Related papers: Bi-fidelity sparse-grid interpolation driven by a …
In this paper, we develop a numerical multiscale method to solve the fractional Laplacian with a heterogeneous diffusion coefficient. When the coefficient is heterogeneous, this adds to the computational costs. Moreover, the fractional…
The performance of Transformer models has been enhanced by increasing the number of parameters and the length of the processed text. Consequently, fine-tuning the entire model becomes a memory-intensive process. High-performance methods for…
In sparse estimation, such as fused lasso and convex clustering, we apply either the proximal gradient method or the alternating direction method of multipliers (ADMM) to solve the problem. It takes time to include matrix division in the…
Motivated by applications of large embedding models, we study differentially private (DP) optimization problems under sparsity of individual gradients. We start with new near-optimal bounds for the classic mean estimation problem but with…
Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…
In this work, we introduce a novel local pairwise descriptor and then develop a simple, effective iterative method to solve the resulting quadratic assignment through sparsity control for shape correspondence between two approximate…
Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…
In this paper, we propose a fully discrete soft thresholding trigonometric polynomial approximation on $[-\pi,\pi],$ named Lasso trigonometric interpolation. This approximation is an $\ell_1$-regularized discrete least squares approximation…
Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…
The paper focuses on the sparse approximation of signals using overcomplete representations, such that it preserves the (prior) structure of multi-dimensional signals. The underlying optimization problem is tackled using a multi-dimensional…
In this paper a local Fourier analysis for multigrid methods on tetrahedral grids is presented. Different smoothers for the discretization of the Laplace operator by linear finite elements on such grids are analyzed. A four-color smoother…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
It is well known that approximation of functions on $[0,1]$ whose periodic extension is not continuous fail to converge uniformly due to rapid Gibbs oscillations near the boundary. Among several approaches that have been proposed toward the…
Matrix-free finite element implementations of massively parallel geometric multigrid save memory and are often significantly faster than implementations using classical sparse matrix techniques. They are especially well suited for…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
LocalSGD and SCAFFOLD are widely used methods in distributed stochastic optimization, with numerous applications in machine learning, large-scale data processing, and federated learning. However, rigorously establishing their theoretical…
Localization in a pre-built map is a basic technique for robot autonomous navigation. Existing mapping and localization methods commonly work well in small-scale environments. As a map grows larger, however, more memory is required and…
We present a unified framework for the construction of localized exponential integrators that bypasses the traditional trade-off between the accuracy of global spectral methods and the efficiency of sparse finite differences. By evaluating…