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This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization…

Numerical Analysis · Mathematics 2020-12-30 Silvia Gazzola , Misha E. Kilmer , James G. Nagy , Oguz Semerici , Eric L. Miller

Owing to its simplicity and efficiency, the Sherman-Morrison (SM) formula has seen widespread use across various scientific and engineering applications for solving rank-one perturbed linear systems of the form $(A+uv^T)x = b$. Although the…

Numerical Analysis · Mathematics 2025-10-03 Behnam Hashemi , Yuji Nakatsukasa

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Random Reshuffling (RR) is an algorithm for minimizing finite-sum functions that utilizes iterative gradient descent steps in conjunction with data reshuffling. Often contrasted with its sibling Stochastic Gradient Descent (SGD), RR is…

Optimization and Control · Mathematics 2021-04-06 Konstantin Mishchenko , Ahmed Khaled , Peter Richtárik

For many applications involving a sequence of linear systems with slowly changing system matrices, subspace recycling, which exploits relationships among systems and reuses search space information, can achieve huge gains in iterations…

Numerical Analysis · Mathematics 2023-06-28 Misha E. Kilmer , Eric de Sturler

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

We propose SketchINR, to advance the representation of vector sketches with implicit neural models. A variable length vector sketch is compressed into a latent space of fixed dimension that implicitly encodes the underlying shape as a…

Computer Vision and Pattern Recognition · Computer Science 2024-05-07 Hmrishav Bandyopadhyay , Ayan Kumar Bhunia , Pinaki Nath Chowdhury , Aneeshan Sain , Tao Xiang , Timothy Hospedales , Yi-Zhe Song

Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…

Numerical Analysis · Mathematics 2022-04-07 Gong Rongfang , Huang Qin

We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…

Numerical Analysis · Mathematics 2022-12-21 Ye Zhang , Chuchu Chen

Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…

Numerical Analysis · Mathematics 2026-03-30 Chao Chang , Yuning Yang

Since numbers in the computer are represented with a fixed number of bits, loss of accuracy during calculation is unavoidable. At high precision where more bits (e.g. 64) are allocated to each number, round-off errors are typically small.…

Numerical Analysis · Mathematics 2022-10-11 Yizhou Chen , Xiaoyun Gong , Xiang Ji

We introduce SIRI, Scaling Iterative Reinforcement Learning with Interleaved Compression, a simple yet effective RL approach for Large Reasoning Models (LRMs) that enables more efficient and accurate reasoning. Existing studies have…

Machine Learning · Computer Science 2025-09-30 Haoming Wen , Yushi Bai , Juanzi Li , Jie Tang

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider "sketch-and-solve" methods that randomly project the data…

Statistics Theory · Mathematics 2019-10-08 Edgar Dobriban , Sifan Liu

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Optimization and Control · Mathematics 2020-02-27 Jonathan Lacotte , Mert Pilanci

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

Unsupervised medical anomaly detection is severely limited by the scarcity of normal training samples. Existing methods typically train dedicated models for each dataset or disease, requiring hundreds of normal images per task and lacking…

Computer Vision and Pattern Recognition · Computer Science 2026-04-06 Ning Zhu
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