Publication

Accelerated Stochastic Matrix Inversion: General Theory and Speeding up BFGS Rules for Faster Second-Order Optimization

Publications associées (61)

Graph Chatbot

Chattez avec Graph Search

Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.

AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.

Connectez-vous pour utiliser Chat avec Graph Search

Randomized Projections for Improved Sensing and Imaging in Positron Emission Tomography

Positron Emission Tomography (PET) aims at recovering the metabolic activity of an organ of interest. Established algorithms implemented in contemporary PET scans are based on an approximation of the inverse Radon transform, resulting in a suboptimal estim ...

2017

It is known that in many functions of banded, and more generally, sparse Hermitian positive definite matrices, the entries exhibit a rapid decay away from the sparsity pattern. This is in particular true for the inverse, and based on results for the invers ...

MATHICSE2017

On infinite dimensional linear programming approach to stochastic control * *This research is partially supported by M. Kamgarpour’s European Union ERC Starting Grant, CONENE and by T. Summers’ the US National Science Foundation under grant CNS-1566127.

Maryam Kamgarpour, Tyler Summers

We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By focusing on linear ...

2017

Stochastic Spectral Descent for Discrete Graphical Models

Volkan Cevher, Ya-Ping Hsieh, Edo Collins

Interest in deep probabilistic graphical models has increased in recent years, due to their state-of-the-art perfor- mance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a signif ...

Ieee-Inst Electrical Electronics Engineers Inc2016

Ad Hoc Microphone Array Calibration: Euclidean Distance Matrix Completion Algorithm and Theoretical Guarantees

Hervé Bourlard, Philip Neil Garner, Afsaneh Asaei, Mohammadjavad Taghizadeh, Reza Parhizkar

This paper addresses the problem of ad hoc microphone array calibration where only partial information about the distances between the microphones is available. We construct a matrix consisting of the pairwise distances and propose to estimate the missing ...

2015

, , ,

Euclidean distance matrices (EDMs) are matrices of the squared distances between points. The definition is deceivingly simple; thanks to their many useful properties, they have found applications in psychometrics, crystallography, machine learning, wireles ...

2015

Many applications in computational science require computing the elements of a function of a large matrix. A commonly used approach is based on the the evaluation of the eigenvalue decomposition, a task that, in general, involves a computing time that scal ...

Amer Physical Soc2014

In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as the ratio of th ...

Ieee2014

While the question of the specification of spatial weight matrix is now largely discussed in the spatial econometrics literature, the definition of distance has attracted less attention. The choice of the distance measure is often glossed over, with the ul ...

2014

Bivariate Matrix Functions

Daniel Kressner

A definition of bivariate matrix functions is introduced and some theoretical as well as algorithmic aspects are analyzed. It is shown that our framework naturally extends the usual notion of (univariate) matrix functions and allows to unify existing resul ...

Element2014