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We consider fast, provably accurate algorithms for approximating functions on the $d$-dimensional torus, $f: \mathbb{ T }^d \rightarrow \mathbb{C}$, that are sparse (or compressible) in the Fourier basis. In particular, suppose that the…

Numerical Analysis · Mathematics 2020-12-21 Craig Gross , Mark Iwen , Lutz Kämmerer , Toni Volkmer

Subgroup analysis has garnered increasing attention for its ability to identify meaningful subgroups within heterogeneous populations, thereby enhancing predictive power. However, in many fields such as social science and biology,…

Methodology · Statistics 2024-07-18 Yong He , Dong Liu , Fuxin Wang , Mingjuan Zhang , Wen-Xin Zhou

We investigate the classes of functions whose minimization diagrams can be approximated efficiently in \Re^d. We present a general framework and a data-structure that can be used to approximate the minimization diagram of such functions.…

Computational Geometry · Computer Science 2013-04-03 Sariel Har-Peled , Nirman Kumar

This paper introduces a novel algorithmic solution for the approximation of a given multivariate function by a nomographic function that is composed of a one-dimensional continuous and monotone outer function and a sum of univariate…

Information Theory · Computer Science 2015-07-14 Steffen Limmer , Jafar Mohammadi , Slawomir Stanczak

The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…

Numerical Analysis · Mathematics 2025-06-02 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…

Machine Learning · Computer Science 2023-07-17 Kyriakos Axiotis , Taisuke Yasuda

For the Poisson equation posed in a domain containing a large number of polygonal perforations, we propose a low-dimensional coarse approximation space based on a coarse polygonal partitioning of the domain. Similarly to other multiscale…

Numerical Analysis · Mathematics 2024-04-17 Miranda Boutilier , Konstantin Brenner , Victorita Dolean

Surrogate models can reduce computational costs for multivariable functions with an unknown internal structure (black boxes). In a discrete formulation, surrogate modeling is equivalent to restoring a multidimensional array (tensor) from a…

Numerical Analysis · Mathematics 2022-08-09 Andrei Chertkov , Gleb Ryzhakov , Ivan Oseledets

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

Statistics Theory · Mathematics 2017-04-17 Garvesh Raskutti , Ming Yuan , Han Chen

Deep representation learning has become one of the most widely adopted approaches for visual search, recommendation, and identification. Retrieval of such representations from a large database is however computationally challenging.…

Machine Learning · Computer Science 2020-04-14 Biswajit Paria , Chih-Kuan Yeh , Ian E. H. Yen , Ning Xu , Pradeep Ravikumar , Barnabás Póczos

The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…

Machine Learning · Statistics 2023-11-22 Xiaofei Wu , Zhimin Zhang , Zhenyu Cui

We exploit the truncated singular value decomposition and the recently proposed circulant decomposition for an efficient first-order approximation of the multiplication of large dense matrices. A decomposition of each matrix into a sum of a…

Numerical Analysis · Mathematics 2026-04-27 Suvendu Kar , Hariprasad M. , Sai Gowri J. N. , Murugesan Venkatapathi

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$…

Numerical Analysis · Computer Science 2015-09-02 Roel Matthysen , Daan Huybrechs

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…

Numerical Analysis · Mathematics 2024-07-24 Moritz Moeller , Serhii Stasyuk , Tino Ullrich

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

Randomized algorithms are important for solving large-scale optimization problems. In this paper, we propose a fast sketching algorithm for least square problems regularized by convex or nonconvex regularization functions, Sketching for…

Optimization and Control · Mathematics 2023-11-06 Yingzhen Yang , Ping Li

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm…

Machine Learning · Computer Science 2018-08-20 Fahad Shamshad , Ali Ahmed

Large dimensional least-squares and regularised least-squares problems are expensive to solve. There exist many approximate techniques, some deterministic (like conjugate gradient), some stochastic (like stochastic gradient descent). Among…

Signal Processing · Electrical Eng. & Systems 2021-10-18 Yusuf Pilavcı , Pierre-Olivier Amblard , Simon Barthelmé , Nicolas Tremblay

We introduce and study the Group Square-Root Lasso (GSRL) method for estimation in high dimensional sparse regression models with group structure. The new estimator minimizes the square root of the residual sum of squares plus a penalty…

Statistics Theory · Mathematics 2013-08-01 Florentina Bunea , Johannes Lederer , Yiyuan She