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This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…
Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…
The covering approximation space evolves in time due to the explosion of the information, and the characteristic matrixes of coverings viewed as an effective approach to approximating the concept should update with time for knowledge…
SHAP (SHapley Additive exPlanations) values are a widely used method for local feature attribution in interpretable and explainable AI. We propose an efficient two-stage algorithm for computing SHAP values in both black-box setting and…
In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…
This chapter investigates the cone of copositive matrices, with a focus on the design and analysis of conic inner approximations for it. These approximations are based on various sufficient conditions for matrix copositivity, relying on…
We introduce the method of path-sums which is a tool for exactly evaluating a function of a discrete matrix with possibly non-commuting entries, based on the closed-form resummation of infinite families of terms in the corresponding Taylor…
MAP is the problem of finding a most probable instantiation of a set of variables given evidence. MAP has always been perceived to be significantly harder than the related problems of computing the probability of a variable instantiation…
Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…
We present a space and time efficient practical parallel algorithm for approximating the diameter of massive weighted undirected graphs on distributed platforms supporting a MapReduce-like abstraction. The core of the algorithm is a…
For a family of graphs $\mathcal{F}$, Weighted $\mathcal{F}$-Deletion is the problem for which the input is a vertex weighted graph $G=(V,E)$ and the goal is to delete $S\subseteq V$ with minimum weight such that $G\setminus…
We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…
In this paper we present linear time approximation schemes for several generalized matching problems on nonbipartite graphs. Our results include $O_\epsilon(m)$-time algorithms for $(1-\epsilon)$-maximum weight $f$-factor and…
We discuss schemes for exact and approximate computations of permanents, and compare them with each other. Specifically, we analyze the Belief Propagation (BP) approach and its Fractional Belief Propagation (FBP) generalization for…
In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…
We consider computation of permanent of a positive $(N\times N)$ non-negative matrix, $P=(P_i^j|i,j=1,\cdots,N)$, or equivalently the problem of weighted counting of the perfect matchings over the complete bipartite graph $K_{N,N}$. The…
We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…
Analyzing embedded simplicial complexes, such as triangular meshes and graphs, is an important problem in many fields. We propose a new approach for analyzing embedded simplicial complexes in a subdivision-invariant and isometry-invariant…
We present algorithms to compute the Smith Normal Form of matrices over two families of local rings. The algorithms use the \emph{black-box} model which is suitable for sparse and structured matrices. The algorithms depend on a number of…
Motivated by graphical models, we consider the "Sparse Plus Low-rank" decomposition of a positive definite concentration matrix -- the inverse of the covariance matrix. This is a classical problem for which a rich theory and numerical…