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We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…
We discuss parallel (additive) and sequential (multiplicative) variants of overlapping Schwarz methods for the Helmholtz equation in $\mathbb{R}^d$, with large real wavenumber and smooth variable wave speed. The radiation condition is…
A linear arrangement is a mapping $\pi$ from the $n$ vertices of a graph $G$ to $n$ distinct consecutive integers. Linear arrangements can be represented by drawing the vertices along a horizontal line and drawing the edges as semicircles…
In this article, we investigate the multilinear distorted multiplier estimate (Coifman-Meyer type theorem) associated with the Schr\"{o}dinger operator $H=-\Delta + V$ in the framework of the corresponding distorted Fourier transform. Our…
Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…
Ridge regularized linear models (RRLMs), such as ridge regression and the SVM, are a popular group of methods that are used in conjunction with coefficient hypothesis testing to discover explanatory variables with a significant multivariate…
We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…
We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…
The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
Many learning tasks, such as cross-validation, parameter search, or leave-one-out analysis, involve multiple instances of similar problems, each instance sharing a large part of learning data with the others. We introduce a robust framework…
We analyze the convergence of the (algebraic) multiplicative Schwarz method applied to linear algebraic systems with matrices having a special block structure that arises, for example, when a (partial) differential equation is posed and…
Recent advances in {matrix-mimetic} tensor frameworks have made it possible to preserve linear algebraic properties for multilinear data analysis and, as a result, to obtain optimal representations of multiway data. Matrix mimeticity arises…
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…
Iterative sketching and sketch-and-precondition are randomized algorithms used for solving overdetermined linear least-squares problems. When implemented in exact arithmetic, these algorithms produce high-accuracy solutions to least-squares…
Establishing Lipschitz stability estimates is crucial for ensuring the mathematical robustness of neural network (NN) approximations in machine learning (ML)-based parameter estimation, particularly in physics-informed settings. In this…
In this work, we study a random orthogonal projection based least squares estimator for the stable solution of a multivariate nonparametric regression (MNPR) problem. More precisely, given an integer $d\geq 1$ corresponding to the dimension…
We consider the problem of learning a mixture of linear regressions (MLRs). An MLR is specified by $k$ nonnegative mixing weights $p_1, \ldots, p_k$ summing to $1$, and $k$ unknown regressors $w_1,...,w_k\in\mathbb{R}^d$. A sample from the…
We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…
Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…