Related papers: A quantum-inspired algorithm for approximating sta…
We give a quantum logspace algorithm for powering contraction matrices, that is, matrices with spectral norm at most~1. The algorithm gets as an input an arbitrary $n\times n$ contraction matrix $A$, and a parameter $T \leq…
Linear regression is one of the most fundamental linear algebra problems. Given a dense matrix $A \in \mathbb{R}^{n \times d}$ and a vector $b$, the goal is to find $x'$ such that $ \| Ax' - b \|_2^2 \leq (1+\epsilon) \min_{x} \| A x - b…
In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…
This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…
Let $A$ be a $n$ by $n$ matrix. A skeleton decomposition is any factorization of the form $CUR$ where $C$ comprises columns of $A$, and $R$ comprises rows of $A$. In this paper, we consider uniformly sampling $\l\simeq k \log n$ rows and…
We present two quantum algorithms based on evolution randomization, a simple variant of adiabatic quantum computing, to prepare a quantum state $\vert x \rangle$ that is proportional to the solution of the system of linear equations $A…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…
Solving linear systems of equations is a frequently encountered problem in machine learning and optimisation. Given a matrix $A$ and a vector $\mathbf b$ the task is to find the vector $\mathbf x$ such that $A \mathbf x = \mathbf b$. We…
We present a novel method for approximately equilibrating a matrix $A \in {\bf R}^{m \times n}$ using only multiplication by $A$ and $A^T$. Our method is based on convex optimization and projected stochastic gradient descent, using an…
The goal of the thesis is to leverage fast graph algorithms and modern algorithmic techniques for problems in model checking and synthesis on graphs, MDPs, and game graphs. The results include symbolic algorithms, a well-known class of…
We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…
We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…
Computing the top eigenvectors of a matrix is a problem of fundamental interest to various fields. While the majority of the literature has focused on analyzing the reconstruction error of low-rank matrices associated with the retrieved…
The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…
In maximum-likelihood quantum state tomography, both the sample size and dimension grow exponentially with the number of qubits. It is therefore desirable to develop a stochastic first-order method, just like stochastic gradient descent for…
We present a space and time efficient practical parallel algorithm for approximating the diameter of massive weighted undirected graphs on distributed platforms supporting a MapReduce-like abstraction. The core of the algorithm is a…
Recent results by Harrow et. al. and by Ta-Shma, suggest that quantum computers may have an exponential advantage in solving a wealth of linear algebraic problems, over classical algorithms. Building on the quantum intuition of these…
CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…
A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…