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Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Data stream mining problem has caused widely concerns in the area of machine learning and data mining. In some recent studies, ensemble classification has been widely used in concept drift detection, however, most of them regard…

Data Structures and Algorithms · Computer Science 2017-08-14 Junhong Wang , Shuliang Xu , Bingqian Duan , Caifeng Liu , Jiye Liang

We give a new $(1+\epsilon)$-approximation for sparsest cut problem on graphs where small sets expand significantly more than the sparsest cut (sets of size $n/r$ expand by a factor $\sqrt{\log n\log r}$ bigger, for some small $r$; this…

Data Structures and Algorithms · Computer Science 2013-04-12 Sanjeev Arora , Rong Ge , Ali Kemal Sinop

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF…

Numerical Analysis · Computer Science 2015-07-17 Risi Kondor , Nedelina Teneva , Pramod K. Mudrakarta

Sign truncated matching pursuit (STrMP) algorithm is presented in this paper. STrMP is a new greedy algorithm for the recovery of sparse signals from the sign measurement, which combines the principle of consistent reconstruction with…

Information Theory · Computer Science 2013-12-13 Wenhui Liu , Da Gong , Zhiqiang Xu

The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…

Information Theory · Computer Science 2014-12-12 S. S. Melnik , O. V. Usatenko

The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions…

Neurons and Cognition · Quantitative Biology 2017-06-02 Ulisse Ferrari , Tomoyuki Obuchi , Thierry Mora

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

Machine Learning · Computer Science 2016-08-23 A Rakotomamonjy , S Koço , Liva Ralaivola

The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion…

Information Theory · Computer Science 2009-11-11 O. Zuk , I. Kanter , E. Domany

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The…

Machine Learning · Computer Science 2017-10-16 Kyungjae Lee , Sungjoon Choi , Songhwai Oh

In compressed sensing, we wish to reconstruct a sparse signal $x$ from observed data $y$. In sparse coding, on the other hand, we wish to find a representation of an observed signal $y$ as a sparse linear combination, with coefficients $x$,…

Computer Vision and Pattern Recognition · Computer Science 2013-11-25 Will Landecker , Rick Chartrand , Simon DeDeo

Incremental methods for structure learning of pairwise Markov random fields (MRFs), such as grafting, improve scalability by avoiding inference over the entire feature space in each optimization step. Instead, inference is performed over an…

Machine Learning · Computer Science 2018-05-22 Walid Chaabene , Bert Huang

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but…

Information Theory · Computer Science 2017-01-31 Murat Kocaoglu , Alexandros G. Dimakis , Sriram Vishwanath , Babak Hassibi

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…

Machine Learning · Computer Science 2023-04-10 Donghao Ying , Yuhao Ding , Javad Lavaei

Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…

Optimization and Control · Mathematics 2022-02-15 Charly Robinson La Rocca , Emma Frejinger , Jean-François Cordeau

In this paper, we propose an algorithm referred to as multipath matching pursuit that investigates multiple promising candidates to recover sparse signals from compressed measurements. Our method is inspired by the fact that the problem to…

Information Theory · Computer Science 2014-03-11 Suhyuk , Kwon , Jian Wang , Byonghyo Shim

Correlation clustering is a central topic in unsupervised learning, with many applications in ML and data mining. In correlation clustering, one receives as input a signed graph and the goal is to partition it to minimize the number of…

Data Structures and Algorithms · Computer Science 2021-06-17 Vincent Cohen-Addad , Silvio Lattanzi , Slobodan Mitrović , Ashkan Norouzi-Fard , Nikos Parotsidis , Jakub Tarnawski
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