysis. Existing approaches include exact algorithms with exponential runtimes,…
We study the problem of model aggregation within the Wasserstein space for probability measures on the real line. Given a fixed finite collection of candidate probability models, we consider the associated class of Wasserstein barycenters…
We give a deterministic algorithm for finding the minimum (weight) cut of an undirected graph on $n$ vertices and $m$ edges using $\text{polylog}(n)$ calls to any maximum flow subroutine. Using the current best deterministic maximum flow…
We prove the following isoperimetric type inequality: Given a finite absolutely continuous Borel measure on ${\mathbb R}^n$, halfspaces have maximal measure among all subsets with prescribed barycenter. As a consequence, we make progress…
Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…