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We introduce fast algorithms for solving $\ell_{p}$ regression problems using the iteratively reweighted least squares (IRLS) method. Our approach achieves state-of-the-art iteration complexity, outperforming the IRLS algorithm by…

Data Structures and Algorithms · Computer Science 2025-10-03 Alina Ene , Ta Duy Nguyen , Adrian Vladu

Theorems of Khintchine, Groshev, Jarn\'ik, and Besicovitch in Diophantine approximation are fundamental results on the metric properties of $\Psi$-well approximable sets. These foundational results have since been generalised to the…

Number Theory · Mathematics 2025-07-09 Gerardo González Robert , Mumtaz Hussain , Nikita Shulga , Benjamin Ward

In this paper we introduce and analyze an iteratively re-weighted algorithm, that allows to approximate the weak solution of the $p$-Poisson problem for $1 < p \leq 2$ by iteratively solving a sequence of linear elliptic problems. The…

Numerical Analysis · Mathematics 2022-09-26 Lars Diening , Massimo Fornasier , Maximilian Wank

The paper contains the proof of $L^p$-weighted norm inequalities for both, martingales square functions and the classical square functions in harmonic analysis of Littlewood-Paley and Lusin. Furthermore, the bounds are completely explicit…

Probability · Mathematics 2017-11-27 Rodrigo Banuelos , Adam Osekowski

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

The turnstile data stream model offers the most flexible framework where data can be manipulated dynamically, i.e., rows, columns, and even single entries of an input matrix can be added, deleted, or updated multiple times in a data stream.…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

In this paper, we give necessary and sufficient conditions for weighted $L^2$ estimates with matrix-valued measures of well localized operators. Namely, we seek estimates of the form: \[ \| T(\mathbf{W} f)\|_{L^2(\mathbf{V})} \le…

Functional Analysis · Mathematics 2016-11-22 Kelly Bickel , Amalia Culiuc , Sergei Treil , Brett D. Wick

We give improved algorithms for the $\ell_{p}$-regression problem, $\min_{x} \|x\|_{p}$ such that $A x=b,$ for all $p \in (1,2) \cup (2,\infty).$ Our algorithms obtain a high accuracy solution in $\tilde{O}_{p}(m^{\frac{|p-2|}{2p + |p-2|}})…

Data Structures and Algorithms · Computer Science 2024-12-20 Deeksha Adil , Rasmus Kyng , Richard Peng , Sushant Sachdeva

This paper gives poly-logarithmic-round, distributed D-approximation algorithms for covering problems with submodular cost and monotone covering constraints (Submodular-cost Covering). The approximation ratio D is the maximum number of…

Data Structures and Algorithms · Computer Science 2020-05-29 Christos Koufogiannakis , Neal E. Young

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

In this paper, we establish hardness and approximation results for various $L_p$-ball constrained homogeneous polynomial optimization problems, where $p \in [2,\infty]$. Specifically, we prove that for any given $d \ge 3$ and $p \in…

Optimization and Control · Mathematics 2012-11-01 Ke Hou , Anthony Man-Cho So

We prove normal approximation bounds for statistics of randomly weighted (simplicial) complexes. In particular, we consider the complete $d$-dimensional complex on $n$ vertices with $d$-simplices equipped with i.i.d. weights. Our normal…

Probability · Mathematics 2024-07-18 Shu Kanazawa , Khanh Duy Trinh , D. Yogeshwaran

We present the first near optimal approximation schemes for the maximum weighted (uncapacitated or capacitated) $b$--matching problems for non-bipartite graphs that run in time (near) linear in the number of edges. For any…

Data Structures and Algorithms · Computer Science 2018-06-19 Kook Jin Ahn , Sudipto Guha

The problem of time series approximation by series of finite rank is considered from the viewpoint of signal extraction. For signal estimation, a weighted least-squares method is applied to the trajectory matrix of the considered time…

Methodology · Statistics 2016-09-29 Nikita Zvonarev , Nina Golyandina

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

We provide a simple method and relevant theoretical analysis for efficiently estimating higher-order lp distances. While the analysis mainly focuses on l4, our methodology extends naturally to p = 6,8,10..., (i.e., when p is even).…

Machine Learning · Computer Science 2012-03-19 Ping Li , Michael W. Mahoney , Yiyuan She

We develop a new real-variable method for weighted $L^p$ estimates. The method is applied to the study of weighted $W^{1, 2}$ estimates in Lipschitz domains for weak solutions of second-order elliptic systems in divergence form with bounded…

Analysis of PDEs · Mathematics 2020-04-08 Zhongwei Shen

This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon…

Information Theory · Computer Science 2011-07-11 Stéphane Gaïffas , Guillaume Lecué

We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…

Numerical Analysis · Mathematics 2025-08-26 Mou Cai , Takashi Goda , Yoshihito Kazashi

Our main interest is the low-rank approximation of a matrix in R^m.n under a weighted Frobenius norm. This norm associates a weight to each of the (m x n) matrix entries. We conjecture that the number of approximations is at most min(m, n).…

Applications · Statistics 2013-02-05 William Rey