相关论文: Multiplication of sparse Laurent polynomials and P…
In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…
Researchers are increasingly incorporating numeric high-order data, i.e., numeric tensors, within their practice. Just like the matrix/vector (MV) paradigm, the development of multi-purpose, but high-performance, sparse data structures and…
Stochastic scientific models and machine learning optimization estimators have a large number of variables; hence computing large sparse Jacobians and Hessians is important. Algorithmic differentiation (AD) greatly reduces the programming…
This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…
This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some output variables are also input variables, linked by a linear dependency. Fundamental examples include the…
While quantum algorithms for solving large scale systems of linear equations offer potentially exponential speedups, their application has largely been confined to sparse matrices. This work extends the scope of these algorithms to a broad…
We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…
This paper presents a low-latency hardware accelerator for modular polynomial multiplication for lattice-based post-quantum cryptography and homomorphic encryption applications. The proposed novel modular polynomial multiplier exploits the…
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…
Approximate matrix multiplication with limited space has received ever-increasing attention due to the emergence of large-scale applications. Recently, based on a popular matrix sketching algorithm -- frequent directions, previous work has…
Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…
Neural networks are often challenging to work with due to their large size and complexity. To address this, various methods aim to reduce model size by sparsifying or decomposing weight matrices, such as magnitude pruning and low-rank or…
In sparse convolution-type problems, a common technique is to hash the input integers modulo a random prime $p\in [Q/2,Q]$ for some parameter $Q$, which reduces the range of the input integers while preserving their additive structure.…
Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
Nowadays sparse systems of equations occur frequently in science and engineering. In this contribution we deal with sparse systems common in cryptanalysis. Given a cipher system, one converts it into a system of sparse equations, and then…
Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization techniques are utilized for robust sparse association…
Schubert polynomials were discovered by A. Lascoux and M. Sch\"utzenberger in the study of cohomology rings of flag manifolds in 1980's. These polynomials generalize Schur polynomials, and form a linear basis of multivariate polynomials. In…
The Paterson--Stockmeyer method is an evaluation scheme for matrix polynomials with scalar coefficients that arise in many state-of-the-art algorithms based on polynomial or rational approximation, for example, those for computing…
In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…