Related papers: Sparse Random Matrices for Dimensionality Reductio…

Generalized inverses play a fundamental role in numerical linear algebra, particularly when matrices are rectangular, singular, or rank deficient. Even when the input matrix is sparse, generalized inverses such as the M-P pseudoinverse are…

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

In recent years, a variety of randomized constructions of sketching matrices have been devised, that have been used in fast algorithms for numerical linear algebra problems, such as least squares regression, low-rank approximation, and the…

The Johnson-Lindenstrauss transform is a fundamental method for dimension reduction in Euclidean spaces, that can map any dataset of $n$ points into dimension $O(\log n)$ with low distortion of their distances. This dimension bound is tight…

Let $L$ be a lattice of full rank in $n$-dimensional real space. A vector in $L$ is called $i$-sparse if it has no more than $i$ nonzero coordinates. We define the $i$-th successive sparsity level of $L$, $s_i(L)$, to be the minimal $s$ so…

We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Embeddings provide compact representations of signals in order to perform efficient inference in a wide variety of tasks. In particular, random projections are common tools to construct Euclidean distance-preserving embeddings, while…

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Let $X$ be a normed space that satisfies the Johnson-Lindenstrauss lemma (J-L lemma, in short) in the sense that for any integer $n$ and any $x_1,\ldots,x_n\in X$ there exists a linear mapping $L:X\to F$, where $F\subseteq X$ is a linear…

In this work, we analyze dimension reduction algorithms based on the Kac walk and discrete variants. (1) For $n$ points in $\mathbb{R}^{d}$, we design an optimal Johnson-Lindenstrauss (JL) transform based on the Kac walk which can be…

This note is concerned with deterministic constructions of $m \times N$ matrices satisfying a restricted isometry property from $\ell_2$ to $\ell_1$ on $s$-sparse vectors. Similarly to the standard ($\ell_2$ to $\ell_2$) restricted isometry…

The newly proposed $l_1$ norm constraint zero-point attraction Least Mean Square algorithm (ZA-LMS) demonstrates excellent performance on exact sparse system identification. However, ZA-LMS has less advantage against standard LMS when the…

Randomized dimensionality reduction has been recognized as one of the fundamental techniques in handling high-dimensional data. Starting with the celebrated Johnson-Lindenstrauss Lemma, such reductions have been studied in depth for the…

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random with replacement. These matrices have a one-to-one correspondence with the…

We compute the spectral density for ensembles of of sparse symmetric random matrices using replica, managing to circumvent difficulties that have been encountered in earlier approaches along the lines first suggested in a seminal paper by…

This paper studies sparse elliptic random matrix models which generalize both the classical elliptic ensembles and sparse i.i.d. matrix models by incorporating correlated entries and a tunable sparsity parameter $p_n$. Each $n\times n$…

Generalized linear mixed models (GLMMs) are a widely used tool in statistical analysis. The main bottleneck of many computational approaches lies in the inversion of the high dimensional precision matrices associated with the random…

We consider the hashing mechanism for constructing binary embeddings, that involves pseudo-random projections followed by nonlinear (sign function) mappings. The pseudo-random projection is described by a matrix, where not all entries are…

High-dimensional data has become ubiquitous across the sciences but presents computational and statistical challenges. A common approach to addressing these challenges is through sparsity. In this paper, we introduce a new concept of…