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We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…

Signal Processing · Electrical Eng. & Systems 2022-08-02 Zhengdao Yuan , Qinghua Guo , Yonina C. Eldar , Yonghui Li

This is a course project report with complete methodology, experiments, references and mathematical derivations. Matrix factorization [1] is a widely used technique in recommendation systems. Probabilistic Matrix Factorization (PMF) [2]…

Machine Learning · Computer Science 2025-06-16 Ruixuan Xu , Xiangxiang Weng

Multiresolution Matrix Factorization (MMF) is unusual amongst fast matrix factorization algorithms in that it does not make a low rank assumption. This makes MMF especially well suited to modeling certain types of graphs with complex…

Machine Learning · Computer Science 2021-11-04 Truong Son Hy , Risi Kondor

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li

Given an n x n matrix A, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of A and then retains some of the remaining elements with probabilities proportional to the square of their…

Data Structures and Algorithms · Computer Science 2012-10-05 Petros Drineas , Anastasios Zouzias

This article surveys the procedures used for deriving detector transfer functions and normalizing probability densities for the statistical analysis technique known as the "matrix element method" in the context of high energy physics (HEP)…

Data Analysis, Statistics and Probability · Physics 2011-01-13 Igor Volobouev

In this paper, we investigate the butterfly factorization problem, i.e., the problem of approximating a matrix by a product of sparse and structured factors. We propose a new formal mathematical description of such factors, that encompasses…

Optimization and Control · Mathematics 2025-03-28 Quoc-Tung Le , Léon Zheng , Elisa Riccietti , Rémi Gribonval

We describe different optimization techniques to perform the assembly of finite element matrices in Matlab and Octave, from the standard approach to recent vectorized ones, without any low level language used. We finally obtain a simple and…

Numerical Analysis · Computer Science 2013-05-15 François Cuvelier , Caroline Japhet , Gilles Scarella

Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…

Numerical Analysis · Mathematics 2019-05-28 Steffen Börm

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

The homography matrix is a key component in various vision-based robotic tasks. Traditionally, homography estimation algorithms are classified into feature- or intensity-based. The main advantages of the latter are their versatility,…

Computer Vision and Pattern Recognition · Computer Science 2022-03-09 Lucas Nogueira , Ely C. de Paiva , Geraldo Silvera

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Information Theory · Computer Science 2026-05-06 Edem Boahen , Simone Brugiapaglia , Hung-Hsu Chou , Mark Iwen , Felix Krahmer

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge…

Machine Learning · Statistics 2013-12-18 Zhihua Zhang

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

Machine Learning · Computer Science 2017-11-21 Shaunak D. Bopardikar , George S. Eskander Ekladious

This paper presents a product to sum approach for a fast and efficient matrix filling in a hierarchical finite-element method (FEM). Due to the existence of a coupling factor arising from the material and Jacobian inhomogeneities in curved…

Numerical Analysis · Mathematics 2017-03-29 Ehsan Khodapanah

Generative models have the ability to synthesize data points drawn from the data distribution, however, not all generated samples are high quality. In this paper, we propose using a combination of coresets selection methods and ``entropic…

Machine Learning · Computer Science 2023-02-02 Omead Pooladzandi , Pasha Khosravi , Erik Nijkamp , Baharan Mirzasoleiman

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid…

Machine Learning · Computer Science 2020-04-15 Tom Vander Aa , Xiangju Qin , Paul Blomstedt , Roel Wuyts , Wilfried Verachtert , Samuel Kaski