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Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

This paper addresses learning of sparse structural changes or differential network between two classes of non-paranormal graphical models. We assume a multi-source and heterogeneous dataset is available for each class, where the covariance…

Machine Learning · Computer Science 2024-10-04 Mojtaba Nikahd , Seyed Abolfazl Motahari

Embedded computer vision applications increasingly require the speed and power benefits of single-precision (32 bit) floating point. However, applications which make use of Levenberg-like optimization can lose significant accuracy when…

Numerical Analysis · Computer Science 2018-02-13 Jan Svoboda , Thomas Cashman , Andrew Fitzgibbon

We address the subset selection problem for matrices, where the goal is to select a subset of $k$ columns from a "short-and-fat" matrix $X \in \mathbb{R}^{m \times n}$, such that the pseudoinverse of the sampled submatrix has as small…

Numerical Analysis · Mathematics 2025-07-29 Ivan Kozyrev , Alexander Osinsky

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…

Methodology · Statistics 2022-10-14 Erik Spånberg

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

We introduce sparse polynomial zonotopes, a new set representation for formal verification of hybrid systems. Sparse polynomial zonotopes can represent non-convex sets and are generalizations of zonotopes, polytopes, and Taylor models.…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Niklas Kochdumper , Matthias Althoff

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

The methodology discussed in this paper aims to enhance choice models' comprehensiveness and explanatory power for forecasting choice outcomes. To achieve these, we have developed a data-driven method that leverages machine learning…

Methodology · Statistics 2023-05-02 Amir Ghorbani , Neema Nassir , Patricia Sauri Lavieri , Prithvi Bhat Beeramoole

This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Mazen Alamir

The interest in variable selection for clustering has increased recently due to the growing need in clustering high-dimensional data. Variable selection allows in particular to ease both the clustering and the interpretation of the results.…

Methodology · Statistics 2012-04-11 Charles Bouveyron , Camille Brunet

This paper gives the pointwise sparse dominations for variation operators of singular integrals and commutators with kernels satisfying the $L^r$-H\"{o}rmander conditions. As applications, we obtain the strong type quantitative weighted…

Classical Analysis and ODEs · Mathematics 2021-05-11 Yongming Wen , Huoxiong Wu , Qingying Xue

We present a pragmatic approach to the sparse identification of nonlinear dynamics for systems with discrete delays. It relies on approximating the underlying delay model with a system of ordinary differential equations via pseudospectral…

Dynamical Systems · Mathematics 2024-08-06 Enrico Bozzo , Dimitri Breda , Muhammad Tanveer

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Yuji Saito , Taku Nonomura , Keigo Yamada , Kumi Nakai , Takayuki Nagata , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

This paper deals with unsupervised clustering with feature selection. The problem is to estimate both labels and a sparse projection matrix of weights. To address this combinatorial non-convex problem maintaining a strict control on the…

Machine Learning · Computer Science 2019-05-27 Cyprien Gilet , Marie Deprez , Jean-Baptiste Caillau , Michel Barlaud

We present a method to discretize the Kohn-Sham Hamiltonian matrix in the pseudopotential framework by a small set of basis functions automatically contracted from a uniform basis set such as planewaves. Each basis function is localized…

Computational Physics · Physics 2015-06-03 Lin Lin , Lexing Ying

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng

In statistical machine learning, kernel methods allow to consider infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done by solving an optimization problem…

Optimization and Control · Mathematics 2019-01-17 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa