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We introduce the $k$-banded Cholesky prior for estimating a high-dimensional bandable precision matrix via the modified Cholesky decomposition. The bandable assumption is imposed on the Cholesky factor of the decomposition. We obtained the…
Sparse neural networks attract increasing interest as they exhibit comparable performance to their dense counterparts while being computationally efficient. Pruning the dense neural networks is among the most widely used methods to obtain a…
Despite the growing availability of large datasets, causal structure learning remains computationally prohibitive at scale. We revisit sparsest-permutation learning for linear structural equation models and show that exact Cholesky…
We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…
The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k + 1) N entry evaluations and O(k^2 N) additional arithmetic…
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…
In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…
We propose a simple drop-in noise-tolerant replacement for the standard finite difference procedure used ubiquitously in blackbox optimization. In our approach, parameter perturbation directions are defined by a family of structured…
We present a lattice algorithm specifically designed for some classical applications of lattice reduction. The applications are for lattice bases with a generalized knapsack-type structure, where the target vectors are boundably short. For…
Real time application of deep learning algorithms is often hindered by high computational complexity and frequent memory accesses. Network pruning is a promising technique to solve this problem. However, pruning usually results in irregular…
We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…
Dynamical low-rank (DLR) approximation has gained interest in recent years as a viable solution to the curse of dimensionality in the numerical solution of kinetic equations including the Boltzmann and Vlasov equations. These methods…
This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
During recent years there has been an increased interest in stochastic adaptations of limited memory quasi-Newton methods, which compared to pure gradient-based routines can improve the convergence by incorporating second order information.…
The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…
Neural network decoding algorithms are recently introduced by Nachmani et al. to decode high-density parity-check (HDPC) codes. In contrast with iterative decoding algorithms such as sum-product or min-sum algorithms in which the weight of…
In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…
In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…
Matrix computations, especially iterative PDE solving (and the sparse matrix vector multiplication subproblem within) using conjugate gradient algorithm, and LU/Cholesky decomposition for solving system of linear equations, form the kernel…