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Most numerical solvers and libraries nowadays are implemented to use mathematical models created with language-specific built-in data types (e.g. real in Fortran or double in C) and their respective elementary algebra implementations.…

Mathematical Software · Computer Science 2026-05-14 Slaven Peles , Stefan Klus

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of…

Mathematical Software · Computer Science 2015-11-30 Atilim Gunes Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Many signal processing applications such as acoustic echo cancellation and wireless channel estimation require identifying systems where only a small fraction of coefficients are actually active, i.e. sparse systems. Zero-attracting…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Mohammad Salman , Hadi Zayyani , Felipe A. P. de Figueiredo , Hasan Abu Hilal , Mostafa Rashdan

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Dynamical Systems · Mathematics 2026-02-18 Teddy Meissner , Karl Glasner

In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional problems, detecting interactions is challenging due to…

Methodology · Statistics 2019-10-01 Cheng Yong Tang , Ethan X. Fang , Yuexiao Dong

Sparse system identification problems often exist in many applications, such as echo interference cancellation, sparse channel estimation, and adaptive beamforming. One of popular adaptive sparse system identification (ASSI) methods is…

Information Theory · Computer Science 2013-11-07 Guan Gui , Shinya Kumagai , Abolfazl Mehbodniya , Fumiyuki Adachi

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Advances in leveraging Gaussian processes (GP) have enabled learning and inferring dynamic grid behavior from scarce PMU measurements. However, real measurements can be corrupted by various random and targeted threats, leading to inaccurate…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Tina Gao , Shimiao Li , Lawrence Pileggi

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Advancements in Sonar image capture have enabled researchers to apply sophisticated object identification algorithms in order to locate targets of interest in images such as mines. Despite progress in this field, modern sonar automatic…

Computer Vision and Pattern Recognition · Computer Science 2016-01-05 John McKay , Raghu Raj , Vishal Monga , Jason Isaacs

The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…

Computation · Statistics 2022-05-11 Christopher J. Geoga , Oana Marin , Michel Schanen , Michael L. Stein

High-dimensional linear regression model is the most popular statistical model for high-dimensional data, but it is quite a challenging task to achieve a sparse set of regression coefficients. In this paper, we propose a simple heuristic…

Machine Learning · Computer Science 2022-11-29 Xue Yu , Yifan Sun , Haijun Zhou

The robustness and anomaly detection capability of neural networks are crucial topics for their safe adoption in the real-world. Moreover, the over-parameterization of recent networks comes with high computational costs and raises questions…

Machine Learning · Computer Science 2022-07-12 Morgane Ayle , Bertrand Charpentier , John Rachwan , Daniel Zügner , Simon Geisler , Stephan Günnemann

Sparse representation has been applied successfully in abnormal event detection, in which the baseline is to learn a dictionary accompanied by sparse codes. While much emphasis is put on discriminative dictionary construction, there are no…

Computer Vision and Pattern Recognition · Computer Science 2016-03-15 Huamin Ren , Hong Pan , Søren Ingvor Olsen , Thomas B. Moeslund

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…

Machine Learning · Computer Science 2019-11-01 Graham Cormode , Charlie Dickens

The Segment Anything Model (SAM) achieves strong open-vocabulary segmentation, but its ViT-based image encoders dominate inference latency and memory. Existing activation compression methods, such as token merging, reduce the token length…

Computer Vision and Pattern Recognition · Computer Science 2026-05-19 Hoai-Chau Tran , Chi H. Nguyen , Duy M. H. Nguyen , Mathias Niepert , Fan Lai , Khoa D. Doan

Anomalous pattern detection aims to identify instances where deviation from normalcy is evident, and is widely applicable across domains. Multiple anomalous detection techniques have been proposed in the state of the art. However, there is…

We consider Gaussian mixture models in high dimensions and concentrate on the twin tasks of detection and feature selection. Under sparsity assumptions on the difference in means, we derive information bounds and establish the performance…

Statistics Theory · Mathematics 2016-10-04 Nicolas Verzelen , Ery Arias-Castro