Related papers: Fast and Accurate Pseudoinverse with Sparse Matrix…
Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse operator (SCIO) estimator \cite{liu2015fast} and derive its…
This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…
The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
Low-rank regularization-based deep unrolling networks have achieved remarkable success in various inverse imaging problems (IIPs). However, the singular value decomposition (SVD) is non-differentiable when duplicated singular values occur,…
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…
In the field of unsupervised feature selection, sparse principal component analysis (SPCA) methods have attracted more and more attention recently. Compared to spectral-based methods, SPCA methods don't rely on the construction of a…
Inversion by Direct Iteration (InDI) is a new formulation for supervised image restoration that avoids the so-called "regression to the mean" effect and produces more realistic and detailed images than existing regression-based methods. It…
Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…
SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…
We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization and its adaptive version for achieving sparsity in estimating the dimensions of the central subspace. The new estimators use the Cholesky…
The steered response power (SRP) is a popular approach to compute a map of the acoustic scene, typically used for acoustic source localization. The SRP map is obtained as the frequency-weighted output power of a beamformer steered towards a…
Sparse Matrix-matrix Multiplication (SpMM) and Sampled Dense-dense Matrix Multiplication (SDDMM) are important sparse operators in scientific computing and deep learning. Tensor Core Units (TCUs) enhance modern accelerators with superior…
In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
Accurate, high-resolution, and real-time DOA estimation is a cornerstone of environmental perception in automotive radar systems. While sparse signal recovery techniques offer super-resolution and high-precision estimation, their…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
We present a fast and accurate method for dense depth reconstruction from sparsely sampled light fields obtained using a synchronized camera array. In our method, the source images are over-segmented into non-overlapping compact superpixels…