Related papers: Regularized $M$-estimators of scatter matrix
Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…
Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing…
We introduce a new family of estimators for unnormalized statistical models. Our family of estimators is parameterized by two nonlinear functions and uses a single sample from an auxiliary distribution, generalizing Maximum Likelihood Monte…
Low rank matrix recovery is the focus of many applications, but it is a NP-hard problem. A popular way to deal with this problem is to solve its convex relaxation, the nuclear norm regularized minimization problem (NRM), which includes…
Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in most of the cases the quadratic loss function and its…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
This article demonstrates that the robust scatter matrix estimator $\hat{C}_N\in {\mathbb C}^{N\times N}$ of a multivariate elliptical population $x_1,\ldots,x_n\in {\mathbb C}^N$ originally proposed by Maronna in 1976, and defined as the…
Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially…
We consider the small-angle multiple neutron scattering and a possibility of its model-free analysis by the inverse problem method. We show that the ill-defined problem is essentially regularized by use of a planar detector without a…
Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in…
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…
Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…
We consider multiple-input multiple-output (MIMO) radar systems with widely-spaced antennas. Such antenna configuration facilitates capturing the inherent diversity gain due to independent signal dispersion by the target scatterers. We…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…
An adaptive regularization strategy for stabilizing Newton-like iterations on a coarse mesh is developed in the context of adaptive finite element methods for nonlinear PDE. Existence, uniqueness and approximation properties are known for…