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We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

This paper focuses on efficient computational approaches to compute approximate solutions of a linear inverse problem that is contaminated with mixed Poisson--Gaussian noise, and when there are additional outliers in the measured data. The…

Numerical Analysis · Mathematics 2018-01-22 Marie Kubínová , James G. Nagy

The sparse Johnson-Lindenstrauss transform is one of the central techniques in dimensionality reduction. It supports embedding a set of $n$ points in $\mathbb{R}^d$ into $m=O(\varepsilon^{-2} \lg n)$ dimensions while preserving all pairwise…

Data Structures and Algorithms · Computer Science 2023-02-14 Mikael Møller Høgsgaard , Lion Kamma , Kasper Green Larsen , Jelani Nelson , Chris Schwiegelshohn

This work represents a natural coalescence of two important lines of work: learning mixtures of Gaussians and algorithmic robust statistics. In particular we give the first provably robust algorithm for learning mixtures of any constant…

Data Structures and Algorithms · Computer Science 2021-07-27 Allen Liu , Ankur Moitra

Recently, adversarial deception becomes one of the most considerable threats to deep neural networks. However, compared to extensive research in new designs of various adversarial attacks and defenses, the neural networks' intrinsic…

Machine Learning · Computer Science 2019-05-13 Fuxun Yu , Zhuwei Qin , Chenchen Liu , Liang Zhao , Yanzhi Wang , Xiang Chen

We show Poisson statistics for random band matrices which diagonal entries have Gaussian components. These components are possibly as small as $n^{-\varepsilon}$. Particularly, our result is applicable for a band matrix cut from the GUE…

Mathematical Physics · Physics 2015-06-02 Vladimir Pchelin

In 1-bit compressive sensing, each measurement is quantized to a single bit, namely the sign of a linear function of an unknown vector, and the goal is to accurately recover the vector. While it is most popular to assume a standard Gaussian…

Machine Learning · Computer Science 2021-08-10 Zhaoqiang Liu , Subhroshekhar Ghosh , Jun Han , Jonathan Scarlett

The generalisation and robustness properties of policies learnt through Maximum-Entropy Reinforcement Learning are investigated on chaotic dynamical systems with Gaussian noise on the observable. First, the robustness under noise…

Machine Learning · Computer Science 2026-02-25 Rémy Hosseinkhan-Boucher , Onofrio Semeraro , Lionel Mathelin

This note studies the worst-case recovery error of low-rank and bisparse matrices as a function of the number of one-bit measurements used to acquire them. First, by way of the concept of consistency width, precise estimates are given on…

Information Theory · Computer Science 2024-12-20 Simon Foucart , Laurent Jacques

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…

Statistical Mechanics · Physics 2009-11-13 David S. Dean , Satya N. Majumdar

In this paper, we explore a volume-based stable embedding of multi-dimensional signals based on Grassmann manifold, via Gaussian random measurement matrices. The Grassmann manifold is a topological space in which each point is a linear…

Information Theory · Computer Science 2014-02-21 Hailong Shi , Hao Zhang , Gang Li , Xiqin Wang

The Restricted Isometry Constants (RIC) of a matrix $A$ measures how close to an isometry is the action of $A$ on vectors with few nonzero entries, measured in the $\ell^2$ norm. Specifically, the upper and lower RIC of a matrix $A$ of size…

Information Theory · Computer Science 2010-03-22 Bubacarr Bah , Jared Tanner

In [8] the author of this paper continued the research on the complex-valued discrete random variables $X_l(m,N)$ ($0\le l\le N-1$, $1\le M\le N)$ recently introduced and studied in [24]. Here we extend our results by considering $X_l(m,N)$…

Probability · Mathematics 2018-03-14 Romeo Meštrović

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

We consider a least absolute deviation (LAD) approach to the robust phase retrieval problem that aims to recover a signal from its absolute measurements corrupted with sparse noise. To solve the resulting non-convex optimization problem, we…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Seonho Kim , Kiryung Lee

Deep Neural Networks, despite their great success in diverse domains, are provably sensitive to small perturbations on correctly classified examples and lead to erroneous predictions. Recently, it was proposed that this behavior can be…

Machine Learning · Computer Science 2020-09-29 Nan Xu , Oluwaseyi Feyisetan , Abhinav Aggarwal , Zekun Xu , Nathanael Teissier

To explain predictions made by complex machine learning models, many feature attribution methods have been developed that assign importance scores to input features. Some recent work challenges the robustness of these methods by showing…

Machine Learning · Computer Science 2023-11-01 Chris Lin , Ian Covert , Su-In Lee

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

Advances in leveraging Gaussian processes (GP) have enabled learning and inferring dynamic grid behavior from scarce PMU measurements. However, real measurements can be corrupted by various random and targeted threats, leading to inaccurate…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Tina Gao , Shimiao Li , Lawrence Pileggi

Rate distortion dimension describes the theoretical limit of lossy data compression methods as the distortion bound goes to zero. It was originally introduced in the context of information theory, and recently it was discovered that it has…

Dynamical Systems · Mathematics 2025-03-11 Masaki Tsukamoto
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