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Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from…

Machine Learning · Computer Science 2023-01-18 Devavrat Shah , Christina Lee Yu

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

The iterations of many sparse estimation algorithms are comprised of a fixed linear filter cascaded with a thresholding nonlinearity, which collectively resemble a typical neural network layer. Consequently, a lengthy sequence of algorithm…

Machine Learning · Computer Science 2016-05-11 Bo Xin , Yizhou Wang , Wen Gao , David Wipf

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

Recent work in Deep Learning has re-imagined the representation of data as functions mapping from a coordinate space to an underlying continuous signal. When such functions are approximated by neural networks this introduces a compelling…

Machine Learning · Statistics 2022-08-09 Jonathan Richard Schwarz , Yee Whye Teh

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Quantum Physics · Physics 2025-01-01 Linjian Ma , Matthew Fishman , Miles Stoudenmire , Edgar Solomonik

We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…

Data Structures and Algorithms · Computer Science 2013-04-08 Kenneth L. Clarkson , David P. Woodruff

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…

Information Theory · Computer Science 2016-11-03 Mohammadreza Malek-Mohammadi , Ali Koochakzadeh , Massoud Babaie-Zadeh , Magnus Jansson , Cristian R. Rojas

It is known that certain structures of the signal in addition to the standard notion of sparsity (called structured sparsity) can improve the sample complexity in several compressive sensing applications. Recently, Hegde et al. proposed a…

Information Theory · Computer Science 2017-01-23 Lingxiao Huang , Yifei Jin , Jian Li , Haitao Wang

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang

Tree tensor networks, or tree-based tensor formats, are prominent model classes for the approximation of high-dimensional functions in computational and data science. They correspond to sum-product neural networks with a sparse connectivity…

Statistics Theory · Mathematics 2022-03-25 Bertrand Michel , Anthony Nouy

This paper is concerned with the approximation of high-dimensional functions in a statistical learning setting, by empirical risk minimization over model classes of functions in tree-based tensor format. These are particular classes of…

Machine Learning · Statistics 2019-01-15 Erwan Grelier , Anthony Nouy , Mathilde Chevreuil

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

We consider the sparse polynomial approximation of a multivariate function on a tensor product domain from samples of both the function and its gradient. When only function samples are prescribed, weighted $\ell^1$ minimization has recently…

Numerical Analysis · Mathematics 2019-02-22 Ben Adcock , Yi Sui

We examine the necessary and sufficient complexity of neural networks to approximate functions from different smoothness spaces under the restriction of encodable network weights. Based on an entropy argument, we start by proving lower…

Functional Analysis · Mathematics 2020-09-21 Ingo Gühring , Mones Raslan

We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test functions. Specifically, we demonstrate that, leveraging the…

Probability · Mathematics 2024-03-27 Clément Rey