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Accurate and fast modeling of electric fields in layered structures have a great scientific and practical value. Prevalent method for that is transfer-matrix method. However, transfer matrix method is limited to infinite plane wave…

Optics · Physics 2017-07-04 A. Loot , V. Hizhnyakov

Optimizing over the set of orthogonal matrices is a central component in problems like sparse-PCA or tensor decomposition. Unfortunately, such optimization is hard since simple operations on orthogonal matrices easily break orthogonality,…

Machine Learning · Computer Science 2013-12-16 Uri Shalit , Gal Chechik

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

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

We introduce a general Bayesian framework for graph matching grounded in a new theory of exchangeable random permutations. Leveraging the cycle representation of permutations and the literature on exchangeable random partitions, we define,…

Methodology · Statistics 2026-02-03 Francesco Gaffi , Nathaniel Josephs , Lizhen Lin

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Next generation radio telescopes, like the Square Kilometre Array, will acquire an unprecedented amount of data for radio astronomy. The development of fast, parallelisable or distributed algorithms for handling such large-scale data sets…

Instrumentation and Methods for Astrophysics · Physics 2016-10-28 Alexandru Onose , Rafael E. Carrillo , Jason D. McEwen , Yves Wiaux

Many imaging technologies rely on tomographic reconstruction, which requires solving a multidimensional inverse problem given a finite number of projections. Backprojection is a popular class of algorithm for tomographic reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2020-06-03 Xueqing Liu , Paul Sajda

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Statistics Theory · Mathematics 2017-01-20 Gian-Andrea Thanei , Christina Heinze , Nicolai Meinshausen

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the…

Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of…

Machine Learning · Computer Science 2019-06-25 Nick Ryder , Zohar Karnin , Edo Liberty

In this paper we characterize and construct novel oversampled filter banks implementing fusion frames. A fusion frame is a sequence of orthogonal projection operators whose sum can be inverted in a numerically stable way. When properly…

Information Theory · Computer Science 2015-10-28 Amina Chebira , Matthew Fickus , Dustin G. Mixon

In this paper we study a class of dynamical systems generated by iterations of multivariate permutation polynomial systems which lead to polynomial growth of the degrees of these iterations. Using these estimates and the same techniques…

Number Theory · Mathematics 2010-01-10 Alina Ostafe

Recent theoretical work has identified random projection as a promising dimensionality reduction technique for learning mixtures of Gausians. Here we summarize these results and illustrate them by a wide variety of experiments on synthetic…

Machine Learning · Computer Science 2013-01-18 Sanjoy Dasgupta

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from…

Computer Vision and Pattern Recognition · Computer Science 2019-07-04 Zenith Purisha , Carl Jidling , Niklas Wahlström , Simo Särkkä , Thomas B. Schön

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…

Signal Processing · Electrical Eng. & Systems 2020-03-13 Thiernithi Variddhisai , Danilo Mandic

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Matrix inversion problems are often encountered in experimental physics, and in particular in high-energy particle physics, under the name of unfolding. The true spectrum of a physical quantity is deformed by the presence of a detector,…

Machine Learning · Statistics 2020-09-08 Pietro Vischia