Related papers: Uniform Approximations for Randomized Hadamard Tra…
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…
In this note we extend kernel function approximation results for neural networks with Gaussian-distributed weights to single-layer networks initialized using Haar-distributed random orthogonal matrices (with possible rescaling). This is…
Approximate methods have been considered as a means to the evaluation of discrete transforms. In this work, we propose and analyze a class of integer transforms for the discrete Fourier, Hartley, and cosine transforms (DFT, DHT, and DCT),…
We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…
Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…
In a general context of positive definite kernels $k$, we develop tools and algorithms for sampling in reproducing kernel Hilbert space $\mathscr{H}$ (RKHS). With reference to these RKHSs, our results allow inference from samples; more…
Let $A \in \mathbb{R}^{n \times (n - d)}$ be a random matrix with independent uniformly anti-concentrated entries satisfying $\mathbb{E}\lvert A\rvert_{HS}^2 \leq Kn(n-d)$ and let $H$ be the subspace spanned by the columns of $A$. Let $X…
Convolutions or Hadamard products of analytic functions is a well explored area of research and many nice results are available in literature. On the other hand, very little is known in general about the convolutions of univalent harmonic…
This work presents a comprehensive understanding of the estimation of a planted low-rank signal from a general spiked tensor model near the computational threshold. Relying on standard tools from the theory of large random matrices, we…
Estimating properties of unknown unitary operations is a fundamental task in quantum information science. While full unitary tomography requires a number of samples to the unknown unitary scaling linearly with the dimension (implying…
Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behaviour, and in this sense, the stochastic analysis of the…
The construction of the Hamiltonian matrix \textbf{H} is an essential, yet computationally expensive step in \textit{ab-initio} device simulations based on density-functional theory (DFT). In homogeneous structures, the fact that a unit…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…
The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
Large scale Density Functional Theory (DFT) based electronic structure calculations are highly time consuming and scale poorly with system size. While semi-empirical approximations to DFT result in a reduction in computational time versus…
We introduce the Reduced-Rank Hidden Markov Model (RR-HMM), a generalization of HMMs that can model smooth state evolution as in Linear Dynamical Systems (LDSs) as well as non-log-concave predictive distributions as in…
A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…
In high dimensions, the classical Hotelling's $T^2$ test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this paper, this problem is overcome by projecting the data matrix onto lower…