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We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…

Data Structures and Algorithms · Computer Science 2024-03-27 Noah Amsel , Tyler Chen , Feyza Duman Keles , Diana Halikias , Cameron Musco , Christopher Musco

Let $A$ be a $n$ by $n$ matrix. A skeleton decomposition is any factorization of the form $CUR$ where $C$ comprises columns of $A$, and $R$ comprises rows of $A$. In this paper, we consider uniformly sampling $\l\simeq k \log n$ rows and…

Numerical Analysis · Mathematics 2012-04-11 Jiawei Chiu , Laurent Demanet

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in…

Optimization and Control · Mathematics 2023-10-17 Dian Jin , Xin Bing , Yuqian Zhang

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

We provide updated predictions for the hadronic decays $\bar{B}_s^0\to D_s^{(*)+} \pi^-$ and $\bar{B}^0\to D^{(*)+} K^-$. They are based on $\mathcal{O}(\alpha_s^2)$ results for the QCD factorization amplitudes at leading power and on…

High Energy Physics - Phenomenology · Physics 2020-12-02 Marzia Bordone , Nico Gubernari , Tobias Huber , Martin Jung , Danny van Dyk

We consider solving the low rank matrix sensing problem with Factorized Gradient Descend (FGD) method when the true rank is unknown and over-specified, which we refer to as over-parameterized matrix sensing. If the ground truth signal…

Machine Learning · Computer Science 2021-02-05 Jiacheng Zhuo , Jeongyeol Kwon , Nhat Ho , Constantine Caramanis

The orthogonal decomposition factorizes a tensor into a sum of an orthogonal list of rankone tensors. We present several properties of orthogonal rank. We find that a subtensor may have a larger orthogonal rank than the whole tensor and…

Numerical Analysis · Mathematics 2022-12-05 Chao Zeng

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

Numerical Analysis · Mathematics 2018-02-13 Wenjian Yu , Yu Gu , Yaohang Li

Singular Value Decomposition (SVD) and its close relative, Principal Component Analysis (PCA), are well-known linear matrix decomposition techniques that are widely used in applications such as dimension reduction and clustering. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-06-25 Abdolrahman Khoshrou , Eric J. Pauwels

Objective: Interventional MRI (i-MRI) is crucial for MR image-guided therapy. Current image reconstruction methods for dynamic MR imaging are mostly retrospective that may not be suitable for i-MRI in real-time. Therefore, an algorithm to…

Medical Physics · Physics 2021-07-27 Zhao He , Ya-Nan Zhu , Suhao Qiu , Xiaoqun Zhang , Yuan Feng

In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

Optimization and Control · Mathematics 2019-05-14 Angang Cui , Meng Wen , Haiyang Li , Jigen Peng

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

In this paper, we study the problem of a batch of linearly correlated image alignment, where the observed images are deformed by some unknown domain transformations, and corrupted by additive Gaussian noise and sparse noise simultaneously.…

Computer Vision and Pattern Recognition · Computer Science 2022-12-14 Sijia Xia , Duo Qiu , Xiongjun Zhang

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

Factor Analysis is a widely used modeling technique for stationary time series which achieves dimensionality reduction by revealing a hidden low-rank plus sparse structure of the covariance matrix. Such an idea of parsimonious modeling has…

Optimization and Control · Mathematics 2025-01-30 Linyang Wang , Bin Zhu , Wanquan Liu

Heavy meson decays provide an important platform for studies of both QCD and electroweak dynamics, which may contain some portals to understanding of nonperturbative QCD and physics beyond the Standard Model. The factorization-assisted…

High Energy Physics - Phenomenology · Physics 2021-11-30 Qin Qin , Chao Wang , Di Wang , Si-Hong Zhou

We introduce tensor Interpolative Decomposition (tensor ID) for the reduction of the separation rank of Canonical Tensor Decompositions (CTDs). Tensor ID selects, for a user-defined accuracy \epsilon, a near optimal subset of terms of a CTD…

Numerical Analysis · Mathematics 2013-12-18 David J. Biagioni , Daniel Beylkin , Gregory Beylkin

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

We consider low-rank reconstruction of a matrix using its columns and we present asymptotically optimal algorithms for both spectral norm and Frobenius norm reconstruction. The main tools we introduce to obtain our r esults are: (i) the use…

Data Structures and Algorithms · Computer Science 2015-03-19 Christos Boutsidis , Petros Drineas , Malik Magdon-Ismail
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