Related papers: GraphSPME: Markov Precision Matrix Estimation and …

The SparseStep algorithm is presented for the estimation of a sparse parameter vector in the linear regression problem. The algorithm works by adding an approximation of the exact counting norm as a constraint on the model parameters and…

Motivated by recent progress on stochastic matching with few queries, we embark on a systematic study of the sparsification of stochastic packing problems (SPP) more generally. Specifically, we consider SPPs where elements are independently…

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Pruning-at-Initialization (PaI) algorithms provide Sparse Neural Networks (SNNs) which are computationally more efficient than their dense counterparts, and try to avoid performance degradation. While much emphasis has been directed towards…

Incorporating graph side information into recommender systems has been widely used to better predict ratings, but relatively few works have focused on theoretical guarantees. Ahn et al. (2018) firstly characterized the optimal sample…

Structured prediction requires manipulating a large number of combinatorial structures, e.g., dependency trees or alignments, either as latent or output variables. Recently, the SparseMAP method has been proposed as a differentiable, sparse…

This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsity-inducing regularization function. Since the method may be…

We propose a Stein variational gradient descent method to concurrently sparsify, train, and provide uncertainty quantification of a complexly parameterized model such as a neural network. It employs a graph reconciliation and condensation…

Graph sparsification is a well-established technique for accelerating graph-based learning algorithms, which uses edge sampling to approximate dense graphs with sparse ones. Because the sparsification error is random and unknown, users must…

The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…

We consider worker skill estimation for the single-coin Dawid-Skene crowdsourcing model. In practice, skill-estimation is challenging because worker assignments are sparse and irregular due to the arbitrary and uncontrolled availability of…

Sparse matrix-dense matrix multiplication (SpMM) is a critical kernel in scientific computing, graph analytics, and machine learning, whose performance is often constrained by memory bandwidth. In this work, we investigate the applicability…

The aim of sparse approximation is to estimate a sparse signal according to the measurement matrix and an observation vector. It is widely used in data analytics, image processing, and communication, etc. Up to now, a lot of research has…

A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include the total variation and the Laplacian regularizations over…

Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of…

Hamiltonian matrix prediction is pivotal in computational chemistry, serving as the foundation for determining a wide range of molecular properties. While SE(3) equivariant graph neural networks have achieved remarkable success in this…

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…