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We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

Computation · Statistics 2023-05-19 Philip Greengard , Manas Rachh , Alex Barnett

We consider an $\ell_1$-regularized inverse problem where both the forward and regularization operators have a Kronecker product structure. By leveraging this structure, a joint decomposition can be obtained using generalized singular value…

Numerical Analysis · Mathematics 2024-09-04 Brian Sweeney , Malena I. Español , Rosemary Renaut

We present a polynomial time algorithm to approximately scale tensors of any format to arbitrary prescribed marginals (whenever possible). This unifies and generalizes a sequence of past works on matrix, operator and tensor scaling. Our…

Data Structures and Algorithms · Computer Science 2020-03-10 Peter Bürgisser , Cole Franks , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

This paper studies the problem of sampling vector and tensor signals, which is the process of choosing sites in vectors and tensors to place sensors for better recovery. A small core tensor and multiple factor matrices can be used to…

Optimization and Control · Mathematics 2024-07-03 Hao Li , Dong Liang , Zixi Zhou , Zheng Xie

It is well known that the Johnson-Lindenstrauss dimensionality reduction method is optimal for worst case distortion. While in practice many other methods and heuristics are used, not much is known in terms of bounds on their performance.…

Data Structures and Algorithms · Computer Science 2022-03-17 Yair Bartal , Ora Nova Fandina , Kasper Green Larsen

We present a framework using the Quantized Tensor Train (QTT) decomposition to accurately and efficiently solve volume and boundary integral equations in three dimensions. We describe how the QTT decomposition can be used as a hierarchical…

Numerical Analysis · Mathematics 2016-10-04 Eduardo Corona , Abtin Rahimian , Denis Zorin

In the classical transformer attention scheme, we are given three $n \times d$ size matrices $Q, K, V$ (the query, key, and value tokens), and the goal is to compute a new $n \times d$ size matrix $D^{-1} \exp(QK^\top) V$ where $D =…

Data Structures and Algorithms · Computer Science 2023-10-09 Josh Alman , Zhao Song

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

Although Fourier series approximation is ubiquitous in computational physics owing to the Fast Fourier Transform (FFT) algorithm, efficient techniques for the fast evaluation of a three-dimensional truncated Fourier series at a set of…

Numerical Analysis · Mathematics 2017-03-08 Marco Caliari , Simone Zuccher

In this paper we present two new approaches to efficiently solve large-scale compressed sensing problems. These two ideas are independent of each other and can therefore be used either separately or together. We consider all possibilities.…

Machine Learning · Statistics 2013-12-17 Robert Vanderbei , Han Liu , Lie Wang , Kevin Lin

We discuss a generalization of the Cohn-Umans method, a potent technique developed for studying the bilinear complexity of matrix multiplication by embedding matrices into an appropriate group algebra. We investigate how the Cohn-Umans…

Numerical Analysis · Mathematics 2016-06-10 Ke Ye , Lek-Heng Lim

Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applications. As an effective dimension reduction tool, singular…

Methodology · Statistics 2019-12-09 Chencheng Cai , Rong Chen , Han Xiao

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

The rigidity of a matrix $A$ for target rank $r$ is the minimum number of entries of $A$ that need to be changed in order to obtain a matrix of rank at most $r$. At MFCS'77, Valiant introduced matrix rigidity as a tool to prove circuit…

Data Structures and Algorithms · Computer Science 2021-10-13 Bohdan Kivva

We develop new approximation algorithms and data structures for representing and computing with multivariate functions using the functional tensor-train (FT), a continuous extension of the tensor-train (TT) decomposition. The FT represents…

Numerical Analysis · Mathematics 2018-12-13 Alex A. Gorodetsky , Sertac Karaman , Youssef M. Marzouk

In many real-world problems, complex dependencies are present both among samples and among features. The Kronecker sum or the Cartesian product of two graphs, each modeling dependencies across features and across samples, has been used as…

Machine Learning · Statistics 2021-05-21 Jun Ho Yoon , Seyoung Kim

In compressed sensing, the "restricted isometry property" (RIP) is a sufficient condition for the efficient reconstruction of a nearly k-sparse vector x in C^d from m linear measurements Phi x. It is desirable for m to be small, and for Phi…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Eric Price , Mary Wootters

A key task in AutoML is to model learning curves of machine learning models jointly as a function of model hyper-parameters and training progression. While Gaussian processes (GPs) are suitable for this task, na\"ive GPs require…

Machine Learning · Computer Science 2024-10-15 Jihao Andreas Lin , Sebastian Ament , Maximilian Balandat , Eytan Bakshy

The well-known discrete Fourier transform (DFT) can easily be generalized to arbitrary nodes in the spatial domain. The fast procedure for this generalization is referred to as nonequispaced fast Fourier transform (NFFT). Various…

Numerical Analysis · Mathematics 2025-06-09 Melanie Kircheis , Daniel Potts

Johnson and Lindenstrauss (Contemporary Mathematics, 1984) showed that for $n > m$, a scaled random projection $\mathbf{A}$ from $\mathbb{R}^n$ to $\mathbb{R}^m$ is an approximate isometry on any set $S$ of size at most exponential in $m$.…

Computation · Statistics 2025-04-15 Andrej Bogdanov , Alon Rosen , Neekon Vafa , Vinod Vaikuntanathan