Related papers: Noisy Matrix Completion under Sparse Factor Models
High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…
Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
Data corruption, including missing and noisy data, poses significant challenges in real-world machine learning. This study investigates the effects of data corruption on model performance and explores strategies to mitigate these effects…
This paper considers the problem of subspace clustering under noise. Specifically, we study the behavior of Sparse Subspace Clustering (SSC) when either adversarial or random noise is added to the unlabelled input data points, which are…
In this paper we consider the problem of estimating simultaneously low-rank and row-wise sparse matrices from nested linear measurements where the linear operator consists of the product of a linear operator $\mathcal{W}$ and a matrix…
A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control…
In noisy label learning, estimating noisy class posteriors plays a fundamental role for developing consistent classifiers, as it forms the basis for estimating clean class posteriors and the transition matrix. Existing methods typically…
We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…
Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…
Tensor completion plays a crucial role in applications such as recommender systems and medical imaging, where data are often highly incomplete. While extensive prior work has addressed tensor completion with data missingness, most assume…
Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…
The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…
In the noisy tensor completion problem we observe $m$ entries (whose location is chosen uniformly at random) from an unknown $n_1 \times n_2 \times n_3$ tensor $T$. We assume that $T$ is entry-wise close to being rank $r$. Our goal is to…
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…
We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when…
In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…
This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…
We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…