Related papers: Essentially Optimal Sparse Polynomial Multiplicati…
We present explicit algorithms for computing structured matrix-vector products that are optimal in the sense of Strassen, i.e., using a provably minimum number of multiplications. These structures include Toeplitz/Hankel/circulant,…
We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…
Quasiprobability representation is an important tool for analyzing a quantum system, such as a quantum state or a quantum circuit. In this work, we propose classical algorithms specialized for approximating outcome probabilities of a linear…
Prony's method, in its various concrete algorithmic realizations, is concerned with the reconstruction of a sparse exponential sum from integer samples. In several variables, the reconstruction is based on finding the variety for a zero…
We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…
We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…
We present a deterministic algorithm for computing all irreducible factors of degree $\le d$ of a given bivariate polynomial $f\in K[x,y]$ over an algebraic number field $K$ and their multiplicities, whose running time is polynomial in the…
Several problems in computer algebra can be efficiently solved by reducing them to calculations over finite fields. In this paper, we describe an algorithm for the reconstruction of multivariate polynomials and rational functions from their…
Let $\mathrm{R}$ be a real closed field and $\mathrm{D} \subset \mathrm{R}$ an ordered domain. We consider the algorithmic problem of computing the generalized Euler-Poincar\'e characteristic of real algebraic as well as semi-algebraic…
We give two algorithms for output-sparse matrix multiplication (OSMM), the problem of multiplying two $n \times n$ matrices $A, B$ when their product $AB$ is promised to have at most $O(n^{\delta})$ many non-zero entries for a given value…
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…
While leverage score sampling provides powerful tools for approximating solutions to large least squares problems, the cost of computing exact scores and sampling often prohibits practical application. This paper addresses this challenge by…
Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…
In this paper, we propose new deterministic and Monte Carlo interpolation algorithms for sparse multivariate polynomials represented by straight-line programs. Let $f$ be an $n$-variate polynomial given by a straight-line program, which has…
We consider a class of stochastic programs whose uncertain data has an exponential number of possible outcomes, where scenarios are affinely parametrized by the vertices of a tractable binary polytope. Under these conditions, we propose a…
We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…