Related papers: Two Variations on the XTrace Algorithm
In this work, we study several variants of matrix reduction via Gaussian elimination that try to keep the reduced matrix sparse. The motivation comes from the growing field of topological data analysis where matrix reduction is the major…
We study a dynamic version of the implicit trace estimation problem. Given access to an oracle for computing matrix-vector multiplications with a dynamically changing matrix A, our goal is to maintain an accurate approximation to A's trace…
In this paper, a reduced-rank scheme with joint iterative optimization is presented for direction of arrival estimation. A rank-reduction matrix and an auxiliary reduced-rank parameter vector are jointly optimized to calculate the output…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
In the trace reconstruction problem, the goal is to reconstruct an unknown string $x$ of length $n$ from multiple traces obtained by passing $x$ through the deletion channel. In the relaxed problem of $approximate$ trace reconstruction, the…
We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…
We propose a higher-order dimensionality reduction framework based on the Trace Ratio (TR) optimization problem. We establish conditions for existence and uniqueness of solutions and clarify the theoretical connection between the Trace…
The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…
Factor analysis is over a century old, but it is still problematic to choose the number of factors for a given data set. The scree test is popular but subjective. The best performing objective methods are recommended on the basis of…
We consider the problem of estimating the trace of a matrix function $f(A)$. In certain situations, in particular if $f(A)$ cannot be well approximated by a low-rank matrix, combining probing methods based on graph colorings with stochastic…
We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…
Inference and prediction of routes have become of interest over the past decade owing to a dramatic increase in package delivery and ride-sharing services. Given the underlying combinatorial structure and the incorporation of probabilities,…
Algorithms come with multiple variants which are obtained by changing the mathematical approach from which the algorithm is derived. These variants offer a wide spectrum of performance when implemented on a multicore platform and we seek to…
We introduce a technique for estimating a structured covariance matrix from observations of a random vector which have been sketched. Each observed random vector $\boldsymbol{x}_t$ is reduced to a single number by taking its inner product…
The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…
We introduce mixed model trace regression (MMTR), a mixed model linear regression extension for scalar responses and high-dimensional matrix-valued covariates. MMTR's fixed effects component is equivalent to trace regression, with an…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…
We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…
The goal of this study was to test the equality of two covariance matrices by using modified Pillai's trace statistics under a high-dimensional framework, i.e., the dimension and sample sizes go to infinity proportionally. In this paper, we…