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We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford

Vertical decomposition is a widely used general technique for decomposing the cells of arrangements of semi-algebraic sets in $d$-space into constant-complexity subcells. In this paper, we settle in the affirmative a few long-standing open…

Computational Geometry · Computer Science 2023-11-06 Pankaj K. Agarwal , Esther Ezra , Micha Sharir

We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most…

Statistics Theory · Mathematics 2023-09-19 David Gamarnik , Eren C. Kızıldağ , Ilias Zadik

Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…

Numerical Analysis · Mathematics 2014-02-07 Bubacarr Bah , Luca Baldassarre , Volkan Cevher

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

Information Theory · Computer Science 2023-06-13 Johannes Maly

Random sequential adsorption algorithm is a popular tool for modelling structure of monolayers built in irreversible adsorption experiments. However, this algorithm becomes very inefficient when the density of molecules in a layer rises.…

Computational Physics · Physics 2019-11-25 Michał Cieśla

We introduce a dimension reduction method for visualizing the clustering structure obtained from a finite mixture of Gaussian densities. Information on the dimension reduction subspace is obtained from the variation on group means and,…

Methodology · Statistics 2015-08-10 Luca Scrucca

Recovering jointly sparse signals in the multiple measurement vectors (MMV) setting is a fundamental problem in machine learning, but traditional methods often require careful parameter tuning or prior knowledge of the sparsity of the…

Machine Learning · Computer Science 2026-02-02 Lakshmi Jayalal , Sheetal Kalyani

Estimating graphical model structure from high-dimensional and undersampled data is a fundamental problem in many scientific fields. Existing approaches, such as GLASSO, latent variable GLASSO, and latent tree models, suffer from high…

Machine Learning · Statistics 2019-09-18 Greg Ver Steeg , Hrayr Harutyunyan , Daniel Moyer , Aram Galstyan

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

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

Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…

Machine Learning · Computer Science 2024-03-13 Soo Min Kwon , Zekai Zhang , Dogyoon Song , Laura Balzano , Qing Qu

In this paper we tackle the problem of recovering the phase of complex linear measurements when only magnitude information is available and we control the input. We are motivated by the recent development of dedicated optics-based hardware…

Machine Learning · Computer Science 2020-02-17 Sidharth Gupta , Rémi Gribonval , Laurent Daudet , Ivan Dokmanić

We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…

Probability · Mathematics 2020-10-12 Clément Luneau , Nicolas Macris , Jean Barbier

We propose an efficient way to sample from a class of structured multivariate Gaussian distributions which routinely arise as conditional posteriors of model parameters that are assigned a conditionally Gaussian prior. The proposed…

Computation · Statistics 2016-06-28 Anirban Bhattacharya , Antik Chakraborty , Bani K. Mallick

In this paper, we propose an extremely simple deep model for the unsupervised nonlinear dimensionality reduction -- deep distributed random samplings, which performs like a stack of unsupervised bootstrap aggregating. First, its network…

Machine Learning · Computer Science 2013-12-17 Xiao-Lei Zhang

Many machine learning problems, especially multi-modal learning problems, have two sets of distinct features (e.g., image and text features in news story classification, or neuroimaging data and neurocognitive data in cognitive science…

Machine Learning · Statistics 2016-11-01 Yanjun Li , Yoram Bresler

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…

Numerical Analysis · Computer Science 2010-09-03 Adam C. Zelinski , Vivek K Goyal , Elfar Adalsteinsson

The reflection superposition phenomenon is complex and widely distributed in the real world, which derives various simplified linear and nonlinear formulations of the problem. In this paper, based on the investigation of the weaknesses of…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Qiming Hu , Xiaojie Guo