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Likelihood-free methods, such as approximate Bayesian computation, are powerful tools for practical inference problems with intractable likelihood functions. Markov chain Monte Carlo and sequential Monte Carlo variants of approximate…

Computation · Statistics 2019-02-26 David J. Warne , Ruth E. Baker , Matthew J. Simpson

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…

Data Structures and Algorithms · Computer Science 2017-03-27 Shiyu Ji , Kun Wan

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Machine Learning · Computer Science 2013-06-05 Alex Gittens , Michael W. Mahoney

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

We provide a method for approximating Bayesian inference using rejection sampling. We not only make the process efficient, but also dramatically reduce the memory required relative to conventional methods by combining rejection sampling…

Machine Learning · Computer Science 2015-12-04 Nathan Wiebe , Christopher Granade , Ashish Kapoor , Krysta M Svore

We study channel simulation and distributed matching, two fundamental problems with several applications to machine learning, using a recently introduced generalization of the standard rejection sampling (RS) algorithm known as Ensemble…

Information Theory · Computer Science 2025-10-08 Buu Phan , Ashish Khisti

We construct a deterministic approximation algorithm for computing a permanent of a $0,1$ $n$ by $n$ matrix to within a multiplicative factor $(1+\epsilon)^n$, for arbitrary $\epsilon>0$. When the graph underlying the matrix is a constant…

Combinatorics · Mathematics 2007-05-23 David Gamarnik , Dmitriy Katz

We consider processing an n x d matrix A in a stream with row-wise updates according to a recent algorithm called Frequent Directions (Liberty, KDD 2013). This algorithm maintains an l x d matrix Q deterministically, processing each row in…

Data Structures and Algorithms · Computer Science 2013-08-23 Mina Ghashami , Jeff M. Phillips

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

The training phases of Deep neural network~(DNN) consumes enormous processing time and energy. Compression techniques utilizing the sparsity of DNNs can effectively accelerate the inference phase of DNNs. However, it can be hardly used in…

Machine Learning · Computer Science 2018-12-17 Zhuoran Song , Ru Wang , Dongyu Ru , Hongru Huang , Zhenghao Peng , Jing Ke , Xiaoyao Liang , Li Jiang

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

Data Structures and Algorithms · Computer Science 2021-06-16 Ainesh Bakshi , Nadiia Chepurko , David P. Woodruff

The algorithm and complexity of approximating the permanent of a matrix is an extensively studied topic. Recently, its connection with quantum supremacy and more specifically BosonSampling draws special attention to the average-case…

Data Structures and Algorithms · Computer Science 2019-12-02 Zhengfeng Ji , Zhihan Jin , Pinyan Lu

A number of distributions that arise in statistical applications can be expressed in the form of a weighted density: the product of a base density and a nonnegative weight function. Generating variates from such a distribution may be…

Methodology · Statistics 2025-03-18 Andrew M. Raim , James A. Livsey , Kyle M. Irimata

We consider column-sparse covering integer programs, a generalization of set cover, which have a long line of research of (randomized) approximation algorithms. We develop a new rounding scheme based on the Partial Resampling variant of the…

Data Structures and Algorithms · Computer Science 2023-10-13 Antares Chen , David G. Harris , Aravind Srinivasan

Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…

Machine Learning · Computer Science 2022-07-14 Calvin McCarter , Nicholas Dronen

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

Machine Learning · Computer Science 2019-10-31 Chen Dan , Hong Wang , Hongyang Zhang , Yuchen Zhou , Pradeep Ravikumar

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch