Related papers: Sparse Polynomial Interpolation Based on Derivativ…
In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$…
For high dimensional problems, such as approximation and integration, one cannot afford to sample on a grid because of the curse of dimensionality. An attractive alternative is to sample on a low discrepancy set, such as an integration…
Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…
Most numerical solvers and libraries nowadays are implemented to use mathematical models created with language-specific built-in data types (e.g. real in Fortran or double in C) and their respective elementary algebra implementations.…
Sparse approximations using highly over-complete dictionaries is a state-of-the-art tool for many imaging applications including denoising, super-resolution, compressive sensing, light-field analysis, and object recognition. Unfortunately,…
High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…
We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…
Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…
The recently proposed multi-layer sparse model has raised insightful connections between sparse representations and convolutional neural networks (CNN). In its original conception, this model was restricted to a cascade of convolutional…
High-dimensional real-world systems can often be well characterized by a small number of simultaneous low-complexity interactions. The analysis of variance (ANOVA) decomposition and the anchored decomposition are typical techniques to find…
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…
Short integer linear programs are programs with a relatively small number of constraints. We show how recent improvements on the running-times of solvers for such programs can be used to obtain fast pseudo-polynomial time algorithms for…
Sequence-to-sequence models are a powerful workhorse of NLP. Most variants employ a softmax transformation in both their attention mechanism and output layer, leading to dense alignments and strictly positive output probabilities. This…
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
The performance of machine learning and pattern recognition algorithms generally depends on data representation. That is why, much of the current effort in performing machine learning algorithms goes into the design of preprocessing…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…
Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
In this paper we extend the deterministic sublinear FFT algorithm in Plonka et al. (2018) for fast reconstruction of $M$-sparse vectors ${\mathbf x}$ of length $N= 2^J$, where we assume that all components of the discrete Fourier transform…