相关论文: Randomly Pivoted Partial Cholesky: Random How?
The sequence of $\alpha$-trimmings of empirical probabilities is shown to converge, in the Painlev\'{e}--Kuratowski sense, on the class of probability measures endowed with the weak topology, to the $\alpha$-trimming of the population…
We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…
The raking-ratio method is a statistical and computational method which adjusts the empirical measure to match the true probability of sets of a finite partition. We study the asymptotic behavior of the raking-ratio empirical process…
Vapnik--Chervonenkis' theorem is a seminal result in machine learning. It establishes sufficient conditions for empirical probabilities to converge to theoretical probabilities, uniformly over families of events. It also provides an…
Smoothness of the subdiagonals of the Cholesky factor of large covariance matrices is closely related to the degrees of nonstationarity of autoregressive models for time series and longitudinal data. Heuristically, one expects for a nearly…
We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…
We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $\epsilon,\delta >…
We consider penalized regression models under a unified framework where the particular method is determined by the form of the penalty term. We propose a fully Bayesian approach that incorporates both sparse and dense settings and show how…
Assume in a sample of size M one finds M_i representatives of species i with i=1...N^*. The normalized frequency p^*_i=M_i/M, based on the finite sample, may deviate considerably from the true probabilities p_i. We propose a method to infer…
We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
The randomized extended Kaczmarz method, proposed by Zouzias and Freris (SIAM J. Matrix Anal. Appl. 34: 773-793, 2013), is appealing for solving least-squares problems. However, its randomly selecting rows and columns of A with probability…
We continue to study the squared Frobenius norm of a submatrix of a $n \times n$ random unitary matrix. When the choice of the submatrix is deterministic and its size is $[ns] \times [nt]$, we proved in a previous paper that, after…
The particular symmetry of the random-phase-approximation (RPA) matrix has been utilized in the past to reduce the RPA eigenvalue problem into a symmetric-matrix problem of half the dimension. The condition of positive definiteness of at…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We explore the problems of classification of composite object (images, speech signals) with low number of models per class. We study the question of improving recognition performance for medium-sized database (thousands of classes). The key…
Adaptive regularized framework using cubics has emerged as an alternative to line-search and trust-region algorithms for smooth nonconvex optimization, with an optimal complexity amongst second-order methods. In this paper, we propose and…
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…
We consider the problem of inferring an unknown ranking of $n$ items from a random tournament on $n$ vertices whose edge directions are correlated with the ranking. We establish, in terms of the strength of these correlations, the…
Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the flow of information. Natural approaches are convergence of…