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Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which…

Machine Learning · Computer Science 2013-09-12 Nicolò Cesa-Bianchi , Ohad Shamir

This paper studies the traffic state estimation (TSE) problem using sparse observations from mobile sensors. Most existing TSE methods either rely on well-defined physical traffic flow models or require large amounts of simulation data as…

Machine Learning · Computer Science 2022-06-15 Xudong Wang , Yuankai Wu , Dingyi Zhuang , Lijun Sun

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

In this work we study the problem of Subspace Tracking with missing data (ST-miss) and outliers (Robust ST-miss). We propose a novel algorithm, and provide a guarantee for both these problems. Unlike past work on this topic, the current…

Machine Learning · Computer Science 2022-07-01 Praneeth Narayanamurthy , Namrata Vaswani , Aditya Ramamoorthy

In biomedical research and other fields, it is now common to generate high content data that are both multi-source and multi-way. Multi-source data are collected from different high-throughput technologies while multi-way data are collected…

Machine Learning · Statistics 2025-02-28 Zhiyu Kang , Raghavendra B. Rao , Eric F. Lock

This material introduces the D-Subspace algorithm derived on the basis of the centralized algorithm [1], which originally addresses parameter estimation problems under a subspace constraint.

Signal Processing · Electrical Eng. & Systems 2024-11-19 Yitong Chen , Danqi Jin , Jie Chen , Cedric Richard

Due to the demand for tackling the problem of streaming data with high dimensional covariates, we propose an online sparse sliced inverse regression (OSSIR) method for online sufficient dimension reduction. The existing online sufficient…

Computation · Statistics 2021-07-05 Haoyang Cheng , Wenquan Cui , Xu Jianjun

In the low-rank matrix completion (LRMC) problem, the low-rank assumption means that the columns (or rows) of the matrix to be completed are points on a low-dimensional linear algebraic variety. This paper extends this thinking to cases…

Machine Learning · Statistics 2020-09-08 Greg Ongie , Daniel Pimentel-Alarcón , Laura Balzano , Rebecca Willett , Robert D. Nowak

We consider the problem of learning a linear subspace from data corrupted by outliers. Classical approaches are typically designed for the case in which the subspace dimension is small relative to the ambient dimension. Our approach works…

Computer Vision and Pattern Recognition · Computer Science 2019-11-11 Manolis C. Tsakiris , Rene Vidal

We consider the adaptive routing problem in multihop wireless networks. The link states are assumed to be random variables drawn from unknown distributions, independent and identically distributed across links and time. This model has…

Networking and Internet Architecture · Computer Science 2022-04-08 Omer Amar , Kobi Cohen

In tensor completion, the latent nuclear norm is commonly used to induce low-rank structure, while substantially failing to capture the global information due to the utilization of unbalanced unfolding scheme. To overcome this drawback, a…

Computer Vision and Pattern Recognition · Computer Science 2019-10-15 Jinshi Yu , Weijun Sun , Yuning Qiu , Shengli Xie

Tensor ring (TR) decomposition has recently received increased attention due to its superior expressive performance for high-order tensors. However, the applicability of traditional TR decomposition algorithms to real-world applications is…

Machine Learning · Computer Science 2023-05-17 Yicong He , George K. Atia

We introduce a new rounding technique designed for online optimization problems, which is related to contention resolution schemes, a technique initially introduced in the context of submodular function maximization. Our rounding technique,…

Data Structures and Algorithms · Computer Science 2015-10-15 Moran Feldman , Ola Svensson , Rico Zenklusen

Nonnegative CANDECOMP/PARAFAC (NCP) decomposition is an important tool to process nonnegative tensor. Sometimes, additional sparse regularization is needed to extract meaningful nonnegative and sparse components. Thus, an optimization…

Machine Learning · Statistics 2018-12-31 Deqing Wang , Fengyu Cong , Tapani Ristaniemi

This letter presents an optimal-transport (OT)-driven, distributionally robust attack detection algorithm, OT-DETECT, for cyber-physical systems (CPS) modeled as partially observed linear stochastic systems. The underlying detection problem…

Optimization and Control · Mathematics 2026-05-27 Souvik Das , Siddhartha Ganguly

We propose a new fast streaming algorithm for the tensor completion problem of imputing missing entries of a low-tubal-rank tensor using the tensor singular value decomposition (t-SVD) algebraic framework. We show the t-SVD is a…

Signal Processing · Electrical Eng. & Systems 2022-04-18 Kyle Gilman , Davoud Ataee Tarzanagh , Laura Balzano

In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…

Machine Learning · Statistics 2018-03-21 Dong Xia , Ming Yuan , Cun-Hui Zhang

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

Numerical Analysis · Mathematics 2020-11-03 Lingjie Li , Wenjian Yu , Kim Batselier

Observations collected by agents in a network may be unreliable due to observation noise or interference. This paper proposes a distributed algorithm that allows each node to improve the reliability of its own observation by relying solely…

Machine Learning · Computer Science 2022-03-21 Roula Nassif , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed
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