Related papers: Matrix Completion via Max-Norm Constrained Optimiz…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…
In this paper, we introduce the concept of Density-Balanced Subset in a matroid, in which independent sets can be sampled so as to guarantee that (i) each element has the same probability to be sampled, and (ii) those events are negatively…
We study the problem of robust matrix completion (RMC), where the partially observed entries of an underlying low-rank matrix is corrupted by sparse noise. Existing analysis of the non-convex methods for this problem either requires the…
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…
This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
Modern surveys with large sample sizes and growing mixed-type questionnaires require robust and scalable analysis methods. In this work, we consider recovering a mixed dataframe matrix, obtained by complex survey sampling, with entries…
This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon…
We describe an algorithm for sampling a low-rank random matrix $Q$ that best approximates a fixed target matrix $P\in\mathbb{C}^{n\times m}$ in the following sense: $Q$ is unbiased, i.e., $\mathbb{E}[Q] = P$; $\mathsf{rank}(Q)\leq r$; and…
In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…
We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…
We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…
In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…