Related papers: Computational and Statistical Boundaries for Subma…
We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…
Several approximate inference algorithms have been proposed to minimize an alpha-divergence between an approximating distribution and a target distribution. Many of these algorithms introduce bias, the magnitude of which becomes problematic…
Hyperspectral remote sensing is a prominent research topic in data processing. Most of the spectral unmixing algorithms are developed by adopting the linear mixing models. Nonnegative matrix factorization (NMF) and its developments are used…
We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…
Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…
Sensitivity measures how much the output of an algorithm changes, in terms of Hamming distance, when part of the input is modified. While approximation algorithms with low sensitivity have been developed for many problems, no sensitivity…
We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…
This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear…
In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…
To discover intrinsic inter-class transition probabilities underlying data, learning with noise transition has become an important approach for robust deep learning on corrupted labels. Prior methods attempt to achieve such transition…
In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…
Motivated by applications in high-dimensional data analysis where strong signals often stand out easily and weak ones may be indistinguishable from the noise, we develop a statistical framework to provide a novel categorization of the data…
In this paper, we discuss the development of a sublinear sparse Fourier algorithm for high-dimensional data. In ``Adaptive Sublinear Time Fourier Algorithm" by D. Lawlor, Y. Wang and A. Christlieb (2013), an efficient algorithm with…
Motivated by recent studies of population coding in theoretical neuroscience, we examine the optimality of a recently described form of stochastic resonance known as suprathreshold stochastic resonance, which occurs in populations of noisy…
We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…
Convex estimators such as the Lasso, the matrix Lasso and the group Lasso have been studied extensively in the last two decades, demonstrating great success in both theory and practice. Two quantities are introduced, the noise barrier and…
We study here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistical tasks such as sparse PCA, submatrix localization,…
We study the problem of approximate ranking from observations of pairwise interactions. The goal is to estimate the underlying ranks of $n$ objects from data through interactions of comparison or collaboration. Under a general framework of…
We consider the high-dimensional inference problem where the signal is a low-rank matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension…