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In this paper, we investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. We show that a gradient descent algorithm with initial value obtained from a spectral method can,…

Machine Learning · Statistics 2017-02-27 Dong Xia , Ming Yuan

Quasi-Monte Carlo (QMC) is an essential tool for integral approximation, Bayesian inference, and sampling for simulation in science, etc. In the QMC area, the rank-1 lattice is important due to its simple operation, and nice properties for…

Computation · Statistics 2020-11-13 Yueming Lyu , Yuan Yuan , Ivor W. Tsang

We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev…

Numerical Analysis · Mathematics 2020-08-11 Frances Y. Kuo , Giovanni Migliorati , Fabio Nobile , Dirk Nuyens

We give a deterministic polynomial space construction for nearly optimal eps-nets with respect to any input n-dimensional convex body K and norm |.|. More precisely, our algorithm can build and iterate over an eps-net of K with respect to…

Computational Complexity · Computer Science 2013-12-04 Daniel Dadush

We approximate $d$-variate periodic functions in weighted Korobov spaces with general weight parameters using $n$ function values at lattice points. We do not limit $n$ to be a prime number, as in currently available literature, but allow…

Numerical Analysis · Mathematics 2022-09-05 Frances Y. Kuo , Weiwen Mo , Dirk Nuyens

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…

Numerical Analysis · Mathematics 2026-03-04 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

For an arbitrary given span of high-dimensional multivariate Chebyshev polynomials, an approach to construct spatial discretizations is presented, i.e., the construction of a sampling set that allows for the unique reconstruction of each…

Numerical Analysis · Mathematics 2025-03-26 Lutz Kämmerer

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

We give new and efficient black-box reconstruction algorithms for some classes of depth-$3$ arithmetic circuits. As a consequence, we obtain the first efficient algorithm for computing the tensor rank and for finding the optimal tensor…

Computational Complexity · Computer Science 2021-05-06 Vishwas Bhargava , Shubhangi Saraf , Ilya Volkovich

Polynomial reconstruction on Cartesian grids is fundamental in many scientific and engineering applications, yet it is still an open problem how to construct for a finite subset $K$ of $\mathbb{Z}^{\textsf{D}}$ a lattice $\mathcal{T}\subset…

Numerical Analysis · Mathematics 2024-10-02 Qinghai Zhang , Yuke Zhu , Zhixuan Li

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

A variety of techniques have been developed for the approximation of non-periodic functions. In particular, there are approximation techniques based on rank-$1$ lattices and transformed rank-$1$ lattices, including methods that use sampling…

Numerical Analysis · Mathematics 2021-08-30 Robert Nasdala , Daniel Potts

Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

We give a deterministic polynomial time $2^{O(r)}$-approximation algorithm for the number of bases of a given matroid of rank $r$ and the number of common bases of any two matroids of rank $r$. To the best of our knowledge, this is the…

Data Structures and Algorithms · Computer Science 2018-11-06 Nima Anari , Shayan Oveis Gharan , Cynthia Vinzant

The importance of classifying connections in large graphs has been the motivation for a rich line of work on distributed subgraph finding that has led to exciting recent breakthroughs. A crucial aspect that remained open was whether…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-27 Keren Censor-Hillel , Dean Leitersdorf , David Vulakh

We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…

Numerical Analysis · Mathematics 2016-01-07 Fredrik Andersson , Marcus Carlsson

Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-$1$ lattice rule to approximate an $s$-dimensional integral is fully specified by its \emph{generating vector}…

Numerical Analysis · Mathematics 2023-01-02 Peter Kritzer