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Many questions of fundamental interest in todays science can be formulated as inference problems: Some partial, or noisy, observations are performed over a set of variables and the goal is to recover, or infer, the values of the variables…

Statistical Mechanics · Physics 2018-01-24 Lenka Zdeborová , Florent Krzakala

We consider the problem of detecting the presence of a signal in a rank-one spiked Wigner model. For general non-Gaussian noise, assuming that the signal is drawn from the Rademacher prior, we prove that the log likelihood ratio (LR) of the…

Statistics Theory · Mathematics 2024-12-19 Hye Won Chung , Jiho Lee , 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

An acknowledged weakness of neural networks is their vulnerability to adversarial perturbations to the inputs. To improve the robustness of these models, one of the most popular defense mechanisms is to alternatively maximize the loss over…

Machine Learning · Computer Science 2020-10-22 Zhun Deng , Hangfeng He , Jiaoyang Huang , Weijie J. Su

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

This paper provides a unified treatment to the recovery of structured signals living in a star-shaped set from general quantized measurements $\mathcal{Q}(\mathbf{A}\mathbf{x}-\mathbf{\tau})$, where $\mathbf{A}$ is a sensing matrix,…

Information Theory · Computer Science 2025-04-29 Junren Chen , Ming Yuan

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been…

Machine Learning · Computer Science 2022-09-13 Changxiao Cai , Gen Li , H. Vincent Poor , Yuxin Chen

In this paper, we consider the planted partition model, in which $n = ks$ vertices of a random graph are partitioned into $k$ "clusters," each of size $s$. Edges between vertices in the same cluster and different clusters are included with…

Data Structures and Algorithms · Computer Science 2017-08-28 Sam Cole , Shmuel Friedland , Lev Reyzin

Second-order information -- such as curvature or data covariance -- is critical for optimisation, diagnostics, and robustness. However, in many modern settings, only the gradients are observable. We show that the gradients alone can reveal…

Machine Learning · Computer Science 2026-04-08 Arash Jamshidi , Katsiaryna Haitsiukevich , Kai Puolamäki

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…

Numerical Analysis · Mathematics 2021-01-14 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the…

Optimization and Control · Mathematics 2020-02-21 Hesameddin Mohammadi , Meisam Razaviyayn , Mihailo R. Jovanović

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

This article deals with the problem of the statistical performance analysis of the MUSIC ( Multiple Signal Classification ) algorithm which is an eigen decomposition based method for the estimation of the angles of arrival of signals…

Methodology · Statistics 2016-01-25 Antonios Bassias , Anthony Chronopoulos

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

Machine Learning · Computer Science 2019-11-27 Jeongyeol Kwon , Constantine Caramanis

Sensitivity to noise makes most of the current quantum computing schemes prone to error and nonscalable, allowing only for small proof-of-principle devices. Topologically-protected quantum computing aims at solving this problem by encoding…

Disordered Systems and Neural Networks · Physics 2013-12-17 Helmut G. Katzgraber , Ruben S. Andrist

We consider learning Ising tree models when the observations from the nodes are corrupted by independent but non-identically distributed noise with unknown statistics. Katiyar et al. (2020) showed that although the exact tree structure…

Machine Learning · Statistics 2021-01-25 Anshoo Tandon , Aldric H. J. Yuan , Vincent Y. F. Tan

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran

In this work, we study the convergence \emph{in high probability} of clipped gradient methods when the noise distribution has heavy tails, ie., with bounded $p$th moments, for some $1<p\le2$. Prior works in this setting follow the same…

Optimization and Control · Mathematics 2023-04-05 Ta Duy Nguyen , Alina Ene , Huy L. Nguyen

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

Machine Learning · Computer Science 2023-08-01 Hongyang R. Zhang , Vatsal Sharan , Moses Charikar , Yingyu Liang

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

Machine Learning · Statistics 2025-09-30 Christian Keup , Lenka Zdeborová
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