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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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4794140187 · Jun 202019922001200920172026
48 results for Sparse decomposition

SRMD uses random features for efficient time-frequency analysis.

problem Efficiently analyzing time-series data with low computational cost.
method Sparse Random Mode Decomposition (SRMD) constructs a sparse approximation to the spectrogram.
result SRMD outperforms other methods in signal representation, outlier removal, and mode decomposition.

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family …

2015-02-05abs ↗pdf ↗

Sparse Tucker decomposition with graph regularization improves time series forecasting accuracy.

problem High-dimensional time series forecasting with over-parameterization issue.
method Sparse Tucker decomposition and graph regularization for tensor-based model.
result Non-asymptotic error bound and superior performance in numerical experiments.

Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated using regression techniques. We propose as regression method a tensor decompositi…

2017-11-13abs ↗pdf ↗

Paper uses sparse learning to estimate quasi-potential and drift components in stochastic systems.

problem Estimating quasi-potential and drift components in stochastic systems.
method Sparse identification of non-linear dynamics (SINDy) combined with action minimization methods.
result Evaluation of quasi-potential landscape from a single trajectory.

AL0\ell_0CORE tensor decomposition reduces computational cost for sparse count data.

problem Efficiently decompose sparse count data matrices.
method Probabilistic Tucker decomposition with 0\ell_0-norm constraint.
result AL0\ell_0CORE achieves similar results to full Tucker decomposition at a fraction of the cost.

Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.

problem Manual tuning of sparsity parameters in traditional DMD.
method Time-delay embedding and Orthogonal Matching Pursuit.
result Autonomously determines optimally sparse subset of modes.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is a recently proposed version of tensor decomposition that allows for a variety of…

2019-06-04abs ↗pdf ↗

Proposes a method for tensor completion with sparse factors and missing data.

problem Recovering nonnegative data from noisy observations with missing values.
method Sparse nonnegative Tucker decomposition with 0\ell_0 norm for sparsity, maximum likelihood estimation, and error bounds.
result The method outperforms existing tensor-based or matrix-based methods in nonnegative tensor data completion.

Sparse matrix decomposition identifies key design variables for ICF experiments.

problem Improving predictive capability of ICF simulation codes through better understanding of design inputs and outcomes.
method Sparse Principal Component Analysis (SPCA) and Random Forest (RF) surrogate model.
result Identified clusters of design variables related to physical processes, revealing important variables not previously considered.

Sparse spectral decomposition identifies overlapping communities in networks.

problem Estimating overlapping community memberships in networks where nodes can belong to multiple communities.
method Sparse principal subspace estimation with iterative thresholding.
result The fixed point of the algorithm corresponds to correct node memberships under the stochastic block model.

Unified framework HASSLE-free decomposes large model weights into sparse and low-rank components.

problem Efficiently compress large foundation models to reduce inference costs.
method Designs a unified framework for sparse plus low-rank matrix decomposition with a local layer-wise reconstruction error objective.
result HASSLE-free framework significantly outperforms state-of-the-art methods in compression and evaluation benchmarks.

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictiona…

2017-04-03abs ↗pdf ↗

Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network structures via layers of sparse latent factors ranked by importance. Yet sparsit…

2017-04-26abs ↗pdf ↗

New method for factor analysis using nuclear and 0\ell_0 norms.

problem Finding a low-rank plus sparse decomposition from noisy covariance matrix.
method Formulated an optimization problem with nuclear norm, 0\ell_0 norm, and KL divergence. Used alternating minimization algorithm.
result Algorithm effectively decomposes covariance matrices in synthetic and real datasets.

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on optimization problems with complexity that scales with the dimension of the data, which…

2015-02-01abs ↗pdf ↗

Data-aware methods for dimensionality reduction and matrix decomposition aim to find low-dimensional structure in a collection of data. Classical approaches discover such structure by learning a basis that can efficiently express the collection. Recently, "self expression", the idea of using a small subset of data vect…

2015-05-04abs ↗pdf ↗

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

3BASiL-TM decomposes LLMs into sparse and low-rank matrices for efficient compression.

problem Efficiently compressing large language models without significant performance loss.
method 3-Block ADMM method and transformer-matching refinement step for sparse plus low-rank decomposition.
result 3BASiL-TM reduces perplexity gap by over 30% and speeds up compression by 2.5x.

RieCUR improves Robust PCA by combining Riemannian optimization and CUR decompositions.

problem Robust Principal Component Analysis (PCA) to recover low-rank and sparse matrices from their sum.
method Riemannian CUR (RieCUR) algorithm that combines Riemannian optimization and robust CUR decompositions.
result RieCUR achieves state-of-the-art performance in Robust PCA with improved robustness to outliers and comparable computational complexity.

Paper identifies sparse structures and communities in heterogeneous graphical models.

problem Detecting community structures in graphical models.
method Novel decomposition into sparse and low-rank parts, three-stage estimation procedure.
result Consistent model selection for adaptive 1\ell_1 penalized estimator.

New method decomposes corrupted data matrices into sparse and low-rank components.

problem Decomposing corrupted data matrices into sparse and low-rank components.
method Discrete optimization approach with alternating minimization, semidefinite relaxation, and branch-and-bound algorithm.
result High-quality solutions and meaningful bounds for SLR problems.

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.

Sparse coding, which is the decomposition of a vector using only a few basis elements, is widely used in machine learning and image processing. The basis set, also called dictionary, is learned to adapt to specific data. This approach has proven to be very effective in many image processing tasks. Traditionally, the di…

2011-10-13abs ↗pdf ↗

In multi-label learning, each sample is associated with several labels. Existing works indicate that exploring correlations between labels improve the prediction performance. However, embedding the label correlations into the training process significantly increases the problem size. Moreover, the mapping of the label …

2011-03-01abs ↗pdf ↗

A novel algorithm converges for solving a specific matrix decomposition problem.

problem Nonlinear matrix decomposition with ReLU function for sparse data.
method Introduced a reparametrization of the Latent-RMD model and developed eBCD for convergence proof.
result eBCD converges and outperforms state-of-the-art methods on various data sets.

Wide neural networks learn features under μμP, identifying weights and decomposing support.

problem Feature learning in wide neural networks under μμP.
method Proving mean-field limit, characterizing identifiability, sparse-dictionary decomposition, and feature-learning-error decomposition.
result The triple (w,Dorb,S)(w^*, D^*_{\mathrm{orb}}, S^*) identifies the natural learning cell of the architecture-data pair (σ,ρ)(σ, ρ).

Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…

2013-05-02abs ↗pdf ↗