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We introduce the use of two machine learning algorithms to create an empirical model of an experimental apparatus, which is able to reduce the number of measurements necessary for generic optimisation tasks exponentially as compared to…

Quantum Physics · Physics 2020-05-20 Pascal Kobel , Martin Link , Michael Köhl

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

Auto-Encoders are unsupervised models that aim to learn patterns from observed data by minimizing a reconstruction cost. The useful representations learned are often found to be sparse and distributed. On the other hand, compressed sensing…

Machine Learning · Statistics 2017-07-14 Devansh Arpit , Yingbo Zhou , Hung Q. Ngo , Nils Napp , Venu Govindaraju

Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…

Statistics Theory · Mathematics 2013-05-27 Zongming Ma

A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Principal Component Analysis (PCA) is one of the most used tools for extracting low-dimensional representations of data, in particular for time series. Performances are known to strongly depend on the quality (amount of noise) and the…

Applications · Statistics 2024-12-16 Mariia Legenkaia , Laurent Bourdieu , Rémi Monasson

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Machine Learning · Computer Science 2026-02-27 Victor Chardès

We propose an algorithmic framework for computing sparse components from rotated principal components. This methodology, called SIMPCA, is useful to replace the unreliable practice of ignoring small coefficients of rotated components when…

Methodology · Statistics 2019-10-09 Giovanni Maria Merola

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

Information Theory · Computer Science 2012-03-01 Emmanuel Candes , Benjamin Recht

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Asymmetric Tensor PCA (ATPCA) is a prototypical model for studying the trade-offs between sample complexity, computation, and memory. Existing algorithms for this problem typically require at least…

Machine Learning · Computer Science 2026-04-14 Shihong Ding , Weicheng Lin , Cong Fang

High-dimensional data often lie in low-dimensional subspaces corresponding to different classes they belong to. Finding sparse representations of data points in a dictionary built using the collection of data helps to uncover…

Machine Learning · Statistics 2016-02-16 Ehsan Elhamifar , Mahdi Soltanolkotabi , Shankar Sastry

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

This paper considers the recovery of a low-rank matrix from an observed version that simultaneously contains both (a) erasures: most entries are not observed, and (b) errors: values at a constant fraction of (unknown) locations are…

Information Theory · Computer Science 2013-09-23 Yudong Chen , Ali Jalali , Sujay Sanghavi , Constantine Caramanis

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…

Machine Learning · Computer Science 2019-06-20 Shanshan Wu , Sujay Sanghavi , Alexandros G. Dimakis

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

Numerical Analysis · Mathematics 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs…

Statistics Theory · Mathematics 2020-09-29 Chao Gao , Anderson Y. Zhang