Related papers: Does block size matter in randomized block Krylov …
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…
Randomized Krylov subspace methods that employ the sketch-and-solve paradigm to substantially reduce orthogonalization cost have recently shown great promise in speeding up computations for many core linear algebra tasks (e.g., solving…
This paper is devoted to studying the application of the block Krylov subspace method for approximation of the truncated tensor SVD (T-SVD). The theoretical results of the proposed randomized approach are presented. Several experimental…
This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…
In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…
This paper considers cluster detection in Block Markov Chains (BMCs). These Markov chains are characterized by a block structure in their transition matrix. More precisely, the $n$ possible states are divided into a finite number of $K$…
We present randomized algorithms based on block Krylov space method for estimating the trace and log-determinant of Hermitian positive semi-definite matrices. Using the properties of Chebyshev polynomial and Gaussian random matrix, we…
The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…
In the Min $k$-Cut problem, input is an edge weighted graph $G$ and an integer $k$, and the task is to partition the vertex set into $k$ non-empty sets, such that the total weight of the edges with endpoints in different parts is minimized.…
Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…
We consider the problem of doing fast and reliable estimation of the number of non-zero entries in a sparse boolean matrix product. This problem has applications in databases and computer algebra. Let n denote the total number of non-zero…
Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…
Following recent advances in combining approximation algorithms with fixed-parameter tractability (FPT), we study FPT-time approximation algorithms for minimum-norm $k$-clustering problems, parameterized by the number $k$ of open…
Clustering with capacity constraints is a fundamental problem that attracted significant attention throughout the years. In this paper, we give the first FPT constant-factor approximation algorithm for the problem of clustering points in a…
We consider the Top-$K$ selection problem, which aims to identify the largest $K$ elements in an array. Top-$K$ selection arises in many machine learning algorithms and often becomes a bottleneck on accelerators, which are optimized for…
We introduce a new model to study algorithm design under unreliable information, and apply this model for the problem of finding the uncorrupted maximum element of a list containing $n$ elements, among which are $k$ corrupted elements.…
The diameter $k$-clustering problem is the problem of partitioning a finite subset of $\mathbb{R}^d$ into $k$ subsets called clusters such that the maximum diameter of the clusters is minimized. One early clustering algorithm that computes…