English
Related papers

Related papers: A variational approach to stable principal compone…

200 papers

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

We propose robust methods to identify underlying Partial Differential Equation (PDE) from a given set of noisy time dependent data. We assume that the governing equation is a linear combination of a few linear and nonlinear differential…

Numerical Analysis · Mathematics 2023-03-03 Yuchen He , Sung Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

Information Theory · Computer Science 2017-10-11 Vardan Papyan , Jeremias Sulam , Michael Elad

Sparse Subspace Clustering (SSC) is one of the most popular methods for clustering data points into their underlying subspaces. However, SSC may suffer from heavy computational burden. Orthogonal Matching Pursuit applied on SSC accelerates…

Machine Learning · Computer Science 2020-01-08 Wenqi Zhu , Yuesheng Zhu , Li Zhong , Shuai Yang

We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transforms. Our key…

Applications · Statistics 2009-11-13 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the…

Statistics Theory · Mathematics 2023-05-01 Teng Zhang , Haoyi Yang , Lingzhou Xue

Recently, the square root principal component pursuit (SRPCP) model has garnered significant research interest. It is shown in the literature that the SRPCP model guarantees robust matrix recovery with a universal, constant penalty…

Optimization and Control · Mathematics 2025-03-18 Shengxiang Deng , Xudong Li , Yangjing Zhang

In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…

Numerical Analysis · Mathematics 2020-07-14 Mingshang Hu , Lianzi Jiang

This paper presents a new approach to the recovery of a spectrally sparse signal (SSS) from partially observed entries, focusing on challenges posed by large-scale data and heavy noise environments. The SSS reconstruction can be formulated…

Signal Processing · Electrical Eng. & Systems 2024-05-14 Xi Yao , Wei Dai

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

Optimization and Control · Mathematics 2018-12-14 Quoc Tran-Dinh , Liang Ling , Kim-Chuan Toh

The best pair problem aims to find a pair of points that minimize the distance between two disjoint sets. In this paper, we formulate the classical robust principal component analysis (RPCA) as the best pair; which was not considered…

Optimization and Control · Mathematics 2020-12-02 Aritra Dutta , Filip Hanzely , Jingwei Liang , Peter Richtárik

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

We consider the problem of recovering off-the-grid spikes from linear measurements. The state of the art Over-Parametrized Continuous Orthogonal Matching Pursuit (OP-COMP) with Projected Gradient Descent (PGD) successfully recovers those…

Numerical Analysis · Mathematics 2024-02-20 Pierre-Jean Bénard , Yann Traonmilin , Jean François Aujol

Orthogonal Matching Pursuit (OMP) has been a powerful method in sparse signal recovery and approximation. However, OMP suffers computational issues when the signal has a large number of non-zeros. This paper advances OMP and its extension…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Huiyuan Yu , Jia He , Maggie Cheng

Sparse principal component analysis (SPCA) methods have proven to efficiently analyze high-dimensional data. Among them, threshold-based SPCA (TSPCA) is computationally more cost-effective than regularized SPCA, based on L1 penalties. We…

Methodology · Statistics 2023-05-29 Kazuyoshi Yata , Makoto Aoshima

Transformer architectures have achieved remarkable success across language, vision, and multimodal tasks, and there is growing demand for them to address in-context compositional learning tasks. In these tasks, models solve the target…

Machine Learning · Computer Science 2025-11-26 Wei Chen , Jingxi Yu , Zichen Miao , Qiang Qiu

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

We introduce Adaptive Functional Principal Component Analysis, a novel method to capture directions of variation in functional data that exhibit sharp changes in smoothness. We first propose a new adaptive scatterplot smoothing technique…

Methodology · Statistics 2023-10-04 Angel Garcia de la Garza , Britton Sauerbrei , Adam Hantman , Jeff Goldsmith

Cellular signaling networks have evolved to cope with intrinsic fluctuations, coming from the small numbers of constituents, and the environmental noise. Stochastic chemical kinetics equations govern the way biochemical networks process…

Quantitative Methods · Quantitative Biology 2009-11-13 Yueheng Lan , Peter G. Wolynes , Garegin A. Papoian