Exact Schur-Sylvester Dimensionality Reductions for Non-Smooth Stochastic Complexity and Manifold Sampling

arXiv:2606.23867v1 Announce Type: new Abstract: The exact computation of the Normalized Maximum Likelihood (NML) codelength for regular non-smooth estimators (e.g., Lasso) has been historically limited by the cubic scaling walls of manifold-constrained projection and volume integration. At each step of the geometric Propose-and-Project Metropolis--Hastings (PPMH) sampler, evaluating the projection operator requires inverting an $(N+k) \times (N+k)$ generalized KKT matrix, while calculating the volume factor requires the determinant of an $(N-k) \times (N-k)$ Gram matrix. This paper presents an

Source: arXiv cs.LG — read the full report at the original publisher.

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