相关论文: A Novel Randomized XR-Based Preconditioned Cholesk…

While preconditioning is a long-standing concept to accelerate iterative methods for linear systems, generalizations to matrix functions are still in their infancy. We go a further step in this direction, introducing polynomial…

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Tensor train decomposition is a powerful tool for dealing with high-dimensional, large-scale tensor data, which is not suffering from the curse of dimensionality. To accelerate the calculation of the auxiliary unfolding matrix, some…

Randomized Kaczmarz (RK) is a simple and fast solver for consistent overdetermined systems, but it is known to be fragile under noise. We study overdetermined $m\times n$ linear systems with a sparse set of corrupted equations, $ {\bf…

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

This paper studies the estimation of a large covariance matrix. We introduce a novel procedure called ChoSelect based on the Cholesky factor of the inverse covariance. This method uses a dimension reduction strategy by selecting the pattern…

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…

We propose an alternative implementation of preconditioning techniques for the solution of non-linear problems. Within the framework of Newton-Krylov methods, preconditioning techniques are needed to improve the performance of the solvers.…

In this paper, we present a general, multistage framework for graphical model approximation using a cascade of models such as trees. In particular, we look at the problem of covariance matrix approximation for Gaussian distributions as…

We propose parameter-robust preconditioners for the statically condensed linear system arising from a hybridizable discontinuous Galerkin discretization of the coupled Stokes--Darcy system. The design strategy relies on first applying the…

Model-based material decomposition is a statisticaliterative reconstruction framework where basis material densityimages are estimated directly from spectral CT data. This methoduses a physical model for polyenergetic x-ray transmission…

This paper proposes fast randomized algorithms for computing the Kronecker Tensor Decomposition (KTD). The proposed algorithms can decompose a given tensor into the KTD format much faster than the existing state-of-the-art algorithms. Our…

Embedded computer vision applications increasingly require the speed and power benefits of single-precision (32 bit) floating point. However, applications which make use of Levenberg-like optimization can lose significant accuracy when…

The Poisson pressure solve resulting from the spectral element discretization of the incompressible Navier-Stokes equation requires fast, robust, and scalable preconditioning. In the current work, a parallel scaling study of…

A novel decoding algorithm is developed for general quantum convolutional codes. Exploiting useful ideas from classical coding theory, the new decoder introduces two innovations that drastically reduce the decoding complexity compared to…

We present a novel distributed computing framework that is robust to slow compute nodes, and is capable of both approximate and exact computation of linear operations. The proposed mechanism integrates the concepts of randomized sketching…

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We…