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Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

In recent years, a variety of randomized constructions of sketching matrices have been devised, that have been used in fast algorithms for numerical linear algebra problems, such as least squares regression, low-rank approximation, and the…

Numerical Analysis · Mathematics 2021-02-12 Dong Hu , Shashanka Ubaru , Alex Gittens , Kenneth L. Clarkson , Lior Horesh , Vassilis Kalantzis

Roughly, a metric space has padding parameter $\beta$ if for every $\Delta>0$, there is a stochastic decomposition of the metric points into clusters of diameter at most $\Delta$ such that every ball of radius $\gamma\Delta$ is contained in…

Data Structures and Algorithms · Computer Science 2025-04-02 Jonathan Conroy , Arnold Filtser

We introduce Locally Linear Embedding (LLE) to the astronomical community as a new classification technique, using SDSS spectra as an example data set. LLE is a nonlinear dimensionality reduction technique which has been studied in the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 J. T. VanderPlas , A. J. Connolly

This paper is concerned with estimating the column space of an unknown low-rank matrix $\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}$, given noisy and partial observations of its entries. There is no shortage of scenarios where…

Statistics Theory · Mathematics 2022-09-13 Changxiao Cai , Gen Li , Yuejie Chi , H. Vincent Poor , Yuxin Chen

The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear…

Computational Geometry · Computer Science 2020-07-01 Amit Deshpande , Rameshwar Pratap

Metric embeddings are a widely used method in algorithm design, where generally a ``complex'' metric is embedded into a simpler, lower-dimensional one. Historically, the theoretical computer science community has focused on bi-Lipschitz…

Data Structures and Algorithms · Computer Science 2025-05-19 Ainesh Bakshi , Vincent Cohen-Addad , Samuel B. Hopkins , Rajesh Jayaram , Silvio Lattanzi

Compressive sensing aims to recover a high-dimensional sparse signal from a relatively small number of measurements. In this paper, a novel design of the measurement matrix is proposed. The design is inspired by the construction of…

Information Theory · Computer Science 2016-03-22 Xu Chen , Dongning Guo

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

The problem of computing a bi-Lipschitz embedding of a graphical metric into the line with minimum distortion has received a lot of attention. The best-known approximation algorithm computes an embedding with distortion $O(c^2)$, where $c$…

Data Structures and Algorithms · Computer Science 2020-02-25 Karine Chubarian , Anastasios Sidiropoulos

Standard Adjacency Spectral Embedding (ASE) relies on a global low-rank assumption often incompatible with the sparse, transitive structure of real-world networks, causing local geometric features to be 'smeared'. To address this, we…

Machine Learning · Statistics 2026-03-13 Hannah Sansford , Nick Whiteley , Patrick Rubin-Delanchy

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

Sparse representation over redundant dictionaries constitutes a good model for many classes of signals (e.g., patches of natural images, segments of speech signals, etc.). However, despite its popularity, very little is known about the…

Signal Processing · Electrical Eng. & Systems 2019-03-07 Rotem Mulayoff , Tomer Michaeli

Dimension reduction is a key algorithmic tool with many applications including nearest-neighbor search, compressed sensing and linear algebra in the streaming model. In this work we obtain a {\em sparse} version of the fundamental tool in…

Data Structures and Algorithms · Computer Science 2015-03-14 Anirban Dasgupta , Ravi Kumar , Tamás Sarlós

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 goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

Oblivious dimension reduction, \`{a} la the Johnson-Lindenstrauss (JL) Lemma, is a fundamental approach for processing high-dimensional data. We study this approach for Uniform Facility Location (UFL) on a Euclidean input…

Data Structures and Algorithms · Computer Science 2024-11-11 Lingxiao Huang , Shaofeng H. -C. Jiang , Robert Krauthgamer , Di Yue

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Alessandro Rinaldo , Larry Wasserman

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

Data Structures and Algorithms · Computer Science 2012-10-23 Eric Price , David P. Woodruff

We consider the problem of embedding a finite set of points $\{x_1, \ldots, x_n\} \in \mathbb{R}^d$ that satisfy $\ell_2^2$ triangle inequalities into $\ell_1$, when the points are approximately low-dimensional. Goemans (unpublished,…

Data Structures and Algorithms · Computer Science 2017-06-22 Yuval Rabani , Rakesh Venkat
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