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Most existing methodologies of estimating low-rank matrices rely on Burer-Monteiro factorization, but these approaches can suffer from slow convergence, especially when dealing with solutions characterized by a large condition number,…

Optimization and Control · Mathematics 2024-03-06 Teng Zhang , Xing Fan

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

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

In this paper, we study an efficient algorithm for constructing node sets of high-quality quasi-Monte Carlo integration rules for weighted Korobov, Walsh, and Sobolev spaces. The algorithm presented is a reduced fast successive coordinate…

Numerical Analysis · Mathematics 2020-04-08 Adrian Ebert , Peter Kritzer

Computing a basis for the exponent lattice of algebraic numbers is a basic problem in the field of computational number theory with applications to many other areas. The main cost of a well-known algorithm…

Symbolic Computation · Computer Science 2019-12-17 Tao Zheng

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

Numerical Analysis · Mathematics 2024-04-22 Sergio Blanes , Nikita Kopylov , Muaz Seydaoğlu

In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the…

Numerical Analysis · Mathematics 2026-02-12 Felix Bartel , Alexander D. Gilbert , Frances Y. Kuo , Ian H. Sloan

Clustering is a fundamental primitive in unsupervised learning which gives rise to a rich class of computationally-challenging inference tasks. In this work, we focus on the canonical task of clustering d-dimensional Gaussian mixtures with…

Machine Learning · Computer Science 2022-01-10 Ilias Zadik , Min Jae Song , Alexander S. Wein , Joan Bruna

In this paper we describe an algorithm that quickly computes a maximal a-valued lattice in an F-vector space equipped with a non-degenerate bilinear form, where a is a fractional ideal in a number field F. We then apply this construction to…

Number Theory · Mathematics 2012-10-26 Jonathan Hanke

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

Machine Learning · Computer Science 2022-10-12 Marius Hobbhahn , Philipp Hennig

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

Compute-and-Forward (C&F) has been proposed as an efficient strategy to reduce the backhaul load for the distributed antenna systems. Finding the optimal coefficients in C&F has commonly been treated as a shortest vector problem (SVP),…

Information Theory · Computer Science 2017-04-18 Qinhui Huang , Alister Burr

Lattice-free gradient polyhedra can be used to certify optimality for mixed-integer convex minimization models. We consider how to construct these polyhedra for unconstrained models with two integer variables under the assumption that all…

Optimization and Control · Mathematics 2020-07-02 Joseph Paat , Miriam Schlöter , Emily Speakman

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

The efficient computer optimization of magnetic resonance pulses and pulse sequences involves the calculation of a problem-adapted cost function as well as its gradients with respect to all controls applied. The gradients generally can be…

Optimization and Control · Mathematics 2025-07-21 Stella Slad , Burkhard Luy

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…

High Energy Physics - Lattice · Physics 2013-11-13 Thomas Blum , Taku Izubuchi , Eigo Shintani

We describe algorithms which address two classical problems in lattice geometry: the lattice covering and the simultaneous lattice packing-covering problem. Theoretically our algorithms solve the two problems in any fixed dimension d in the…

Metric Geometry · Mathematics 2007-05-23 Achill Schuermann , Frank Vallentin

We introduce a modification of the Fast Marching Algorithm, which solves the generalized eikonal equation associated to an arbitrary continuous riemannian metric, on a two or three dimensional domain. The algorithm has a logarithmic…

Numerical Analysis · Mathematics 2014-11-13 Jean-Marie Mirebeau
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