Related papers: Near-Optimal Sparsifiers for Stochastic Knapsack a…

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Inverse problems involving systems of partial differential equations (PDEs) with many measurements or experiments can be very expensive to solve numerically. In a recent paper we examined dimensionality reduction methods, both stochastic…

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

Aligning data from different domains is a fundamental problem in machine learning with broad applications across very different areas, most notably aligning experimental readouts in single-cell multiomics. Mathematically, this problem can…

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

The submodular knapsack problem (SKP), which seeks to maximize a submodular set function by selecting a subset of elements within a given budget, is an important discrete optimization problem. The majority of existing approaches to solving…

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

We present several sparsification lower and upper bounds for classic problems in graph theory and logic. For the problems 4-Coloring, (Directed) Hamiltonian Cycle, and (Connected) Dominating Set, we prove that there is no polynomial-time…

We give oracle inequalities on procedures which combines quantization and variable selection via a weighted Lasso $k$-means type algorithm. The results are derived for a general family of weights, which can be tuned to size the influence of…

We study the online bin packing problem under two stochastic settings. In the bin packing problem, we are given n items with sizes in (0,1] and the goal is to pack them into the minimum number of unit-sized bins. First, we study bin packing…

Traditionally, clustering algorithms focus on partitioning the data into groups of similar instances. The similarity objective, however, is not sufficient in applications where a fair-representation of the groups in terms of protected…

In this paper, we resolve the computational complexity of a number of outstanding open problems with practical applications. Here is the list of problems we show to be PPAD-complete, along with the domains of practical significance:…

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

This paper considers sparse polynomial optimization with unbounded sets. When the problem possesses correlative sparsity, we propose a sparse homogenized Moment-SOS hierarchy with perturbations to solve it. The new hierarchy introduces one…

We generalize the fractional packing framework of Garg and Koenemann to the case of linear fractional packing problems over polyhedral cones. More precisely, we provide approximation algorithms for problems of the form $\max\{c^T x : Ax…

We study the problem of abstracting a table of data about individuals so that no selection query can identify fewer than k individuals. We show that it is impossible to achieve arbitrarily good polynomial-time approximations for a number of…

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…