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FEASTPACK is MATLAB software for creating large-scale artificial graphs that match a given degree distribution (i.e., the same distribution of edges) and a given clustering coefficient distribution (i.e., the same distribution of 3-cycles).

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There is a proposal to form a new SIAM Activity Group on Equity, Diversity, and Inclusion (SIAG/EDI). If you support this effort, you can provide your e-signature.

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Great time at Midwest Optimization & Statistical Learning (MO&S) 2022 workshop at Northwestern University.

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Had a great visit to University of Chicago, a highlight of which was getting a signed copy of the 2nd edition of Tensor Methods in Statistics.

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Women in Data Science (WiDS22) was an excellent conference, including portraits from famous illustrator Liza Donnelly.

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Talks & Travel

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Recent Publications

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Practical Leverage-Based Sampling for Low-Rank Tensor Decomposition

SIAM J. Matrix Analysis and Applications, 2022

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Scalable Symmetric Tucker Tensor Decomposition

arXiv, 2022

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Tensor Moments of Gaussian Mixture Models: Theory and Applications

arXiv, 2022

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Sketching Matrix Least Squares via Leverage Scores Estimates

arXiv, 2022

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Streaming Generalized Canonical Polyadic Tensor Decompositions

arXiv, 2021

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Randomized Algorithms for Scientific Computing (RASC)

arXiv, 2021

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Stochastic Gradients for Large-Scale Tensor Decomposition

SIAM Journal on Mathematics of Data Science, 2020

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Faster Johnson-Lindenstrauss Transforms via Kronecker Products

Information and Inference: A Journal of the IMA, 2020

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Mathematics: The Tao of Data Science

Harvard Data Science Review, 2020

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Estimating Higher-Order Moments Using Symmetric Tensor Decomposition

SIAM Journal on Matrix Analysis and Applications, 2020

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Selected Older Publications

Tensor Decompositions and Applications

SIAM Review, 2009

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Algorithm 862: MATLAB Tensor Classes for Fast Algorithm Prototyping

ACM Transactions on Mathematical Software, 2006

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An Overview of the Trilinos Project

ACM Transactions on Mathematical Software, 2005

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Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods

SIAM Review, 2003

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Orthogonal Tensor Decompositions

SIAM Journal on Matrix Analysis and Applications, 2001

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Graph Partitioning Models for Parallel Computing

Parallel Computing, 2000

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A Semidiscrete Matrix Decomposition for Latent Semantic Indexing Information Retrieval

ACM Transactions on Information Systems, 1998

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Software

  • FEASTPACK - MATLAB and C codes for graph analysis, including BTER code for graph generation and our wedge sampling technique for triangle counting
  • Poblano Toolbox for MATLAB - Large-scale algorithms for unconstrained nonlinear optimization
  • HOPSPACK - A C++ hybrid optimization parallel search package for derivative-free optimization
  • MET - Memory-efficient Tucker computation (requires Tensor Toolbox)
  • Tensor Toolbox for MATLAB - Higher-order operations of multidimensional arrays
  • NOX - A C++ Nonlinear Solver Package
  • Trilinos - A suite of high-performance numerical codes (including NOX)
  • APPSPACK - A C++ derivative-free optimization package
  • SDDPACK - C and MATLAB code for the semi-discrete matrix decomposition

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