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Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…

Machine Learning · Statistics 2024-03-11 Shouri Hu , Jiawei Li , Zhibo Cai

Finding the optimal dual frame and optimal dual pair for signal reconstruction, which can minimize the reconstruction error when erasure occurs during data transmission, is a deep rooted problem from the perspective of frame theory. In this…

Functional Analysis · Mathematics 2022-07-05 Shankhadeep Mondal

The fields of compressed sensing (CS) and matrix completion have shown that high-dimensional signals with sparse or low-rank structure can be effectively projected into a low-dimensional space (for efficient acquisition or processing) when…

Information Theory · Computer Science 2013-05-16 Han Lun Yap , Michael B. Wakin , Christopher J. Rozell

Bayesian Optimization (BO) in high-dimensional spaces remains fundamentally limited by the curse of dimensionality and the rigidity of global low-dimensional assumptions. While Random EMbedding Bayesian Optimization (REMBO) mitigates this…

Machine Learning · Statistics 2025-05-19 Yuejiang Wen , Paul D. Franzon

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Antoine Aspeel , Jean-Charles Delvenne , Johan A. K. Suykens

Multidimensional scaling (MDS) is the act of embedding proximity information about a set of $n$ objects in $d$-dimensional Euclidean space. As originally conceived by the psychometric community, MDS was concerned with embedding a fixed set…

Machine Learning · Statistics 2024-12-12 Michael W. Trosset , Carey E. Priebe

In this paper, we study the orthogonal least squares (OLS) algorithm for sparse recovery. On the one hand, we show that if the sampling matrix $\mathbf{A}$ satisfies the restricted isometry property (RIP) of order $K + 1$ with isometry…

Information Theory · Computer Science 2017-10-11 Jinming Wen , Jian Wang , Qinyu Zhang

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…

Numerical Analysis · Mathematics 2020-02-20 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

In the Sparse Linear Regression (SLR) problem, given a $d \times n$ matrix $M$ and a $d$-dimensional query $q$, the goal is to compute a $k$-sparse $n$-dimensional vector $\tau$ such that the error $||M \tau-q||$ is minimized. This problem…

Computational Geometry · Computer Science 2018-05-01 Sariel Har-Peled , Piotr Indyk , Sepideh Mahabadi

What is the time complexity of matrix multiplication of sparse integer matrices with $m_{in}$ nonzeros in the input and $m_{out}$ nonzeros in the output? This paper provides improved upper bounds for this question for almost any choice of…

Data Structures and Algorithms · Computer Science 2023-09-13 Amir Abboud , Karl Bringmann , Nick Fischer , Marvin Künnemann

Sparse representation has been widely used in data compression, signal and image denoising, dimensionality reduction and computer vision. While overcomplete dictionaries are required for sparse representation of multidimensional data,…

Signal Processing · Electrical Eng. & Systems 2021-03-18 Elyas Sabeti , Peter X. K. Song , Alfred O. Hero

As a crucial component of most modern deep recommender systems, feature embedding maps high-dimensional sparse user/item features into low-dimensional dense embeddings. However, these embeddings are usually assigned a unified dimension,…

Information Retrieval · Computer Science 2022-04-18 Liang Qu , Yonghong Ye , Ningzhi Tang , Lixin Zhang , Yuhui Shi , Hongzhi Yin

The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear…

Computational Geometry · Computer Science 2020-07-01 Amit Deshpande , Rameshwar Pratap

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

Extraction of low-dimensional latent space from high-dimensional observation data is essential to construct a real-time robot controller with a world model on the extracted latent space. However, there is no established method for tuning…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi , Ryoma Watanuki

Johnson-Lindenstrauss embeddings are widely used to reduce the dimension and thus the processing time of data. To reduce the total complexity, also fast algorithms for applying these embeddings are necessary. To date, such fast algorithms…

Data Structures and Algorithms · Computer Science 2020-04-30 Stefan Bamberger , Felix Krahmer

Advances in brain-to-image reconstruction are enabling us to externalize the subjective visual experiences encoded in the brain as images. A key challenge in this task is data scarcity: a translator that maps brain activity to latent image…

Neurons and Cognition · Quantitative Biology 2026-05-08 Kenya Otsuka , Yoshihiro Nagano , Yukiyasu Kamitani

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

Data Structures and Algorithms · Computer Science 2012-10-23 Eric Price , David P. Woodruff