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Clustering algorithms remain valuable tools for grouping and summarizing the most important aspects of data. Example areas where this is the case include image segmentation, dimension reduction, signals analysis, model order reduction,…

Numerical Analysis · Mathematics 2024-12-24 Guy B. Oldaker , Maria Emelianenko

Non-negative matrix factorization (NMF) is one of the most popular decomposition techniques for multivariate data. NMF is a core method for many machine-learning related computational problems, such as data compression, feature extraction,…

Numerical Analysis · Computer Science 2017-12-07 Gabriele Torre , Michael Graber

Matrix profile has been recently proposed as a promising technique to the problem of all-pairs-similarity search on time series. Efficient algorithms have been proposed for computing it, e.g., STAMP, STOMP and SCRIMP++. All these algorithms…

Machine Learning · Computer Science 2019-01-18 Reza Akbarinia , Bertrand Cloez

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…

Optimization and Control · Mathematics 2021-06-08 Kenneth Lange , Joong-Ho Won , Alfonso Landeros , Hua Zhou

Matrix-valued covariance functions are crucial to geostatistical modeling of multivariate spatial data. The classical assumption of symmetry of a multivariate covariance function is overlay restrictive and has been considered as unrealistic…

Statistics Theory · Mathematics 2017-11-28 Alfredo Alegría , Emilio Porcu , Reinhard Furrer

We outline a new approach for solving optimization problems which enforce triangle inequalities on output variables. We refer to this as metric-constrained optimization, and give several examples where problems of this form arise in machine…

Numerical Analysis · Computer Science 2018-06-06 Nate Veldt , David Gleich , Anthony Wirth , James Saunderson

Solving the inverse kinematics problem is a fundamental challenge in motion planning, control, and calibration for articulated robots. Kinematic models for these robots are typically parametrized by joint angles, generating a complicated…

Robotics · Computer Science 2023-12-12 Filip Marić , Matthew Giamou , Adam W. Hall , Soroush Khoubyarian , Ivan Petrović , Jonathan Kelly

Identifying informative components in binary data is an essential task in many research areas, including life sciences, social sciences, and recommendation systems. Boolean matrix factorization (BMF) is a family of methods that performs…

Machine Learning · Computer Science 2024-07-03 Sebastian Dalleiger , Jilles Vreeken , Michael Kamp

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

Variables adapted to the quantum dynamics of spherically symmetric models are introduced, which further simplify the spherically symmetric volume operator and allow an explicit computation of all matrix elements of the Euclidean and…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Martin Bojowald , Rafal Swiderski

Given a graph or similarity matrix, we consider the problem of recovering a notion of true distance between the nodes, and so their true positions. We show that this can be accomplished in two steps: matrix factorisation, followed by…

Machine Learning · Statistics 2022-09-23 Nick Whiteley , Annie Gray , Patrick Rubin-Delanchy

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

In this thesis I discuss combinatorial optimization problems, from the statistical physics perspective. The starting point are the motivations which brought physicists together with computer scientists and mathematicians to work on this…

Disordered Systems and Neural Networks · Physics 2020-01-13 Andrea Di Gioacchino

The separability assumption (Donoho & Stodden, 2003; Arora et al., 2012) turns non-negative matrix factorization (NMF) into a tractable problem. Recently, a new class of provably-correct NMF algorithms have emerged under this assumption. In…

Machine Learning · Statistics 2012-10-04 Abhishek Kumar , Vikas Sindhwani , Prabhanjan Kambadur

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,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

Minimizing the Euclidean distance to a set arises frequently in applications. When the set is algebraic, a measure of complexity of this optimization problem is its number of critical points. In this paper we provide a general framework to…

Optimization and Control · Mathematics 2015-06-17 Dmitriy Drusvyatskiy , Hon-Leung Lee , Rekha R. Thomas

Accurate source localization in Multi-Platform Radar Networks (MPRNs) benefits from exploiting both range and angle measurements under robust estimation. In this paper, we propose a robust Euclidean distance matrix (EDM) optimization model…

Signal Processing · Electrical Eng. & Systems 2026-04-20 Mingyu Zhao , Qingna Li , Hou-Duo Qi

Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid…

Machine Learning · Computer Science 2020-04-15 Tom Vander Aa , Xiangju Qin , Paul Blomstedt , Roel Wuyts , Wilfried Verachtert , Samuel Kaski

A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…

Statistics Theory · Mathematics 2017-09-14 D. Vasiliu , T. Dey , I. L. Dryden

Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance…

Machine Learning · Computer Science 2015-02-13 Florian Yger , Masashi Sugiyama