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Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…

Computation · Statistics 2018-02-08 Andrew Zammit-Mangion , Jonathan Rougier

We classify a family of matrices of shift operators that can be factorised in a computationally tractable manner with the Cholesky algorithm. Such matrices arise in the linear quadratic regulator problem, and related areas. We use the…

Optimization and Control · Mathematics 2026-02-04 Julia Adlercreutz , Richard Pates

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

Logarithms of determinants of large positive definite matrices appear ubiquitously in machine learning applications including Gaussian graphical and Gaussian process models, partition functions of discrete graphical models, minimum-volume…

Data Structures and Algorithms · Computer Science 2015-03-24 Insu Han , Dmitry Malioutov , Jinwoo Shin

The (matricial) solution set of a Linear Matrix Inequality (LMI) is a convex basic non-commutative semi-algebraic set. The main theorem of this paper is a converse, a result which has implications for both semidefinite programming and…

Functional Analysis · Mathematics 2011-08-31 J. William Helton , Scott McCullough

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

We present randomized algorithms to compute the sumset (Minkowski sum) of two integer sets, and to multiply two univariate integer polynomials given by sparse representations. Our algorithm for sumset has cost softly linear in the combined…

Symbolic Computation · Computer Science 2015-04-27 Andrew Arnold , Daniel S. Roche

Sparse graphs and their associated matroids play an important role in rigidity theory, where they capture the combinatorics of generically rigid structures. We define a new family called {\bf graded sparse graphs}, arising from generically…

Combinatorics · Mathematics 2011-11-10 Audrey Lee , Ileana Streinu , Louis Theran

Recent technological advancements have led to the rapid generation of high-throughput biological data, which can be used to address novel scientific questions in broad areas of research. These data can be thought of as a large matrix with…

Computation · Statistics 2021-03-01 Jane W. Liang , Saunak Sen

We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the…

Optimization and Control · Mathematics 2020-05-29 Cyrus Mostajeran , Christian Grussler , Rodolphe Sepulchre

We consider compressed sampling over finite fields and investigate the number of compressed measurements needed for successful L0 recovery. Our results are obtained while the sparseness of the sensing matrices as well as the size of the…

Information Theory · Computer Science 2012-11-26 Jin-Taek Seong , Heung-No Lee

We present our public-domain software for the following tasks in sparse (or toric) elimination theory, given a well-constrained polynomial system. First, C code for computing the mixed volume of the system. Second, Maple code for defining…

Mathematical Software · Computer Science 2014-03-06 Ioannis Z. Emiris

Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…

Data Structures and Algorithms · Computer Science 2020-08-11 Gal Beniamini , Nathan Cheng , Olga Holtz , Elaye Karstadt , Oded Schwartz

A number of models of linear logic are based on or closely related to linear algebra, in the sense that morphisms are "matrices" over appropriate coefficient sets. Examples include models based on coherence spaces, finiteness spaces and…

Logic in Computer Science · Computer Science 2022-04-25 Takeshi Tsukada , Kazuyuki Asada

The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…

Numerical Analysis · Mathematics 2010-07-19 Ignace Loris , Caroline Verhoeven

Finding an unconstrained and statistically interpretable reparameterization of a covariance matrix is still an open problem in statistics. Its solution is of central importance in covariance estimation, particularly in the recent…

Methodology · Statistics 2012-02-09 Mohsen Pourahmadi

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

Sparse tiling is a technique to fuse loops that access common data, thus increasing data locality. Unlike traditional loop fusion or blocking, the loops may have different iteration spaces and access shared datasets through indirect memory…

Computational Engineering, Finance, and Science · Computer Science 2019-06-20 Fabio Luporini , Michael Lange , Christian T. Jacobs , Gerard J. Gorman , J. Ramanujam , Paul H. J. Kelly

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang
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