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Shape constraints, such as non-negativity, monotonicity, convexity or supermodularity, play a key role in various applications of machine learning and statistics. However, incorporating this side information into predictive models in a hard…

We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

This paper studies the problem of Kronecker-structured sparse vector recovery from an underdetermined linear system with a Kronecker-structured dictionary. Such a problem arises in many real-world applications such as the sparse channel…

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

We develop a data-driven regularization method for the severely ill-posed problem of photoacoustic image reconstruction from limited view data. Our approach is based on the regularizing networks that have been recently introduced and…

The discontinuous Galerkin (DG) finite element method is conservative, lends itself well to parallelization, and is high-order accurate due to its close affinity with the theory of quadrature and orthogonal polynomials. When applied with an…

Compressive sensing (CS) based computed tomography (CT) image reconstruction aims at reducing the radiation risk through sparse-view projection data. It is usually challenging to achieve satisfying image quality from incomplete projections.…

This paper studies a regularized matrix tri-factorization \(A\approx PDQ\), where \(P\) and \(Q\) are side factors and \(D\) is a central core whose conditioning can be explicitly regularized or constrained. The formulation is a structured…

We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a low-tubal-rank tensor using the tensor singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is a…

A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue…

The conjugate gradient solver (CG) is a prevalent method for solving symmetric and positive definite linear systems Ax=b, where effective preconditioners are crucial for fast convergence. Traditional preconditioners rely on prescribed…

Using an autoencoder for dimensionality reduction, this paper presents a novel projection-based reduced-order model for eigenvalue problems. Reduced-order modelling relies on finding suitable basis functions which define a low-dimensional…

Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…

This work concerns the numerical simulation of the Vlasov-Poisson set of equations using semi- Lagrangian methods on Graphical Processing Units (GPU). To accomplish this goal, modifications to traditional methods had to be implemented.…

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…

The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

In this era of big data, data analytics and machine learning, it is imperative to find ways to compress large data sets such that intrinsic features necessary for subsequent analysis are not lost. The traditional workhorse for data…

Both structured componentwise and structured normwise perturbation analysis of the Tikhonov regularization are presented. The structured matrices under consideration include: Toeplitz, Hankel, Vandermonde, and Cauchy matrices. Structured…