Related papers: Toeplitz Low-Rank Approximation with Sublinear Que…
We attempt to provide an algorithm for approximating a solution of the quasiconvex equilibrium problem that was proved to exist by K. Fan 1972. The proposed algorithm is an iterative procedure, where the search direction at each iteration…
In this paper, we address the problem of direction finding using coprime array, which is one of the most preferred sparse array configurations. Motivated by the fact that non-uniform element spacing hinders full utilization of the…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…
In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…
We study active sampling algorithms for linear regression, which aim to query only a few entries of a target vector $b\in\mathbb R^n$ and output a near minimizer to $\min_{x\in\mathbb R^d} \|Ax-b\|$, for a design matrix $A\in\mathbb R^{n…
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We…
Matrices with low numerical rank are omnipresent in many signal processing and data analysis applications. The pivoted QLP (p-QLP) algorithm constructs a highly accurate approximation to an input low-rank matrix. However, it is…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
We study the k nearest neighbors problem in the plane for general, convex, pairwise disjoint sites of constant description complexity such as line segments, disks, and quadrilaterals and with respect to a general family of distance…
This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The method takes as input a tolerance $\varepsilon$ and an…
Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued function defined for $|z|=1$, such that $\sum_{i\in\mathbb Z}|ia_i|<\infty$, and let $E=(e_{i,j})_{i,j\in\mathbb {Z}^+}$ be such that $\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty$. A…
Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
For each non-negative integer $n$ let $\mathcal{A}_n$ be an $n+1$ by $n+1$ Toeplitz matrix over a finite field, $F$, and suppose for each $n$ that $\mathcal{A}_n$ is embedded in the upper left corner of $\mathcal{A}_{n+1}$. We study the…
We consider $\ell_1$-Rank-$r$ Approximation over GF(2), where for a binary $m\times n$ matrix ${\bf A}$ and a positive integer $r$, one seeks a binary matrix ${\bf B}$ of rank at most $r$, minimizing the column-sum norm $||{\bf A} -{\bf…
This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…