Related papers: Fast and Accurate Pseudoinverse with Sparse Matrix…
We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
The growth of big data in domains such as Earth Sciences, Social Networks, Physical Sciences, etc. has lead to an immense need for efficient and scalable linear algebra operations, e.g. Matrix inversion. Existing methods for efficient and…
This paper presents an efficient technique for matrix-vector and vector-transpose-matrix multiplication in distributed-memory parallel computing environments, where the matrices are unstructured, sparse, and have a substantially larger…
We revisit the inductive matrix completion problem that aims to recover a rank-$r$ matrix with ambient dimension $d$ given $n$ features as the side prior information. The goal is to make use of the known $n$ features to reduce sample and…
Surface reconstruction from sparse views aims to reconstruct a 3D shape or scene from few RGB images. The latest methods are either generalization-based or overfitting-based. However, the generalization-based methods do not generalize well…
We propose a simple and efficient algorithm for learning sparse invariant representations from unlabeled data with fast inference. When trained on short movies sequences, the learned features are selective to a range of orientations and…
This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…
We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…
Video deblurring is a challenging task that aims to recover sharp sequences from blur and noisy observations. The image-formation model plays a crucial role in traditional model-based methods, constraining the possible solutions. However,…
In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…
Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…
The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…
An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…
We present DeepMVI, a deep learning method for missing value imputation in multidimensional time-series datasets. Missing values are commonplace in decision support platforms that aggregate data over long time stretches from disparate…
The well-known M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications; for example, to compute least-squares solutions of inconsistent systems of linear equations. It is uniquely characterized by four properties,…
In recent years, the fervent demand for computational power across various domains has prompted hardware manufacturers to introduce specialized computing hardware aimed at enhancing computational capabilities. Particularly, the utilization…
Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse…
Computing the matrix square root and its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use…