Related papers: Sparse sketches with small inversion bias

Pairwise alignment of DNA sequencing data is a ubiquitous task in bioinformatics and typically represents a heavy computational burden. A standard approach to speed up this task is to compute "sketches" of the DNA reads (typically via…

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…

The compressive learning framework reduces the computational cost of training on large-scale datasets. In a sketching phase, the data is first compressed to a lightweight sketch vector, obtained by mapping the data samples through a…

We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

The unsupervised learning of community structure, in particular the partitioning vertices into clusters or communities, is a canonical and well-studied problem in exploratory graph analysis. However, like most graph analyses the…

Motivated by recent developments in serverless systems for large-scale computation as well as improvements in scalable randomized matrix algorithms, we develop OverSketched Newton, a randomized Hessian-based optimization algorithm to solve…

We present a quadratic estimator that detects and reconstructs spatially-varying multiplicative ($m-$) bias in weak lensing shear measurements, by exploiting the $EB$ mode coupling that it generates. The method combines $E$ and $B$ modes…

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gained popularity as an effective computational approximation…

Pseudoinverses are ubiquitous tools for handling over- and under-determined systems of equations. For computational efficiency, sparse pseudoinverses are desirable. Recently, sparse left and right pseudoinverses were introduced, using…

Many real-world data sets are sparse or almost sparse. One method to measure this for a matrix $A\in \mathbb{R}^{n\times n}$ is the \emph{numerical sparsity}, denoted $\mathsf{ns}(A)$, defined as the minimum $k\geq 1$ such that…

Given a symmetric matrix $A$, we show from the simple sketch $GAG^T$, where $G$ is a Gaussian matrix with $k = O(1/\epsilon^2)$ rows, that there is a procedure for approximating all eigenvalues of $A$ simultaneously to within $\epsilon…

In Compressed Sensing, a real-valued sparse vector has to be recovered from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. Adapted algorithms…

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…