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We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Methodology · Statistics 2023-08-04 Jia Zhang , Runxiong Wu , Xin Chen

A lossy compression algorithm for binary redundant memoryless sources is presented. The proposed scheme is based on sparse graph codes. By introducing a nonlinear function, redundant memoryless sequences can be compressed. We propose a…

Information Theory · Computer Science 2011-08-19 Kazushi Mimura

In this study, we consider an empirical Bayes method for Boltzmann machines and propose an algorithm for it. The empirical Bayes method allows estimation of the values of the hyperparameters of the Boltzmann machine by maximizing a specific…

Machine Learning · Statistics 2020-01-07 Muneki Yasuda , Tomoyuki Obuchi

We derive a linearized version of the monotonicity method for shape reconstruction using time harmonic elastic waves. The linearized method provides an efficient version of the method, drastically reducing computation time. Here we show…

Analysis of PDEs · Mathematics 2024-10-01 Sarah Eberle-Blick , Valter Pohjola

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

Computational Finance · Quantitative Finance 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

An algorithm for the reduction of massive Feynman integrals with any number of loops and external momenta to a minimal set of basic integrals is proposed. The method is based on the new algorithm for evaluating tensor integrals,…

High Energy Physics - Phenomenology · Physics 2011-03-17 O. V. Tarasov

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…

Machine Learning · Computer Science 2022-12-20 Omead Pooladzandi , Yiming Zhou

In this work, we present a simple yet better variant of Self-Critical Sequence Training. We make a simple change in the choice of baseline function in REINFORCE algorithm. The new baseline can bring better performance with no extra cost,…

Computer Vision and Pattern Recognition · Computer Science 2020-05-12 Ruotian Luo

We consider the problem of recovering polynomials that are sparse with respect to the basis of Legendre polynomials from a small number of random samples. In particular, we show that a Legendre s-sparse polynomial of maximal degree N can be…

Numerical Analysis · Mathematics 2011-04-05 Holger Rauhut , Rachel Ward

This work focuses on minimizing the eigenvalue of a noncommutative polynomial subject to a finite number of noncommutative polynomial inequality constraints. Based on the Helton-McCullough Positivstellensatz, the noncommutative analog of…

Optimization and Control · Mathematics 2025-09-10 Igor Klep , Victor Magron , Gaël Massé , Jurij Volčič

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

In this paper, the linear complexity over $\mathbf{GF}(r)$ of generalized cyclotomic quaternary sequences with period $2pq$ is determined, where $ r $ is an odd prime such that $r \ge 5$ and $r\notin \lbrace p,q\rbrace$. The minimal value…

Cryptography and Security · Computer Science 2016-03-01 Minglong Qi , Shengwu Xiong , Jingling Yuan , Wenbi Rao , Luo Zhong

Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing…

Machine Learning · Statistics 2017-04-27 Jack Raymond , Federico Ricci-Tersenghi

The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…

Numerical Analysis · Mathematics 2011-12-15 Marko Huhtanen , Allan Perämäki

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan

New versions and extensions of Benson's outer approximation algorithm for solving linear vector optimization problems are presented. Primal and dual variants are provided in which only one scalar linear program has to be solved in each…

Optimization and Control · Mathematics 2014-10-13 Andreas H. Hamel , Andreas Löhne , Birgit Rudloff

The paper deals with the non-parametric estimation in the regression with the multiplicative noise. Using the local polynomial fitting and the bayesian approach, we construct the minimax on isotropic H\"older class estimator. Next applying…

Statistics Theory · Mathematics 2012-07-24 M. Chichignoud

In this paper we present a novel non-parametric method of simplifying piecewise linear curves and we apply this method as a statistical approximation of structure within sequential data in the plane. We consider the problem of minimizing…

Computational Geometry · Computer Science 2012-05-31 Stephane Durocher , Alexandre Leblanc , Jason Morrison , Matthew Skala

This paper revisits the CHAMPAGNE algorithm within the Sparse Bayesian Learning (SBL) framework and establishes its connection to reweighted sparse coding. We demonstrate that the SBL objective can be reformulated as a reweighted…

Signal Processing · Electrical Eng. & Systems 2025-06-26 Dylan Sechet , Matthieu Kowalski , Samy Mokhtari , Bruno Torrésani
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