Related papers: Essentially Optimal Sparse Polynomial Multiplicati…
We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel…
We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…
We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is…
A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be…
We present the submatrix method, a highly parallelizable method for the approximate calculation of inverse p-th roots of large sparse symmetric matrices which are required in different scientific applications. We follow the idea of…
This article presents a strongly polynomial-time algorithm for the general linear programming problem. This algorithm is an implicit reduction procedure that works as follows. Primal and dual problems are combined into a special system of…
Finding the sparse representation of a signal in an overcomplete dictionary has attracted a lot of attention over the past years. This paper studies ProSparse, a new polynomial complexity algorithm that solves the sparse representation…
Based on the observation that $\mathbb{Q}^{(p-1) \times (p-1)}$ is isomorphic to a quotient skew polynomial ring, we propose a new method for $(p-1)\times (p-1)$ matrix multiplication over $\mathbb{Q}$, where $p$ is a prime number. The main…
We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree $r$ polynomial which depends on at most $k$ inputs, counting at most $\ell$ monomial terms, which minimizes the sum of the squares…
We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…
We present a novel method to significantly speed up cosmological parameter sampling. The method relies on constructing an interpolation of the CMB-log-likelihood based on sparse grids, which is used as a shortcut for the…
In this paper, we give new sparse interpolation algorithms for black box univariate and multivariate rational functions h=f/g whose coefficients are integers with an upper bound. The main idea is as follows: choose a proper integer beta and…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
In this paper, we consider the extensively studied problem of computing a $k$-sparse approximation to the $d$-dimensional Fourier transform of a length $n$ signal. Our algorithm uses $O(k \log k \log n)$ samples, is dimension-free, operates…
Given a "black box" function to evaluate an unknown rational polynomial f in Q[x] at points modulo a prime p, we exhibit algorithms to compute the representation of the polynomial in the sparsest shifted power basis. That is, we determine…
We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…
Given an n x n matrix A, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of A and then retains some of the remaining elements with probabilities proportional to the square of their…
In this paper, we study the arithmetics of skew polynomial rings over finite fields, mostly from an algorithmic point of view. We give various algorithms for fast multiplication, division and extended Euclidean division. We give a precise…
Sparse tensor best rank-1 approximation (BR1Approx), which is a sparsity generalization of the dense tensor BR1Approx, and is a higher-order extension of the sparse matrix BR1Approx, is one of the most important problems in sparse tensor…
We propose stochastic splitting algorithms for solving large-scale composite inclusion problems involving monotone and linear operators. They activate at each iteration blocks of randomly selected resolvents of monotone operators and,…