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A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…

Numerical Analysis · Computer Science 2015-10-28 Yiguang Liu

Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…

Econometrics · Economics 2020-08-04 Jushan Bai , Serena Ng

In this article, we consider the problem of approximating a finite set of data (usually huge in applications) by invariant subspaces generated through a small set of smooth functions. The invariance is either by translations under a…

Optimization and Control · Mathematics 2023-11-22 Davide Barbieri , Eugenio Hernández , Carlos Cabrelli , Ursula Molter

We show that under some widely believed assumptions, there are no higher-order algorithms for basic tasks in computational mathematics such as: Computing integrals with neural network integrands, computing solutions of a Poisson equation…

Numerical Analysis · Mathematics 2025-05-26 Michael Feischl , Fabian Zehetgruber

Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

Numerical Analysis · Mathematics 2015-03-10 Steffen Börm , Knut Reimer

The groundbreaking performance of deep neural networks (NNs) promoted a surge of interest in providing a mathematical basis to deep learning theory. Low-rank tensor decompositions are specially befitting for this task due to their close…

Machine Learning · Computer Science 2025-12-18 Ricardo Borsoi , Konstantin Usevich , Marianne Clausel

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…

Machine Learning · Statistics 2013-11-12 Akshay Krishnamurthy , Aarti Singh

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

In much of the literature on function approximation by deep networks, the function is assumed to be defined on some known domain, such as a cube or a sphere. In practice, the data might not be dense on these domains, and therefore, the…

Machine Learning · Computer Science 2020-08-21 Hrushikesh Mhaskar

We study the approximation of functions by tensor networks (TNs). We show that Lebesgue $L^p$-spaces in one dimension can be identified with tensor product spaces of arbitrary order through tensorization. We use this tensor product…

Functional Analysis · Mathematics 2024-06-26 Mazen Ali , Anthony Nouy

Tensor Network (TN) decompositions have emerged as an indispensable tool in Big Data analytics owing to their ability to provide compact low-rank representations, thus alleviating the ``Curse of Dimensionality'' inherent in handling…

Machine Learning · Computer Science 2025-07-15 Wuyang Zhou , Giorgos Iacovides , Kriton Konstantinidis , Ilya Kisil , Danilo Mandic

The substantial computational demands of modern large-scale deep learning present significant challenges for efficient training and deployment. Recent research has revealed a widespread phenomenon wherein deep networks inherently learn…

Machine Learning · Computer Science 2026-02-04 Laura Balzano , Tianjiao Ding , Benjamin D. Haeffele , Soo Min Kwon , Qing Qu , Peng Wang , Zhangyang Wang , Can Yaras

A matrix always has a full rank submatrix such that the rank of this matrix is equal to the rank of that submatrix. This property is one of the corner stones of the matrix rank theory. We call this property the max-full-rank-submatrix…

Rings and Algebras · Mathematics 2020-05-06 Liqun Qi , Xinzhen Zhang , Yannan Chen

This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…

Numerical Analysis · Mathematics 2024-04-18 Daniel Kressner , Hei Yin Lam

We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends…

Statistics Theory · Mathematics 2019-09-24 Daniel Irving Bernstein , Grigoriy Blekherman , Rainer Sinn

Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In…

Information Retrieval · Computer Science 2015-02-10 Truyen Tran , Dinh Phung , Svetha Venkatesh

We study the approximation by tensor networks (TNs) of functions from classical smoothness classes. The considered approximation tool combines a tensorization of functions in $L^p([0,1))$, which allows to identify a univariate function with…

Functional Analysis · Mathematics 2024-06-26 Mazen Ali , Anthony Nouy

The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estimators, although the linear index is introduced for…

Statistics Theory · Mathematics 2019-08-15 Yanqin Fan , Fang Han , Wei Li , Xiao-Hua Zhou

Learning relies on coordinated synaptic changes in recurrently connected populations of neurons. Therefore, understanding the collective evolution of synaptic connectivity over learning is a key challenge in neuroscience and machine…

Neurons and Cognition · Quantitative Biology 2023-11-07 Arthur Pellegrino , N Alex Cayco-Gajic , Angus Chadwick

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar
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