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Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

A fundamental problem in robotic perception is matching identical objects or data, with applications such as loop closure detection, place recognition, object tracking, and map fusion. While the problem becomes considerably more challenging…

Robotics · Computer Science 2021-12-01 Parker C. Lusk , Ronak Roy , Kaveh Fathian , Jonathan P. How

Approximations during program analysis are a necessary evil, as they ensure essential properties, such as soundness and termination of the analysis, but they also imply not always producing useful results. Automatic techniques have been…

Programming Languages · Computer Science 2018-12-18 Isabel Garcia-Contreras , Jose F. Morales , Manuel V. Hermenegildo

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

This paper studies the problem of post-hoc calibration of machine learning classifiers. We introduce the following desiderata for uncertainty calibration: (a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We show…

Machine Learning · Computer Science 2020-07-01 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

In basic computational physics classes, students often raise the question of how to compute a number that exceeds the numerical limit of the machine. While technique of avoiding overflow/underflow has practical application in the electrical…

Computational Physics · Physics 2015-03-17 Chih-Yueh Wang , Chen-Yang Yin , Hong-Yu Chen , Yung-Ko Chen

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov , Anatoli Rodionov , Andrei Chourkin

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed…

Numerical Analysis · Mathematics 2008-05-21 James Demmel , Ioana Dumitriu , Olga Holtz , Plamen Koev

We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…

Optimization and Control · Mathematics 2022-12-06 Kwangjun Ahn , Prateek Jain , Ziwei Ji , Satyen Kale , Praneeth Netrapalli , Gil I. Shamir

Matrix multiplication over the real field constitutes a foundational operation in the training of deep learning models, serving as a computational cornerstone for both forward and backward propagation processes. However, the presence of…

Information Theory · Computer Science 2025-08-07 Hao Shi , Zhengyi Jiang , Zhongyi Huang , Bo Bai , Gong Zhang , Hanxu Hou

The emergence of low precision floating-point arithmetic in computer hardware has led to a resurgence of interest in the use of mixed precision numerical linear algebra. For linear systems of equations, there has been renewed enthusiasm for…

Numerical Analysis · Mathematics 2024-02-22 Jennifer Scott , Miroslav Tůma

Logarithmic Number Systems (LNS) hold considerable promise in helping reduce the number of bits needed to represent a high dynamic range of real-numbers with finite precision, and also efficiently support multiplication and division.…

Mathematical Software · Computer Science 2024-01-31 Thanh Son Nguyen , Alexey Solovyev , Ganesh Gopalakrishnan

Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…

Numerical Analysis · Mathematics 2021-12-10 Steffen Börm

This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon…

Information Theory · Computer Science 2011-07-11 Stéphane Gaïffas , Guillaume Lecué

Computational models in chemistry rely on a number of approximations. The effect of such approximations on observables derived from them is often unpredictable. Therefore, it is challenging to quantify the uncertainty of a computational…

Chemical Physics · Physics 2017-04-21 Gregor N. Simm , Jonny Proppe , Markus Reiher

Although reliable long precision floating-point arithmetic libraries such as QD and MPFR/GMP are necessary to solve ill-conditioned problems in numerical simulation, long precision BLAS-level computation such as matrix multiplication has…

Mathematical Software · Computer Science 2017-10-06 Tomonori Kouya

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci