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We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…

Numerical Analysis · Computer Science 2017-06-08 Youhei Akimoto

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

Reduced model spaces, such as reduced basis and polynomial chaos, are linear spaces $V_n$ of finite dimension $n$ which are designed for the efficient approximation of families parametrized PDEs in a Hilbert space $V$. The manifold…

Numerical Analysis · Mathematics 2020-08-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore , Jalal Fadili , Olga Mula , James Nichols

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi

We primarily study a special a weighted low-rank approximation of matrices and then apply it to solve the background modeling problem. We propose two algorithms for this purpose: one operates in the batch mode on the entire data and the…

Computer Vision and Pattern Recognition · Computer Science 2018-04-18 Aritra Dutta , Xin Li , Peter Richtarik

Finite mixtures of regressions with fixed covariates are a commonly used model-based clustering methodology to deal with regression data. However, they assume assignment independence, i.e. the allocation of data points to the clusters is…

Methodology · Statistics 2021-04-27 Salvatore D. Tomarchio , Paul D. McNicholas , Antonio Punzo

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

This paper introduces a novel oversampling technique designed to improve classification performance on imbalanced datasets. The proposed method enhances the traditional SMOTE algorithm by incorporating convex combination and kernel-based…

Machine Learning · Computer Science 2025-04-15 Wenjie Li , Sibo Zhu , Zhijian Li , Hanlin Wang

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Regularization is a set of techniques that are used to improve the generalization ability of deep neural networks. In this paper, we introduce weight compander (WC), a novel effective method to improve generalization by reparameterizing…

Machine Learning · Computer Science 2023-06-30 Rinor Cakaj , Jens Mehnert , Bin Yang

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

We consider in this paper the problem of noisy 1-bit matrix completion under a general non-uniform sampling distribution using the max-norm as a convex relaxation for the rank. A max-norm constrained maximum likelihood estimate is…

Machine Learning · Statistics 2013-09-25 T. Tony Cai , Wen-Xin Zhou

Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…

Methodology · Statistics 2018-07-02 Sean Yiu , Li Su

Statistically resolving the underlying haplotype pair for a genotype measurement is an important intermediate step in gene mapping studies, and has received much attention recently. Consequently, a variety of methods for this problem have…

Machine Learning · Computer Science 2007-10-29 Matti Kääriäinen , Niels Landwehr , Sampsa Lappalainen , Taneli Mielikäinen

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

A new iterative image reconstruction algorithm for electrical capacitance tomography (ECT) is proposed that is based on iterative soft thresholding of a total variation penalty and adaptive reweighted compressive sensing. This algorithm…

Computer Vision and Pattern Recognition · Computer Science 2016-11-22 Kezhi Li , Daniel Holland

It was recently shown that low rank matrix completion theory can be employed for designing new sampling schemes in the context of MIMO radars, which can lead to the reduction of the high volume of data typically required for accurate target…

Information Theory · Computer Science 2023-07-19 Dionysios S. Kalogerias , Athina P. Petropulu