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Intuitively, if a density operator has small rank, then it should be easier to estimate from experimental data, since in this case only a few eigenvectors need to be learned. We prove two complementary results that confirm this intuition.…

Quantum Physics · Physics 2012-10-18 Steven T. Flammia , David Gross , Yi-Kai Liu , Jens Eisert

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

This paper focuses on the identification of graphical autoregressive models with dynamical latent variables. The dynamical structure of latent variables is described by a matrix polynomial transfer function. Taking account of the sparse…

Methodology · Statistics 2023-07-24 Junyao You , Chengpu Yu

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

Confidence interval procedures used in low dimensional settings are often inappropriate for high dimensional applications. When a large number of parameters are estimated, marginal confidence intervals associated with the most significant…

Methodology · Statistics 2017-02-24 Jean Morrison , Noah Simon

In this work, we discuss low-parametric approaches for approximating SimRank matrices, which estimate the similarity between pairs of nodes in a graph. Although SimRank matrices and their computation require a significant amount of memory,…

Numerical Analysis · Mathematics 2026-02-25 Egor P. Berezin , Robert T. Zaks , German Z. Alekhin , Stanislav V. Morozov , Sergey A. Matveev

Although projection-based reduced-order models (ROMs) for parameterized nonlinear dynamical systems have demonstrated exciting results across a range of applications, their broad adoption has been limited by their intrusivity: implementing…

Machine Learning · Computer Science 2021-06-18 Zhe Bai , Liqian Peng

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest…

Dynamical Systems · Mathematics 2021-05-04 John D. Jakeman , Roland Pulch

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Physics-based simulation is essential for developing and evaluating robot manipulation policies, particularly in scenarios involving deformable objects and complex contact interactions. However, existing simulators often struggle to balance…

We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component…

Econometrics · Economics 2021-03-05 Iván Fernández-Val , Hugo Freeman , Martin Weidner

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

Dynamics simulation with frictional contacts is important for a wide range of applications, from cloth simulation to object manipulation. Recent methods using smoothed lagged friction forces have enabled robust and differentiable simulation…

Graphics · Computer Science 2024-08-01 Egor Larionov , Andreas Longva , Uri M. Ascher , Jan Bender , Dinesh K. Pai

This paper demonstrates how new principles of compressed sensing, namely asymptotic incoherence, asymptotic sparsity and multilevel sampling, can be utilised to better understand underlying phenomena in practical compressed sensing and…

Functional Analysis · Mathematics 2014-07-08 Bogdan Roman , Anders Hansen , Ben Adcock
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