Related papers: A Well-Tempered Landscape for Non-convex Robust Su…
Recent progress in robust statistical learning has mainly tackled convex problems, like mean estimation or linear regression, with non-convex challenges receiving less attention. Phase retrieval exemplifies such a non-convex problem,…
The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…
Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…
To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and…
We propose new restarting strategies for accelerated gradient and accelerated coordinate descent methods. Our main contribution is to show that the restarted method has a geometric rate of convergence for any restarting frequency, and so it…
Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…
We study the problem of finding the global Riemannian center of mass of a set of data points on a Riemannian manifold. Specifically, we investigate the convergence of constant step-size gradient descent algorithms for solving this problem.…
In practical instances of nonconvex matrix factorization, the rank of the true solution $r^{\star}$ is often unknown, so the rank $r$ of the model can be overspecified as $r>r^{\star}$. This over-parameterized regime of matrix factorization…
Significant recent work has studied the ability of gradient descent to recover a hidden planted direction $\theta^\star \in S^{d-1}$ in different high-dimensional settings, including tensor PCA and single-index models. The key quantity that…
We consider the problem of optimising the expected value of a loss functional over a nonlinear model class of functions, assuming that we have only access to realisations of the gradient of the loss. This is a classical task in statistics,…
Earth and soils are indispensable elements of river environment. Dam-downstream environment and ecosystems have been severely affected by reduced or even stopped sediment supply from the upstream. Replenishing earth and soils from outside…
We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global…
The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman gradient methods for convex optimization. We introduce a generalized left-preconditioning method for gradient descent,…
We study accelerated optimization methods in the Gaussian phase retrieval problem. In this setting, we prove that gradient methods with Polyak or Nesterov momentum have similar implicit regularization to gradient descent. This implicit…
In recent literature, a general two step procedure has been formulated for solving the problem of phase retrieval. First, a spectral technique is used to obtain a constant-error initial estimate, following which, the estimate is refined to…
We address the problem of simultaneously recovering a sequence of point source signals from observations limited to the low-frequency end of the spectrum of their summed convolution, where the point spread functions (PSFs) are unknown. By…
In this paper we consider a composite optimization problem that minimizes the sum of a weakly smooth function and a convex function with either a bounded domain or a uniformly convex structure. In particular, we first present a…
While momentum-based optimization algorithms are commonly used in the notoriously non-convex optimization problems of deep learning, their analysis has historically been restricted to the convex and strongly convex setting. In this article,…
This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…
This article considers the recovery of low-rank matrices via a convex nuclear-norm minimization problem and presents two null space properties (NSP) which characterize uniform recovery for the case of block-diagonal matrices and…