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We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

In this paper, we propose to estimate the invariant subspace across heterogeneous multiple networks using a novel bias-corrected joint spectral embedding algorithm. The proposed algorithm recursively calibrates the diagonal bias of the sum…

Statistics Theory · Mathematics 2024-06-13 Fangzheng Xie

While there exists a rich array of matrix column subset selection problem (CSSP) algorithms for use with interpolative and CUR-type decompositions, their use can often become prohibitive as the size of the input matrix increases. In an…

Numerical Analysis · Mathematics 2024-03-12 Maria Emelianenko , Guy B. Oldaker

Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…

Statistics Theory · Mathematics 2024-05-13 Duc Nguyen , Anderson Ye Zhang

We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…

Numerical Analysis · Mathematics 2026-05-14 Francesco Dell'Accio , Federico Nudo , Teresa E. Pérez , Miguel A. Piñar

We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…

Numerical Analysis · Mathematics 2025-06-23 Alice Cortinovis , Daniel Kressner

A central challenge in machine learning is to understand how noise or measurement errors affect low-rank approximations, particularly in the spectral norm. This question is especially important in differentially private low-rank…

Machine Learning · Computer Science 2025-10-30 Phuc Tran , Nisheeth K. Vishnoi , Van H. Vu

We focus on \emph{row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{\ell_2} regression. For \math{\matA\in\R^{m\times d}} (\math{m} points in \math{d\ll m}…

Data Structures and Algorithms · Computer Science 2011-03-29 Malik Magdon-Ismail

We study the problem of column selection in large-scale kernel canonical correlation analysis (KCCA) using the Nystr\"om approximation, where one approximates two positive semi-definite kernel matrices using "landmark" points from the…

Machine Learning · Computer Science 2016-02-09 Weiran Wang

We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the…

Probability · Mathematics 2024-12-12 Madhur Tulsiani , June Wu

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

We consider the problem of computing univariate polynomial matrices over a field that represent minimal solution bases for a general interpolation problem, some forms of which are the vector M-Pad\'e approximation problem in [Van Barel and…

Symbolic Computation · Computer Science 2016-06-14 Claude-Pierre Jeannerod , Vincent Neiger , Éric Schost , Gilles Villard

The naive Nystrom extension forms a low-rank approximation to a positive-semidefinite matrix by uniformly randomly sampling from its columns. This paper provides the first relative-error bound on the spectral norm error incurred in this…

Numerical Analysis · Mathematics 2011-10-25 Alex Gittens

We study the problem of approximating the eigenspectrum of a symmetric matrix $\mathbf A \in \mathbb{R}^{n \times n}$ with bounded entries (i.e., $\|\mathbf A\|_{\infty} \leq 1$). We present a simple sublinear time algorithm that…

Data Structures and Algorithms · Computer Science 2022-07-25 Rajarshi Bhattacharjee , Gregory Dexter , Petros Drineas , Cameron Musco , Archan Ray

We develop new methods for approximating conformal blocks as positive functions times polynomials, with applications to the numerical bootstrap. We argue that to obtain accurate bootstrap bounds, conformal block approximations should…

High Energy Physics - Theory · Physics 2026-05-27 Cyuan-Han Chang , Vasiliy Dommes , Petr Kravchuk , David Poland , David Simmons-Duffin

In this paper we give lower bounds for the representation of real univariate polynomials as sums of powers of degree 1 polynomials. We present two families of polynomials of degree d such that the number of powers that are required in such…

Computational Complexity · Computer Science 2015-07-09 Ignacio Garcia-Marco , Pascal Koiran

The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…

Machine Learning · Computer Science 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

Selecting a good column (or row) subset of massive data matrices has found many applications in data analysis and machine learning. We propose a new adaptive sampling algorithm that can be used to improve any relative-error column selection…

Data Structures and Algorithms · Computer Science 2015-10-15 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

Interpolation-based methods are well-established and effective approaches for the efficient generation of accurate reduced-order surrogate models. Common challenges for such methods are the automatic selection of good or even optimal…

Numerical Analysis · Mathematics 2024-07-23 Quirin Aumann , Steffen W. R. Werner

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan