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Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

Statistics Theory · Mathematics 2010-02-11 Shuheng Zhou

In 1984, Johnson and Lindenstrauss proved that any finite set of data in a high-dimensional space can be projected to a lower-dimensional space while preserving the pairwise Euclidean distance between points up to a bounded relative error.…

Discrete Mathematics · Computer Science 2018-03-15 Michael Burr , Shuhong Gao , Fiona Knoll

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

A randomized misfit approach is presented for the efficient solution of large-scale PDE-constrained inverse problems with high-dimensional data. The purpose of this paper is to offer a theory-based framework for random projections in this…

Numerical Analysis · Computer Science 2017-04-18 Ellen B. Le , Aaron Myers , Tan Bui-Thanh , Quoc P. Nguyen

Locality-sensitive hashing (LSH) has found widespread use as a fundamental primitive, particularly to accelerate nearest neighbor search. An LSH scheme for a similarity function $S:\mathcal{X} \times \mathcal{X} \to [0,1]$ is a distribution…

Data Structures and Algorithms · Computer Science 2026-05-13 Flavio Chierichetti , Mirko Giacchini , Ravi Kumar , Erasmo Tani

Locality sensitive hashing (LSH) is a fundamental algorithmic toolkit used by data scientists for approximate nearest neighbour search problems that have been used extensively in many large scale data processing applications such as near…

Machine Learning · Statistics 2025-03-04 Bhisham Dev Verma , Rameshwar Pratap

We introduce a novel random projection technique for efficiently reducing the dimension of very high-dimensional tensors. Building upon classical results on Gaussian random projections and Johnson-Lindenstrauss transforms~(JLT), we propose…

Machine Learning · Computer Science 2020-03-12 Beheshteh T. Rakhshan , Guillaume Rabusseau

Scientific datasets present unique challenges for machine learning-driven compression methods, including more stringent requirements on accuracy and mitigation of potential invalidating artifacts. Drawing on results from compressed sensing…

Machine Learning · Computer Science 2024-05-24 Matthias Chung , Rick Archibald , Paul Atzberger , Jack Michael Solomon

Hashing is a basic tool for dimensionality reduction employed in several aspects of machine learning. However, the perfomance analysis is often carried out under the abstract assumption that a truly random unit cost hash function is used,…

Machine Learning · Statistics 2017-11-27 Søren Dahlgaard , Mathias Bæk Tejs Knudsen , Mikkel Thorup

This paper presents a new technique for deterministic length reduction. This technique improves the running time of the algorithm presented in \cite{LR07} for performing fast convolution in sparse data. While the regular fast convolution of…

Data Structures and Algorithms · Computer Science 2008-02-04 Amihood Amir , Klim Efremenko , Oren Kapah , Ely Porat , Amir Rothschild

Inversion codes are numerical tools used for the inference of physical properties from the observations. Despite their success, the quality of current spectropolarimetric observations and those expected in the near future presents a…

Solar and Stellar Astrophysics · Physics 2015-05-27 A. Asensio Ramos , J. de la Cruz Rodriguez

Due to the compelling efficiency in retrieval and storage, similarity-preserving hashing has been widely applied to approximate nearest neighbor search in large-scale image retrieval. However, existing methods have poor performance in…

Multimedia · Computer Science 2020-04-27 Xingbo Liu , Xiushan Nie , Qi Dai , Yupan Huang , Yilong Yin

Johnson-Lindenstrauss (JL) matrices implemented by sparse random synaptic connections are thought to be a prime candidate for how convergent pathways in the brain compress information. However, to date, there is no complete mathematical…

Neurons and Cognition · Quantitative Biology 2014-11-21 Zeyuan Allen-Zhu , Rati Gelashvili , Silvio Micali , Nir Shavit

The analysis of high-dimensional sparse data is becoming increasingly popular in many important domains. However, real-world sparse tensors are challenging to process due to their irregular shapes and data distributions. We propose the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-28 Ahmed E. Helal , Jan Laukemann , Fabio Checconi , Jesmin Jahan Tithi , Teresa Ranadive , Fabrizio Petrini , Jeewhan Choi

This paper introduces an efficient algorithm for persistence diagram computation, given an input piecewise linear scalar field $f$ defined on a $d$-dimensional simplicial complex $K$, with $d \leq 3$. Our work revisits the seminal algorithm…

Machine Learning · Computer Science 2023-01-16 Pierre Guillou , Jules Vidal , Julien Tierny

A recent work by [Larsen, SODA 2023] introduced a faster combinatorial alternative to Bansal's SDP algorithm for finding a coloring $x \in \{-1, 1\}^n$ that approximately minimizes the discrepancy $\mathrm{disc}(A, x) := | A x |_{\infty}$…

Data Structures and Algorithms · Computer Science 2025-05-27 Yichuan Deng , Xiaoyu Li , Zhao Song , Omri Weinstein

We consider the problem of exactly learning an $s$-sparse real-valued Boolean polynomial of degree $d$ of the form $f:\{ 0,1\}^n \rightarrow \mathbb{R}$. This problem corresponds to decomposing functions in the AND basis and is known as…

Machine Learning · Computer Science 2026-02-09 Yigit Efe Erginbas , Justin Singh Kang , Elizabeth Polito , Kannan Ramchandran

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…

Machine Learning · Computer Science 2019-11-01 Graham Cormode , Charlie Dickens

We demonstrate that for expander graphs, for all $\epsilon > 0,$ there exists a data structure of size $\widetilde{O}(n\epsilon^{-1})$ which can be used to return $(1 + \epsilon)$-approximations to effective resistances in…

Data Structures and Algorithms · Computer Science 2022-11-04 Lawrence Li , Sushant Sachdeva

The aim of this paper is two-fold: firstly, to present subspace embedding properties for $s$-hashing sketching matrices, with $s\geq 1$, that are optimal in the projection dimension $m$ of the sketch, namely, $m=\mathcal{O}(d)$, where $d$…

Numerical Analysis · Mathematics 2021-05-26 Coralia Cartis , Jan Fiala , Zhen Shao