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We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

This paper generalizes the proportionate-type adaptive algorithm to the graph signal processing and proposes two proportionate-type adaptive graph signal recovery algorithms. The gain matrix of the proportionate algorithm leads to faster…

Signal Processing · Electrical Eng. & Systems 2022-09-21 Razieh Torkamani , Hadi Zayyani , Mehdi Korki

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

Quantum linear system algorithms (QLSAs) have the potential to speed up algorithms that rely on solving linear systems. Interior Point Methods (IPMs) yield a fundamental family of polynomial-time algorithms for solving optimization…

Optimization and Control · Mathematics 2023-03-22 Zeguan Wu , Mohammadhossein Mohammadisiahroudi , Brandon Augustino , Xiu Yang , Tamás Terlaky

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Machine Learning · Computer Science 2013-06-14 Cho-Jui Hsieh , Matyas A. Sustik , Inderjit S. Dhillon , Pradeep Ravikumar

Mathematical reasoning in large language models has improved substantially with reinforcement learning using verifiable rewards, where final answers can be checked automatically and converted into reliable training signals. Most such…

Machine Learning · Computer Science 2026-04-06 Mohammad Rezaei , Jens Lehmann , Sahar Vahdati

Matrix multiplication computation acceleration has been a research hotspot across various domains. Due to the characteristics of some applications, approximate matrix multiplication can achieve significant performance improvements without…

Numerical Analysis · Mathematics 2024-05-28 Hongyaoxing Gu

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized sparsity promoting functional. The algorithm is based on the…

Numerical Analysis · Mathematics 2016-12-30 Sergey Voronin , Ingrid Daubechies

The Gram-Schmidt Process (GSP) is used to convert a non-orthogonal basis (a set of linearly independent vectors, matrices, etc) into an orthonormal basis (a set of orthogonal, unit-length vectors, bi or tri dimensional matrices). The…

Computer Vision and Pattern Recognition · Computer Science 2016-07-19 Mario Mastriani

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

The Invariant Risk Minimization (IRM) principle was first proposed by Arjovsky et al. [2019] to address the domain generalization problem by leveraging data heterogeneity from differing experimental conditions. Specifically, IRM seeks to…

Machine Learning · Computer Science 2021-06-21 Kia Khezeli , Arno Blaas , Frank Soboczenski , Nicholas Chia , John Kalantari

Process Reward Models (PRMs) emerge as a promising approach for process supervision in mathematical reasoning of Large Language Models (LLMs), which aim to identify and mitigate intermediate errors in the reasoning processes. However, the…

Computation and Language · Computer Science 2025-06-06 Zhenru Zhang , Chujie Zheng , Yangzhen Wu , Beichen Zhang , Runji Lin , Bowen Yu , Dayiheng Liu , Jingren Zhou , Junyang Lin

Consider the generalized linear least squares (GLS) problem $\min\|Lx\|_2 \ \mathrm{s.t.} \ \|M(Ax-b)\|_2=\min$. The weighted pseudoinverse $A_{ML}^{\dag}$ is the matrix that maps $b$ to the minimum 2-norm solution of this GLS problem. By…

Numerical Analysis · Mathematics 2024-08-20 Haibo Li

In this paper, a new peak-to-average power ratio (PAPR) reduction scheme for orthogonal frequency division multiplexing (OFDM) is proposed based on the selected mapping (SLM) scheme. The proposed SLM scheme generates alternative OFDM signal…

Information Theory · Computer Science 2012-03-26 Kee-Hoon Kim , Hyun-Bae Jeon , Jong-Seon No , Dong-Joon Shin

We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…

Machine Learning · Computer Science 2024-01-19 Christian Kümmerle , Johannes Maly

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

Optimization and Control · Mathematics 2021-03-22 Harshal D. Kaushik , Farzad Yousefian

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,…

Numerical Analysis · Mathematics 2024-11-28 Victor Y. Pan , Qi Luan , Soo Go

Since numbers in the computer are represented with a fixed number of bits, loss of accuracy during calculation is unavoidable. At high precision where more bits (e.g. 64) are allocated to each number, round-off errors are typically small.…

Numerical Analysis · Mathematics 2022-10-11 Yizhou Chen , Xiaoyun Gong , Xiang Ji