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Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…

In the restricted shortest paths problem, we are given a graph $G$ whose edges are assigned two non-negative weights: lengths and delays, a source $s$, and a delay threshold $D$. The goal is to find, for each target $t$, the length of the…

We give an algorithm to compute $N$ steps of a convolution quadrature approximation to a continuous temporal convolution using only $O(N \log N)$ multiplications and $O(\log N)$ active memory. The method does not require evaluations of the…

We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…

Quadratic programming is a ubiquitous prototype in convex programming. Many machine learning problems can be formulated as quadratic programming, including the famous Support Vector Machines (SVMs). Linear and kernel SVMs have been among…

Convolution operations are foundational to classical image processing and modern deep learning architectures, yet their extension into the quantum domain has remained algorithmically and physically costly due to inefficient data encoding…

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

This paper addresses the problem of learning to sparsify stochastic linear bandits, where a decision-maker sequentially selects actions from a high-dimensional space subject to a sparsity constraint on the number of nonzero elements in the…

In this paper, we propose new deterministic and Monte Carlo interpolation algorithms for sparse multivariate polynomials represented by straight-line programs. Let $f$ be an $n$-variate polynomial given by a straight-line program, which has…

In this article, we consider the problem of unconstrained time-varying convex optimization, where the cost function changes with time. We provide an in-depth technical analysis of the problem and argue why freezing the cost at each time…

We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

We present a randomized algorithm for the single-source shortest paths (SSSP) problem on directed graphs with arbitrary real-valued edge weights that runs in $n^{2+o(1)}$ time with high probability. This result yields the first almost…

In this paper we extend the deterministic sublinear FFT algorithm in Plonka et al. (2018) for fast reconstruction of $M$-sparse vectors ${\mathbf x}$ of length $N= 2^J$, where we assume that all components of the discrete Fourier transform…

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Langevin algorithms are gradient descent methods augmented with additive noise, and are widely used in Markov Chain Monte Carlo (MCMC) sampling, optimization, and machine learning. In recent years, the non-asymptotic analysis of Langevin…

Let $G = (V,E,w)$ be a weighted undirected graph on $|V| = n$ vertices and $|E| = m$ edges, let $k \ge 1$ be any integer, and let $\epsilon < 1$ be any parameter. We present the following results on fast constructions of spanners with…

We describe an efficient algorithm for computing the matrix vector products that appear in the numerical resolution of boundary integral equations in 2 space dimension. This work is an extension of the so-called Sparse Cardinal Sine…

In the decremental $(1+\epsilon)$-approximate Single-Source Shortest Path (SSSP) problem, we are given a graph $G=(V,E)$ with $n = |V|, m = |E|$, undergoing edge deletions, and a distinguished source $s \in V$, and we are asked to process…