Related papers: Some upper and lower bounds on PSD-rank
In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…
We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…
Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…
Recently, the \textit{Tensor Nuclear Norm~(TNN)} regularization based on t-SVD has been widely used in various low tubal-rank tensor recovery tasks. However, these models usually require smooth change of data along the third dimension to…
The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…
We study data-driven least squares (LS) problems with semidefinite (SD) constraints and derive finite-sample guarantees on the spectrum of their optimal solutions when these constraints are relaxed. In particular, we provide a high…
It has been shown that the maximum stable set problem in some infinite graphs, and the kissing number problem in particular, reduces to a minimization problem over the cone of copositive kernels. Optimizing over this infinite dimensional…
Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…
This paper addresses the following three topics: positive semidefinite (psd) matrix completions, universal rigidity of frameworks, and the Strong Arnold Property (SAP). We show some strong connections among these topics, using semidefinite…
The concepts of pseudocodeword and pseudoweight play a fundamental role in the finite-length analysis of LDPC codes. The pseudoredundancy of a binary linear code is defined as the minimum number of rows in a parity-check matrix such that…
Most existing word embedding methods can be categorized into Neural Embedding Models and Matrix Factorization (MF)-based methods. However some models are opaque to probabilistic interpretation, and MF-based methods, typically solved using…
Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory…
We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
Let $A$ be an $m \times n$ matrix with rank $r$ and spectral decomposition $A = \sum_{i=1}^r \sigma_i u_i v_i^\top,$ where $\sigma_i$ are its singular values, ordered decreasingly, and $u_i, v_i$ are the corresponding left and right…
We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration.…
In this paper we consider the decomposition of positive semidefinite matrices as a sum of rank one matrices. We introduce and investigate the properties of various measures of optimality of such decompositions. For some classes of positive…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…
This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…