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Popular iterative algorithms such as boosting methods and coordinate descent on linear models converge to the maximum $\ell_1$-margin classifier, a.k.a. sparse hard-margin SVM, in high dimensional regimes where the data is linearly…

Machine Learning · Statistics 2023-01-23 Stefan Stojanovic , Konstantin Donhauser , Fanny Yang

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…

Information Theory · Computer Science 2011-05-17 Sahand Negahban , Martin J. Wainwright

Reconstruction fidelity of sparse signals contaminated by sparse noise is considered. Statistical mechanics inspired tools are used to show that the l1-norm based convex optimization algorithm exhibits a phase transition between the…

Information Theory · Computer Science 2013-09-17 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

Motivated by the construction of tractable robust estimators via convex relaxations, we present conditions on the sample size which guarantee an augmented notion of Restricted Eigenvalue-type condition for Gaussian designs. Such a notion is…

Statistics Theory · Mathematics 2018-12-04 Philip Thompson , Arnak S. Dalalyan

Given a heterogeneous Gaussian sequence model with unknown mean $\theta \in \mathbb R^d$ and known covariance matrix $\Sigma = \operatorname{diag}(\sigma_1^2,\dots, \sigma_d^2)$, we study the signal detection problem against sparse…

Statistics Theory · Mathematics 2023-08-03 Julien Chhor , Rajarshi Mukherjee , Subhabrata Sen

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…

Machine Learning · Computer Science 2012-10-09 Nishant A. Mehta , Alexander G. Gray

In 2019, Paulsson and collaborators conjectured that stochastic biochemical control networks have fundamental limits on how much intrinsic noise can be simultaneously suppressed across multiple components. Ripsman, Kell, and Hilfinger…

Probability · Mathematics 2026-05-19 David F. Anderson

We study the use of very sparse random projections for compressed sensing (sparse signal recovery) when the signal entries can be either positive or negative. In our setting, the entries of a Gaussian design matrix are randomly sparsified…

Methodology · Statistics 2014-08-12 Ping Li , Cun-Hui Zhang

Tensor completion is a core machine learning algorithm used in recommender systems and other domains with missing data. While the matrix case is well-understood, theoretical results for tensor problems are limited, particularly when the…

Machine Learning · Statistics 2023-06-13 Kameron Decker Harris , Oscar López , Angus Read , Yizhe Zhu

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

This work theoretically studies the problem of estimating a structured high-dimensional signal $x_0 \in \mathbb{R}^n$ from noisy $1$-bit Gaussian measurements. Our recovery approach is based on a simple convex program which uses the hinge…

Statistics Theory · Mathematics 2020-06-02 Martin Genzel , Alexander Stollenwerk

We consider the problem of releasing a sparse histogram under $(\varepsilon, \delta)$-differential privacy. The stability histogram independently adds noise from a Laplace or Gaussian distribution to the non-zero entries and removes those…

Data Structures and Algorithms · Computer Science 2024-12-16 Christian Janos Lebeda , Lukas Retschmeier

We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the linear spectral statistics of the data matrix, which does not…

Statistics Theory · Mathematics 2021-03-05 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee

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,…

Probability · Mathematics 2019-06-25 Léo Miolane

The subrank of tensors is a measure of how much a tensor can be ''diagonalized''. This parameter was introduced by Strassen to study fast matrix multiplication algorithms in algebraic complexity theory and is closely related to many central…

Algebraic Geometry · Mathematics 2023-11-27 Matthias Christandl , Fulvio Gesmundo , Jeroen Zuiddam

We prove an L2 recovery bound for a family of sparse estimators defined as minimizers of some empirical loss functions -- which include hinge loss and logistic loss. More precisely, we achieve an upper-bound for coefficients estimation…

Statistics Theory · Mathematics 2019-01-15 Antoine Dedieu

We present new, tight, constraints on the cosmological background of gravitational waves (GWs) using the latest measurements of CMB temperature and polarization anisotropies provided by the Planck, BICEP2 and Keck Array experiments. These…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Giovanni Cabass , Luca Pagano , Laura Salvati , Martina Gerbino , Elena Giusarma , Alessandro Melchiorri

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

This paper establishes sharp concentration inequalities for simple random tensors. Our theory unveils a phenomenon that arises only for asymmetric tensors of order $p \ge 3:$ when the effective ranks of the covariances of the component…

Probability · Mathematics 2026-03-23 Jiaheng Chen , Daniel Sanz-Alonso
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