Related papers: Skew-sparse matrix multiplication
It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the…
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…
To multiply astronomic matrices using parallel workers subject to straggling, we recommend interleaving checksums with some fast matrix multiplication algorithms. Nesting the parity-checked algorithms, we weave a product code flavor…
This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…
We develop polynomial-time heuristic methods to solve unimodular quadratic programs (UQPs) approximately, which are known to be NP-hard. In the UQP framework, we maximize a quadratic function of a vector of complex variables with unit…
The paper motivates high dimensional smoothing with penalized splines and its numerical calculation in an efficient way. If smoothing is carried out over three or more covariates the classical tensor product spline bases explode in their…
Polynomial multiplication is known to have quasi-linear complexity in both the dense and the sparse cases. Yet no truly linear algorithm has been given in any case for the problem, and it is not clear whether it is even possible. This…
Given an arbitrary matrix $A\in\mathbb{R}^{n\times n}$, we consider the fundamental problem of computing $Ax$ for any $x\in\mathbb{R}^n$ such that $Ax$ is $s$-sparse. While fast algorithms exist for particular choices of $A$, such as the…
A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…
Although squaring integers is deterministic, squares modulo a prime, $p$, appear to be random. First, because they are all generated by the multiplicative linear congruential equation, $x_{i+1} = g^2 x_i \mod p$, where $x_0 = 1$ and $g$ is…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
Skew-Gaussian processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions. SkewGPs are more general and flexible than Gaussian processes, as SkewGPs may also…
We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
Computing the product of two sparse matrices (SpGEMM) is a fundamental operation in various combinatorial and graph algorithms as well as various bioinformatics and data analytics applications for computing inner-product similarities. For…
We develop both first and second order numerical optimization methods to solve non-smooth optimization problems featuring a shared sparsity penalty, constrained by differential equations with uncertainty. To alleviate the curse of…
This paper generalizes the parallel selected inversion algorithm called PSelInv to sparse non- symmetric matrices. We assume a general sparse matrix A has been decomposed as PAQ = LU on a distributed memory parallel machine, where L, U are…
We consider the problem of interpolating a sparse multivariate polynomial over a finite field, represented with a black box. Building on the algorithm of Ben-Or and Tiwari for interpolating polynomials over rings with characteristic zero,…