Related papers: On the restricted invertibility problem with an ad…

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have…

By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…

We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

In this paper, we introduce the Maximum Matrix Contraction problem, where we aim to contract as much as possible a binary matrix in order to maximize its density. We study the complexity and the polynomial approximability of the problem.…

We consider the problem of classification when inputs correspond to sets of vectors. This setting occurs in many problems such as the classification of pieces of mail containing several pages, of web sites with several sections or of images…

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

We prove two basic conjectures on the distribution of the smallest singular value of random n times n matrices with independent entries. Under minimal moment assumptions, we show that the smallest singular value is of order n^{-1/2}, which…

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…

We address a problem of covariance selection, where we seek a trade-off between a high likelihood against the number of non-zero elements in the inverse covariance matrix. We solve a maximum likelihood problem with a penalty term given by…

We consider a finite field model of the X-ray transform that integrates functions along lines in dimension 3, within the context of finite fields. The admissibility problem asks for minimal sets of lines for which the restricted transform…

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

We study a higher-dimensional 'balls-into-bins' problem. An infinite sequence of i.i.d. random vectors is revealed to us one vector at a time, and we are required to partition these vectors into a fixed number of bins in such a way as to…

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…

This paper investigates the column generation (CG) for solving cutting stock problems (CSP). Traditional CG method, which repeatedly solves a restricted master problem (RMP), often suffers from two critical issues in practice -- the loss of…

In this paper we relate t-designs to a forbidden configuration problem in extremal set theory. Let 1_t 0_l denote a column of t 1's on top of l 0's. We assume t>l. Let q. (1_t 0_l) denote the (t+l)xq matrix consisting of t rows of q 1's and…

We obtain optimal lower and upper bounds for the (additive) integrality gaps of integer knapsack problems. In a randomised setting, we show that the integrality gap of a "typical" knapsack problem is drastically smaller than the integrality…