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We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

Methodology · Statistics 2021-04-10 G. Durif , L. Modolo , J. Michaelsson , J. E. Mold , S. Lambert-Lacroix , F. Picard

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth

Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples…

Machine Learning · Statistics 2019-05-10 Jesse Dodge , Kevin Jamieson , Noah A. Smith

Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and…

Applications · Statistics 2013-05-03 Daniel E Runcie , Sayan Mukherjee

An algorithm is presented here, for discovering Hopf-Bifurcation varieties of polynomial dynamical systems. It is based on the expression of specific polynomials, as sums of products of first degree polynomials, with parametrical…

Chaotic Dynamics · Physics 2008-07-29 Stelios Kotsios

We present an algorithm to solve a system of diagonal polynomial equations over finite fields when the number of variables is greater than some fixed polynomial of the number of equations whose degree depends only on the degree of the…

Computational Complexity · Computer Science 2016-06-09 Gabor Ivanyos , Miklos Santha

In this paper we consider the following sparse recovery problem. We have query access to a vector $\vx \in \R^N$ such that $\vhx = \vF \vx$ is $k$-sparse (or nearly $k$-sparse) for some orthogonal transform $\vF$. The goal is to output an…

Data Structures and Algorithms · Computer Science 2019-07-22 Anna Gilbert , Albert Gu , Christopher Re , Atri Rudra , Mary Wootters

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

Numerical Analysis · Mathematics 2021-05-04 John D. Jakeman , Akil Narayan , Tao Zhou

In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…

Optimization and Control · Mathematics 2018-07-17 Akram Taati , Maziar Salahi

Polytopic matrix factorization (PMF) is a recently introduced matrix decomposition method in which the data vectors are modeled as linear transformations of samples from a polytope. The successful recovery of the original factors in the…

Signal Processing · Electrical Eng. & Systems 2022-04-26 Bariscan Bozkurt , Alper T. Erdogan

Cluster analysis relates to the task of assigning objects into groups which ideally present some desirable characteristics. When a cluster structure is confined to a subset of the feature space, traditional clustering techniques face…

Machine Learning · Statistics 2026-04-14 Efthymios Costa , Ioanna Papatsouma , Angelos Markos

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

We establish how the coefficients of a sparse polynomial system influence the sum (or the trace) of its zeros. As an application, we develop numerical tests for verifying whether a set of solutions to a sparse system is complete. These…

Algebraic Geometry · Mathematics 2022-01-14 Taylor Brysiewicz , Michael Burr

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

In this paper, we consider an $\ell_{0}$-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a…

Machine Learning · Statistics 2015-06-22 Junxiao Song , Prabhu Babu , Daniel P. Palomar

High-dimensional feature vectors are likely to contain sets of measurements that are approximate replicates of one another. In complex applications, or automated data collection, these feature sets are not known a priori, and need to be…

Methodology · Statistics 2020-10-07 Xin Bing , Florentina Bunea , Marten Wegkamp

We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…

Computational Physics · Physics 2021-02-09 Taylor M. Hernandez , Roel Van Beeumen , Mark A. Caprio , Chao Yang

The NP-hard Distinct Vectors problem asks to delete as many columns as possible from a matrix such that all rows in the resulting matrix are still pairwise distinct. Our main result is that, for binary matrices, there is a complexity…

Discrete Mathematics · Computer Science 2017-01-24 Vincent Froese , René van Bevern , Rolf Niedermeier , Manuel Sorge