Related papers: Optimal Matrix Sketching over Sliding Windows
The Spreading Projection Algorithm for Rapid K-space samplING, or SPARKLING, is an optimization-driven method that has been recently introduced for accelerated 2D T2*-w MRI using compressed sensing. It has then been extended to address 3D…
We construct a matrix $M\in R^{m\otimes d^c}$ with just $m=O(c\,\lambda\,\varepsilon^{-2}\text{poly}\log1/\varepsilon\delta)$ rows, which preserves the norm $\|Mx\|_2=(1\pm\varepsilon)\|x\|_2$ of all $x$ in any given $\lambda$ dimensional…
We develop a sketching algorithm to find the point on the convex hull of a dataset, closest to a query point outside it. Studying the convex hull of datasets can provide useful information about their geometric structure and their…
Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…
We present an approximation scheme for optimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. This framework includes well known graph problems such as Minimum…
We investigate the optimal portfolio deleveraging (OPD) problem with permanent and temporary price impacts, where the objective is to maximize equity while meeting a prescribed debt/equity requirement. We take the real situation with cross…
Detecting emergence of a low-rank signal from high-dimensional data is an important problem arising from many applications such as camera surveillance and swarm monitoring using sensors. We consider a procedure based on the largest…
A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…
A fundamental problem arising in many applications in Web science and social network analysis is, given an arbitrary approximation factor $c>1$, to output a set $S$ of nodes that with high probability contains all nodes of PageRank at least…
We study the problem of estimating the size of maximum matching and minimum vertex cover in sublinear time. Denoting the number of vertices by $n$ and the average degree in the graph by $\bar{d}$, we obtain the following results for both…
Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…
In this paper, we show that the bundle method can be applied to solve semidefinite programming problems with a low rank solution without ever constructing a full matrix. To accomplish this, we use recent results from randomly sketching…
Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…
The statistical leverage scores of a matrix $A$ are the squared row-norms of the matrix containing its (top) left singular vectors and the coherence is the largest leverage score. These quantities are of interest in recently-popular…
Randomized linear system solvers have become popular as they have the potential to reduce floating point complexity while still achieving desirable convergence rates. One particularly promising class of methods, random sketching solvers,…
We give a fully dynamic deterministic algorithm for maintaining a maximal matching of an $n$-vertex graph in $\tilde{O}(n^{8/9})$ amortized update time. This breaks the long-standing $\Omega(n)$-update-time barrier on dense graphs,…
We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…
We consider statistical and algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. Prior results show that, from an \emph{algorithmic perspective}, when using sketching matrices…
In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…
In the $d$-Scattered Set problem we are asked to select at least $k$ vertices of a given graph, so that the distance between any pair is at least $d$. We study the problem's (in-)approximability and offer improvements and extensions of…