Related papers: From low to high-dimensional moments without magic
The purpose of this thesis is to develop new theories on high-dimensional structured signal recovery under a rather weak assumption on the measurements that only a finite number of moments exists. High-dimensional recovery has been one of…
The low-degree polynomial framework has been highly successful in predicting computational versus statistical gaps for high-dimensional problems in average-case analysis and machine learning. This success has led to the low-degree…
Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems…
We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is…
It is clear that conventional statistical inference protocols need to be revised to deal correctly with the high-dimensional data that are now common. Most recent studies aimed at achieving this revision rely on powerful approximation…
We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…
Given a zero-dimensional polynomial system consisting of n integer polynomials in n variables, we propose a certified and complete method to compute all complex solutions of the system as well as a corresponding separating linear form l…
It is an old idea to replace averages of observables with respect to a complex weight by expectation values with respect to a genuine probability measure on complexified space. This is precisely what one would like to get from complex…
A composite likelihood is a combination of low-dimensional likelihood objects useful in applications where the data have complex structure. Although composite likelihood construction is a crucial aspect influencing both computing and…
This work proposes a sampling-based (non-intrusive) approach within the context of low-rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with…
In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…
Spatio-temporal data is intrinsically high dimensional, so unsupervised modeling is only feasible if we can exploit structure in the process. When the dynamics are local in both space and time, this structure can be exploited by splitting…
Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…
In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…
Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…
The ability to plan actions on multiple levels of abstraction enables intelligent agents to solve complex tasks effectively. However, learning the models for both low and high-level planning from demonstrations has proven challenging,…
We give a new practical method for computing subvarieties of projective hypersurfaces. By computing the periods of a given hypersurface X, we find algebraic cohomology cycles on X. On well picked algebraic cycles, we can then recover the…
This paper is concerned with the question of reconstructing a vector in a finite-dimensional real or complex Hilbert space when only the magnitudes of the coefficients of the vector under a redundant linear map are known. We present new…