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In this experimental work, we present a general framework based on the Bregman log determinant divergence for preconditioning Hermitian positive definite linear systems. We explore this divergence as a measure of discrepancy between a…

Numerical Analysis · Mathematics 2024-10-10 Andreas A. Bock , Martin S. Andersen

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process…

Numerical Analysis · Mathematics 2018-01-23 Jed A. Duersch , Ming Gu

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

We consider a deep matrix factorization model of covariance matrices trained with the Bures-Wasserstein distance. While recent works have made advances in the study of the optimization problem for overparametrized low-rank matrix…

Machine Learning · Statistics 2023-07-20 Pierre Bréchet , Katerina Papagiannouli , Jing An , Guido Montúfar

The generalization error curve of certain kernel regression method aims at determining the exact order of generalization error with various source condition, noise level and choice of the regularization parameter rather than the minimax…

Machine Learning · Computer Science 2024-11-26 Yicheng Li , Weiye Gan , Zuoqiang Shi , Qian Lin

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

In this paper, we analyze the performance of the estimation of Laplacian matrices under general observation models. Laplacian matrix estimation involves structural constraints, including symmetry and null-space properties, along with matrix…

Machine Learning · Statistics 2025-04-08 Morad Halihal , Tirza Routtenberg , H. Vincent Poor

Undersampling is a common method in Magnetic Resonance Imaging (MRI) to subsample the number of data points in k-space, reducing acquisition times at the cost of decreased image quality. A popular approach is to employ undersampling…

Image and Video Processing · Electrical Eng. & Systems 2023-08-23 Tobias Weber , Michael Ingrisch , Bernd Bischl , David Rügamer

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

Low rank tensor approximation is a fundamental tool in modern machine learning and data science. In this paper, we study the characterization, perturbation analysis, and an efficient sampling strategy for two primary tensor CUR…

Numerical Analysis · Mathematics 2021-10-15 HanQin Cai , Keaton Hamm , Longxiu Huang , Deanna Needell

We investigate the problem of reconstructing signals from a subsampled convolution of their modulated versions and a known filter. The problem is studied as applies to specific imaging systems relying on spatial phase modulation by randomly…

Information Theory · Computer Science 2016-03-23 Sohail Bahmani , Justin Romberg

We present an error-neural-modeling-based strategy for approximating two-dimensional curvature in the level-set method. Our main contribution is a redesigned hybrid solver [Larios-C\'ardenas and Gibou, J. Comput. Phys. (May 2022),…

Numerical Analysis · Mathematics 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…

Signal Processing · Electrical Eng. & Systems 2021-10-15 Michael Koller , Wolfgang Utschick

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

Machine Learning · Statistics 2019-03-04 Hiva Ghanbari , Minhan Li , Katya Scheinberg
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