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Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
Although it is widely known that Gaussian processes can be conditioned on observations of the gradient, this functionality is of limited use due to the prohibitive computational cost of $\mathcal{O}(N^3 D^3)$ in data points $N$ and…
Stochastic optimization (SO) considers the problem of optimizing an objective function in the presence of noise. Most of the solution techniques in SO estimate gradients from the noise corrupted observations of the objective and adjust…
Perturbative GAN, which replaces convolution layers of existing convolutional GANs (DCGAN, WGAN-GP, BIGGAN, etc.) with perturbation layers that adds a fixed noise mask, is proposed. Compared with the convolu-tional GANs, the number of…
The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…
A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…
We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the iteration scheme of an algorithm to construct a perturbed…
Solving linear systems of equations is a frequently encountered problem in machine learning and optimisation. Given a matrix $A$ and a vector $\mathbf b$ the task is to find the vector $\mathbf x$ such that $A \mathbf x = \mathbf b$. We…
Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…
Recently, Pagh presented a randomized approximation algorithm for the multiplication of real-valued matrices building upon work for detecting the most frequent items in data streams. We continue this line of research and present new {\em…
We consider the problem of recovering an unknown matching between a set of $n$ randomly placed points in $\mathbb{R}^d$ and random perturbations of these points. This can be seen as a model for particle tracking and more generally, entity…
This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…
In this paper, we investigate power-constrained sensing matrix design in a sparse Gaussian linear dimensionality reduction framework. Our study is carried out in a single--terminal setup as well as in a multi--terminal setup consisting of…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…
In an array of N elements, M positions and M elements are "marked". We show how to permute the elements in the array so that all marked elements end in marked positions, in time O(N) (in the standard word-RAM model), deterministically, and…
In practical applications, quantum systems are inevitably subject to significant uncertainties, including unknown initial states, imprecise physical parameters, and unmodeled environmental noise, all of which pose major challenges to robust…
The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$…
We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…