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Related papers: Minimax separation of the Cauchy kernel

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Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

Numerical Analysis · Mathematics 2024-03-28 P. N. Vabishchevich

The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…

Numerical Analysis · Mathematics 2022-06-06 Yijun Dong , Per-Gunnar Martinsson

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

This paper considers the minimization of a continuously differentiable function over a cardinality constraint. We focus on smooth and relatively smooth functions. These smoothness criteria result in new descent lemmas. Based on the new…

Optimization and Control · Mathematics 2024-09-26 Fatih Selim Aktas , Mustafa Celebi Pinar

First-principles simulations of many-fermion systems are commonly limited by the computational requirements of processing large data objects. As a remedy, we propose the use of low-rank approximations of three-body interactions, which are…

Nuclear Theory · Physics 2025-01-09 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , T. Miyagi , A. Schwenk , L. Zurek

We develop an accelerated algorithm for computing an approximate eigenvalue decomposition of bistochastic normalized kernel matrices. Our approach constructs a low rank approximation of the original kernel matrix by the pivoted partial…

Numerical Analysis · Mathematics 2025-11-13 Chris Vales , Dimitrios Giannakis

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

We propose a new analytical approximation to the $\chi^2$ kernel that converges geometrically. The analytical approximation is derived with elementary methods and adapts to the input distribution for optimal convergence rate. Experiments…

Machine Learning · Computer Science 2015-03-20 Fuxin Li , Guy Lebanon , Cristian Sminchisescu

Let $A$ be a $n$ by $n$ matrix. A skeleton decomposition is any factorization of the form $CUR$ where $C$ comprises columns of $A$, and $R$ comprises rows of $A$. In this paper, we consider uniformly sampling $\l\simeq k \log n$ rows and…

Numerical Analysis · Mathematics 2012-04-11 Jiawei Chiu , Laurent Demanet

This paper provides a unifying view of optimal kernel hypothesis testing across the MMD two-sample, HSIC independence, and KSD goodness-of-fit frameworks. Minimax optimal separation rates in the kernel and $L^2$ metrics are presented, with…

Machine Learning · Statistics 2025-12-30 Antonin Schrab

We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Econometrics · Economics 2019-11-14 Jushan Bai , Junlong Feng

This article discusses a useful tool in dimensionality reduction and low-rank matrix approximation called the CUR decomposition. Various viewpoints of this method in the literature are synergized and are compared and contrasted; included in…

Numerical Analysis · Mathematics 2019-04-04 Keaton Hamm , Longxiu Huang

The most efficient algorithms for finding maximum independent sets in both theory and practice use reduction rules to obtain a much smaller problem instance called a kernel. The kernel can then be solved quickly using exact or heuristic…

Data Structures and Algorithms · Computer Science 2019-09-11 Demian Hespe , Christian Schulz , Darren Strash

In this contribution, kernel approximations are applied as ansatz functions within the Deep Ritz method. This allows to approximate weak solutions of elliptic partial differential equations with weak enforcement of boundary conditions using…

Numerical Analysis · Mathematics 2024-10-07 Hendrik Kleikamp , Tizian Wenzel

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

In spatial statistics and machine learning, the kernel matrix plays a pivotal role in prediction, classification, and maximum likelihood estimation. A thorough examination reveals that for large sample sizes, the kernel matrix becomes…

Machine Learning · Statistics 2023-11-07 Hao Zhang

In this paper, we study an extremal problem concerning best approximation in the Hardy space $H^1$ on the unit disk $\mathbb D$. Specifically, we consider weighted combinations of the Cauchy-Szeg\"o kernel and its derivative, parametrized…

Complex Variables · Mathematics 2024-09-18 Viktor V. Savchuk , Maryna V. Savchuk

This paper is concerned with the minimisation of peak stresses occurring in linear elasticity. We propose to minimise the maximal von Mises stress of the elastic body. This leads to a nonsmooth shape functional. We derive the shape…

Optimization and Control · Mathematics 2024-02-21 Phillip Baumann , Kevin Sturm