相关论文: A Short Note on a Flexible Cholesky Parameterizati…

If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for…

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

We propose a very simple preprocessing algorithm for semidefinite programming. Our algorithm inspects the constraints of the problem, deletes redundant rows and columns in the constraints, and reduces the size of the variable matrix. It…

This paper presents new quadrature rules for functions in a reproducing kernel Hilbert space using nodes drawn by a sampling algorithm known as randomly pivoted Cholesky. The resulting computational procedure compares favorably to previous…

CholeskyQR is a simple and fast QR decomposition via Cholesky decomposition, while it has been considered highly sensitive to the condition number. In this paper, we provide a randomized preconditioner framework for CholeskyQR algorithm.…

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…

A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…

Bayesian low-rank matrix factorization techniques have become an essential tool for relational data analysis and matrix completion. A standard approach is to assign zero-mean Gaussian priors on the columns or rows of factor matrices to…

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…

This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-represent a functional subspace in terms of directions of decreasing smoothness as represented by a generalized…

This paper advocates proximal Markov Chain Monte Carlo (ProxMCMC) as a flexible and general Bayesian inference framework for constrained or regularized estimation. Originally introduced in the Bayesian imaging literature, ProxMCMC employs…

The explicit expressions for the strong and the weak rigorous multiplicative perturbation bounds for the Generalized block Cholesky downdating problem are obtained. By bringing together the modified matrix-vector equation approach with the…

In this paper an approach for finding a sparse incomplete Cholesky factor through an incomplete orthogonal factorization with Givens rotations is discussed and applied to Gaussian Markov random fields (GMRFs). The incomplete Cholesky factor…

The perceived advantage of machine learning (ML) models is that they are flexible and can incorporate a large number of features. However, many of these are typically correlated or dependent, and incorporating all of them can hinder model…

We show how to perform sparse approximate Gaussian elimination for Laplacian matrices. We present a simple, nearly linear time algorithm that approximates a Laplacian by a matrix with a sparse Cholesky factorization, the version of Gaussian…

Relations between categorical variables can be analyzed conveniently by multiple correspondence analysis (MCA). %It is well suited to discover relations that may exist between categories of different variables. The graphical representation…

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Spatial statistics often involves Cholesky decomposition of covariance matrices. To ensure scalability to high dimensions, several recent approximations have assumed a sparse Cholesky factor of the precision matrix. We propose a…

This paper presents a new algorithm for generating random inverse-Wishart matrices that directly generates the Cholesky factor of the matrix without computing the factorization. Whenever parameterized in terms of a precision matrix…

We investigate compressibility of the dimension of positive semidefinite matrices while approximately preserving their pairwise inner products. This can either be regarded as compression of positive semidefinite factorizations of…