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Orthogonal weight matrices are used in many areas of deep learning. Much previous work attempt to alleviate the additional computational resources it requires to constrain weight matrices to be orthogonal. One popular approach utilizes…
Factor model is an appealing and effective analytic tool for high-dimensional time series, with a wide range of applications in economics, finance and statistics. This paper develops two criteria for the determination of the number of…
We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…
Dual-encoder-based dense retrieval models have become the standard in IR. They employ large Transformer-based language models, which are notoriously inefficient in terms of resources and latency. We propose Fast-Forward indexes -- vector…
We derive some simple relations that demonstrate how the posterior convergence rate is related to two driving factors: a "penalized divergence" of the prior, which measures the ability of the prior distribution to propose a nonnegligible…
In reinforcement learning, we can learn a model of future observations and rewards, and use it to plan the agent's next actions. However, jointly modeling future observations can be computationally expensive or even intractable if the…
This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…
This paper considers online optimization of a renewal-reward system. A controller performs a sequence of tasks back-to-back. Each task has a random vector of parameters, called the task type vector, that affects the task processing options…
The paper deals with the problem of finding the best alternatives on the basis of pairwise comparisons when these comparisons need not be transitive. In this setting, we study a reinforcement urn model. We prove convergence to the optimal…
Performance evaluations are critical for quantifying algorithmic advances in reinforcement learning. Recent reproducibility analyses have shown that reported performance results are often inconsistent and difficult to replicate. In this…
Learning from implicit feedback is challenging because of the difficult nature of the one-class problem: we can observe only positive examples. Most conventional methods use a pairwise ranking approach and negative samplers to cope with the…
This paper is divided into two parts. In the first part, we develop a general method for expressing ranks of matrix expressions that involve Moore-Penrose inverses, group inverses, Drazin inverses, as well as weighted Moore-Penrose inverses…
It is known that there is an alternative characterization of characteristic vertices for trees with positive weights on their edges via Perron values and Perron branches. Moreover, the algebraic connectivity of a tree with positive edge…
We discuss a definition of robust dominant eigenvector of a family of stochastic matrices. Our focus is on application to ranking problems, where the proposed approach can be seen as a robust alternative to the standard PageRank technique.…
We investigate the existence of heavy columns in binary matrices with distinct rows. A column of an m x n binary matrix is called heavy if the number of ones in it is at least m/2. We introduce two recursive algorithms, A1 and A2, that…
The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…
Deciding the positivity of a sequence defined by a linear recurrence with polynomial coefficients and initial condition is difficult in general. Even in the case of recurrences with constant coefficients, it is known to be decidable only…
The pairwise comparisons method is a convenient tool used when the relative order among different concepts (alternatives) needs to be determined. One popular implementation of the method is based on solving an eigenvalue problem for the…
In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…
Eventually positive matrices are real matrices whose powers become and remain strictly positive. As such, eventually positive matrices are a fortiori matrix roots of positive matrices, which motivates us to study the matrix roots of…