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Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
In this paper, a novel non-intrusive probabilistic power flow (PPF) analysis method based on the low-rank approximation (LRA) is proposed, which can accurately and efficiently estimate the probabilistic characteristics (e.g., mean,…
We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…
Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…
In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…
In feedback flow control, one of the challenges is to develop mathematical models that describe the fluid physics relevant to the task at hand, while neglecting irrelevant details of the flow in order to remain computationally tractable. A…
Motivated by single-particle cryo-electron microscopy, multi-reference alignment (MRA) models the task of recovering an unknown signal from multiple noisy observations corrupted by random rotations. The standard approach,…
In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…
The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by some limitations, including the requirement to solve all…
We developed an efficient active-space particle-particle random phase approximation (ppRPA) approach to calculate accurate charge-neutral excitation energies of molecular systems. The active-space ppRPA approach constrains both indexes in…
We apply the analytically solvable model of two electrons in two orbitals to diradical molecules, characterized by two unpaired electrons. The effect of the doubly occupied and empty orbitals is taken into account by means of random phase…
Functional data analysis (FDA) methods have computational and theoretical appeals for some high dimensional data, but lack the scalability to modern large sample datasets. To tackle the challenge, we develop randomized algorithms for two…
Data processing constitutes a critical component of high-contrast exoplanet imaging. Its role is almost as important as the choice of a coronagraph or a wavefront control system, and it is intertwined with the chosen observing strategy.…
General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…
We introduce a novel framework for an approxi- mate recovery of data matrices which are low-rank on graphs, from sampled measurements. The rows and columns of such matrices belong to the span of the first few eigenvectors of the graphs…
This paper addresses how well we can recover a data matrix when only given a few of its elements. We present a randomized algorithm that element-wise sparsifies the data, retaining only a few its elements. Our new algorithm independently…
An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…
This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based…
We study how to estimate a nearly low-rank Toeplitz covariance matrix $T$ from compressed measurements. Recent work of Qiao and Pal addresses this problem by combining sparse rulers (sparse linear arrays) with frequency finding (sparse…
Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…