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This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…

Statistics Theory · Mathematics 2022-12-08 Samuel Bronstein , Stefan Engblom , Robin Marin

Solution and analysis of mathematical programming problems may be simplified when these problems are symmetric under appropriate linear transformations. In particular, a knowledge of the symmetries may help reduce the problem dimension, cut…

Optimization and Control · Mathematics 2020-10-13 A. V. Eremeev , A. S. Yurkov

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

We present a numerical algorithm for nonnegative matrix factorization (NMF) problems under noisy separability. An NMF problem under separability can be stated as one of finding all vertices of the convex hull of data points. The research…

Machine Learning · Statistics 2015-03-06 Tomohiko Mizutani

This paper addresses the problem of synchronizing orthogonal matrices over directed graphs. For synchronized transformations (or matrices), composite transformations over loops equal the identity. We formulate the synchronization problem as…

Optimization and Control · Mathematics 2017-04-10 Johan Thunberg , Florian Bernard , Jorge Goncalves

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Statistics Theory · Mathematics 2014-11-05 David Donoho , Matan Gavish

Factorization machine (FM) is a prevalent approach to modeling pairwise (second-order) feature interactions when dealing with high-dimensional sparse data. However, on the one hand, FM fails to capture higher-order feature interactions…

Machine Learning · Computer Science 2025-02-24 Shu Wu , Zekun Li , Yunyue Su , Zeyu Cui , Xiaoyu Zhang , Liang Wang

Motivated by applications in single-cell biology and metagenomics, we investigate the problem of matrix reordering based on a noisy disordered monotone Toeplitz matrix model. We establish the fundamental statistical limit for this problem…

Statistics Theory · Mathematics 2023-08-15 T. Tony Cai , Rong Ma

Nonnegative Matrix Factorization (NMF) is a versatile and powerful tool for discovering latent structures in data matrices, with many variations proposed in the literature. Recently, Leplat et al.\@ (2019) introduced a minimum-volume NMF…

Machine Learning · Statistics 2023-09-26 Duc Toan Nguyen , Eric C. Chi

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

The smallest singular value and condition number play important roles in numerical linear algebra and the analysis of algorithms. In numerical analysis with randomness, many previous works make Gaussian assumptions, which are not general…

Probability · Mathematics 2022-11-09 Haoyu Wang

In porous media physics, calibrating model parameters through experiments is a challenge. This process is plagued with errors that come from modelling, measurement and computation of the macroscopic observables through random homogenization…

Optimization and Control · Mathematics 2014-02-06 F. Legoll , W. Minvielle , A. Obliger , M. Simon

A geometric form of information theory allows for reasonable, i.e. probabilistic, evidence-ranking based, and generalized noise-level dependent, classifications of the crystallographic and quasicrystallographic symmetries in noisy digital…

Data Analysis, Statistics and Probability · Physics 2021-12-21 Peter Moeck

We show a simple local norm regularization algorithm that works with high probability. Namely, we prove that if the entries of a $n \times n$ matrix $A$ are i.i.d. symmetrically distributed and have finite second moment, it is enough to…

Probability · Mathematics 2018-09-12 Elizaveta Rebrova

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

The interplay between computational efficiency and statistical accuracy in high-dimensional inference has drawn increasing attention in the literature. In this paper, we study computational and statistical boundaries for submatrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…

Optimization and Control · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

For a matrix ${\bf A}$ with linearly independent columns, this work studies to use its normalization $\bar{\bf A}$ and ${\bf A}$ itself to approximate its orthonormalization $\bf V$. We theoretically analyze the order of the approximation…

Rings and Algebras · Mathematics 2017-01-04 Gen Li , Yuantao Gu

In this manuscript we present a method for the quantitative comparison of two surfaces, applicable to temporal and/or spatial extent in one or two dimensions. Often surface comparisons are simply overlaid graphs of results from different…

Fluid Dynamics · Physics 2022-02-08 Marc Perlin , Miguel D. Bustamante

GraphSPME is an open source Python, R and C++ header-only package implement-ing non-parametric sparse precision matrix estimation along with asymptotic Stein-type shrinkage estimation of the covariance matrix. The user defines a potential…

Computation · Statistics 2022-05-17 Berent Ånund Strømnes Lunde , Feda Curic , Sondre Sortland