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The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative error in S due to randomization. The bounds do not depend on the…

Numerical Analysis · Mathematics 2018-01-03 John T. Holodnak , Ilse C. F. Ipsen , Ralph C. Smith

Biclustering is used for simultaneous clustering of the observations and variables when there is no group structure known \textit{a priori}. It is being increasingly used in bioinformatics, text analytics, etc. Previously, biclustering has…

Methodology · Statistics 2020-09-14 Wangshu Tu , Sanjeena Subedi

Let $P_n$ be the $n$-step right product $A_1\cdots A_n$, where $A_1,A_2,\dots$ is a given infinite sequence of $d\times d$ matrices with nonnegative entries. In a wide range of situations, the normalized matrix product $P_n/{\Vert…

Probability · Mathematics 2014-12-30 Éric Olivier , Alain Thomas

Dataset scaling, also known as normalization, is an essential preprocessing step in a machine learning pipeline. It is aimed at adjusting attributes scales in a way that they all vary within the same range. This transformation is known to…

Machine Learning · Computer Science 2022-12-26 Lucas B. V. de Amorim , George D. C. Cavalcanti , Rafael M. O. Cruz

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

Choosing models from a hypothesis space is a frequent task in approximation theory and inverse problems. Cross-validation is a classical tool in the learner's repertoire to compare the goodness of fit for different reconstruction models.…

Numerical Analysis · Mathematics 2022-02-24 Felix Bartel , Ralf Hielscher

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. For most concentrations of the scatterers the trajectories close…

Condensed Matter · Physics 2007-05-23 Meng-she Cao , E. G. D. Cohen

We study the spectral norm of matrices M that can be factored as M=BA, where A is a random matrix with independent mean zero entries, and B is a fixed matrix. Under the (4+epsilon)-th moment assumption on the entries of A, we show that the…

Probability · Mathematics 2016-12-23 Roman Vershynin

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou

A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…

Statistics Theory · Mathematics 2013-10-15 Tingni Sun , Cun-Hui Zhang

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

We study the swelling of a flexible linear chain composed of active particles by analytical theory and computer simulation. Three different situations are considered: a free chain, a chain confined to an external harmonic trap, and a chain…

Soft Condensed Matter · Physics 2015-03-31 Andreas Kaiser , Sonja Babel , Borge ten Hagen , Christian von Ferber , Hartmut Löwen

We introduce a family of random matrices where correlations between matrix elements are induced via interaction-derived Boltzmann factors. Varying these yields access to different ensembles. We find a universal scaling behavior of the…

Statistical Mechanics · Physics 2025-03-06 Abbas Ali Saberi , Sina Saber , Roderich Moessner

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

Spectral clustering refers to a family of unsupervised learning algorithms that compute a spectral embedding of the original data based on the eigenvectors of a similarity graph. This non-linear transformation of the data is both the key of…

Machine Learning · Computer Science 2019-01-30 Nicolas Tremblay , Andreas Loukas

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro
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