Related papers: Approximating the lambda-low-density value

The minimum degree algorithm is one of the most widely-used heuristics for reducing the cost of solving large sparse systems of linear equations. It has been studied for nearly half a century and has a rich history of bridging techniques…

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

We settle the complexity of dynamic least-squares regression (LSR), where rows and labels $(\mathbf{A}^{(t)}, \mathbf{b}^{(t)})$ can be adaptively inserted and/or deleted, and the goal is to efficiently maintain an $\epsilon$-approximate…

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

We consider the classic Set Cover problem in the data stream model. For $n$ elements and $m$ sets ($m\geq n$) we give a $O(1/\delta)$-pass algorithm with a strongly sub-linear $\tilde{O}(mn^{\delta})$ space and logarithmic approximation…

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…

We present a local density estimator based on first order statistics. To estimate the density at a point, $x$, the original sample is divided into subsets and the average minimum sample distance to $x$ over all such subsets is used to…

We present a randomized algorithm that computes a constant approximation of a graph's arboricity, using $\tilde{O}(n/\lambda)$ queries to adjacency lists and in the same time bound. Here, $n$ and $\lambda$ denote the number of nodes and the…

Enclosing depth is a recently introduced depth measure which gives a lower bound to many depth measures studied in the literature. So far, enclosing depth has only been studied from a combinatorial perspective. In this work, we give the…

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Given an $n$-point metric space, consider the problem of finding a point with the minimum sum of distances to all points. We show that this problem has a randomized algorithm that {\em always} outputs a $(2+\epsilon)$-approximate solution…

We initiate the study of numerical linear algebra in the sliding window model, where only the most recent $W$ updates in a stream form the underlying data set. We first introduce a unified row-sampling based framework that gives randomized…

In this paper, we discuss the algorithm engineering aspects of an O(n^2)-time algorithm [6] for computing a minimum-area convex polygon that intersects a set of n isothetic line segments.

We present a new set of accurate formulae for the computation of random errors in the measurement of atomic and molecular indices. The new expressions are in excellent agreement with numerical simulations. We have found that, in some cases,…

Let $P$ be a path graph of $n$ vertices embedded in a metric space. We consider the problem of adding a new edge to $P$ so that the radius of the resulting graph is minimized, where any center is constrained to be one of the vertices of…

We propose a convex variational approach to compute localized density matrices for both zero temperature and finite temperature cases, by adding an entry-wise $\ell_1$ regularization to the free energy of the quantum system. Based on the…

In 1981 Hong and Kung proved a lower bound on the amount of communication needed to perform dense, matrix-multiplication using the conventional $O(n^3)$ algorithm, where the input matrices were too large to fit in the small, fast memory. In…

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…