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In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…

Econometrics · Economics 2025-08-25 Degui Li , Yayi Yan , Qiwei Yao

With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing techniques that incorporate known physical constraints into the learned…

Machine Learning · Computer Science 2024-01-02 Harsha Vardhan Tetali , Joel B. Harley , Benjamin D. Haeffele

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and…

Machine Learning · Computer Science 2025-08-20 Suryanarayana Sankagiri , Jalal Etesami , Matthias Grossglauser

Matrix factorization is one of the best approaches for collaborative filtering, because of its high accuracy in presenting users and items latent factors. The main disadvantages of matrix factorization are its complexity, and being very…

Machine Learning · Computer Science 2017-08-10 Mostafa A. Shehata , Mohammad Nassef , Amr A. Badr

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

Numerical Analysis · Mathematics 2021-10-12 Feng Wu , Kailing Zhang , Li Zhu , Jiayao Hu

Artificial intelligence workloads, especially transformer models, exhibit emergent sparsity in which computations perform selective sparse access to dense data. The workloads are inefficient on hardware designed for dense computations and…

Data Structures and Algorithms · Computer Science 2024-02-23 Brian Wheatman , Meghana Madhyastha , Randal Burns

Graph-based representations underlie a wide range of scientific problems. Graph connectivity is typically represented as a sparse matrix in the Compressed Sparse Row format. Large-scale graphs rely on distributed storage, allocating…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-14 Bruno Magalhaes , Felix Schürmann

Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…

Statistics Theory · Mathematics 2024-12-09 Mathias Drton , Alexandros Grosdos , Irem Portakal , Nils Sturma

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

Statistics Theory · Mathematics 2013-02-14 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

A variety of machine learning tasks---e.g., matrix factorization, topic modelling, and feature allocation---can be viewed as learning the parameters of a probability distribution over bipartite graphs. Recently, a new class of models for…

Machine Learning · Statistics 2017-12-07 Victor Veitch , Ekansh Sharma , Zacharie Naulet , Daniel M. Roy

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

Deep Learning and factorization-based collaborative filtering recommendation models have undoubtedly dominated the scene of recommender systems in recent years. However, despite their outstanding performance, these methods require a…

Information Retrieval · Computer Science 2021-08-02 Vito Walter Anelli , Tommaso Di Noia , Eugenio Di Sciascio , Antonio Ferrara , Alberto Carlo Maria Mancino

Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory…

Computation and Language · Computer Science 2022-01-11 Justin T. Chiu , Yuntian Deng , Alexander M. Rush

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi

We propose a new inertia-revealing factorization for sparse symmetric matrices. The factorization scheme and the method for extracting the inertia from it were proposed in the 1960s for dense, banded, or tridiagonal matrices, but they have…

Numerical Analysis · Computer Science 2017-10-17 Alex Druinsky , Eyal Carlebach , Sivan Toledo
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