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We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…

Statistics Theory · Mathematics 2011-09-05 Han Xiao , Wei Biao Wu

Learning a Gaussian mixture model (GMM) is a fundamental problem in machine learning, learning theory, and statistics. One notion of learning a GMM is proper learning: here, the goal is to find a mixture of $k$ Gaussians $\mathcal{M}$ that…

Data Structures and Algorithms · Computer Science 2015-06-04 Jerry Li , Ludwig Schmidt

A fast non-convex low-rank matrix decomposition method for potential field data separation is proposed. The singular value decomposition of the large size trajectory matrix, which is also a block Hankel matrix, is obtained using a fast…

Geophysics · Physics 2022-08-16 Dan Zhu , Rosemary Renaut , Hongwei Li , Tianyou Liu

Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…

Machine Learning · Computer Science 2021-04-13 Lars Ruthotto , Eldad Haber

G-Enum histograms are a new fast and fully automated method for irregular histogram construction. By framing histogram construction as a density estimation problem and its automation as a model selection task, these histograms leverage the…

Machine Learning · Computer Science 2022-12-29 Valentina Zelaya Mendizábal , Marc Boullé , Fabrice Rossi

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

Graph Generation is a recently introduced enhanced Column Generation algorithm for solving expanded Linear Programming relaxations of mixed integer linear programs without weakening the expanded relaxations which characterize these methods.…

Optimization and Control · Mathematics 2022-02-04 Julian Yarkony , Amelia Regan

Graph Neural Networks (GNNs) have shown great superiority on non-Euclidean graph data, achieving ground-breaking performance on various graph-related tasks. As a practical solution to train GNN on large graphs with billions of nodes and…

Machine Learning · Computer Science 2024-09-24 Zeyu Zhu , Peisong Wang , Qinghao Hu , Gang Li , Xiaoyao Liang , Jian Cheng

Graph homophily has been considered an essential property for message-passing neural networks (MPNN) in node classification. Recent findings suggest that performance is more closely tied to the consistency of neighborhood class…

Machine Learning · Computer Science 2025-08-26 Marcel Hoffmann , Lukas Galke , Ansgar Scherp

This work presents a new, simple O(log^2|G|) algorithm, the Fibonacci cube algorithm, for producing random group elements in black box groups. After the initial O(log^2|G|) group operations, epsilon-uniform random elements are produced…

Probability · Mathematics 2007-05-23 Gene Cooperman

We give an efficient algorithm to generate a graph from a distribution $\epsilon$-close to $G(n,p)$, in the sense of total variation distance. In particular, if $p$ is represented with $O(\log n)$-bit accuracy, then, with high probability,…

Data Structures and Algorithms · Computer Science 2012-07-13 Antonio Blanca , Milena Mihail

Inference in log-linear models scales linearly in the size of output space in the worst-case. This is often a bottleneck in natural language processing and computer vision tasks when the output space is feasibly enumerable but very large.…

Machine Learning · Computer Science 2017-07-12 Stephen Mussmann , Daniel Levy , Stefano Ermon

General Matrix Multiplication (GEMM) is a crucial algorithm for various applications such as machine learning and scientific computing, and an efficient GEMM implementation is essential for the performance of these systems. While…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-03 Shixun Wu , Yujia Zhai , Jinyang Liu , Jiajun Huang , Zizhe Jian , Bryan M. Wong , Zizhong Chen

We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…

Optimization and Control · Mathematics 2014-03-20 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…

Econometrics · Economics 2025-10-21 Peter Reinhard Hansen , Chen Tong

Using graph neural networks for large graphs is challenging since there is no clear way of constructing mini-batches. To solve this, previous methods have relied on sampling or graph clustering. While these approaches often lead to good…

Machine Learning · Computer Science 2022-12-20 Johannes Gasteiger , Chendi Qian , Stephan Günnemann

Data-driven modeling plays an increasingly important role in different areas of engineering. For most of existing methods, such as genetic programming (GP), the convergence speed might be too slow for large scale problems with a large…

Neural and Evolutionary Computing · Computer Science 2017-08-16 Chen Chen , Changtong Luo , Zonglin Jiang

We give an efficient algorithm to randomly generate finitely generated subgroups of a given size, in a finite rank free group. Here, the size of a subgroup is the number of vertices of its representation by a reduced graph such as can be…

Group Theory · Mathematics 2010-06-21 Frédérique Bassino , Cyril Nicaud , Pascal Weil

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli