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We consider the problem of linear regression from strategic data sources with a public good component, i.e., when data is provided by strategic agents who seek to minimize an individual provision cost for increasing their data's precision…

Computer Science and Game Theory · Computer Science 2022-03-15 Benjamin Roussillon , Nicolas Gast , Patrick Loiseau , Panayotis Mertikopoulos

Graph alignment refers to the task of finding the vertex correspondence between two correlated graphs of $n$ vertices. Extensive study has been done on polynomial-time algorithms for the graph alignment problem under the Erd\H{o}s-R\'enyi…

Data Structures and Algorithms · Computer Science 2024-06-12 Ziao Wang , Weina Wang , Lele Wang

We give a quasipolynomial time algorithm for the graph matching problem (also known as noisy or robust graph isomorphism) on correlated random graphs. Specifically, for every $\gamma>0$, we give a $n^{O(\log n)}$ time algorithm that given a…

Data Structures and Algorithms · Computer Science 2019-02-01 Boaz Barak , Chi-Ning Chou , Zhixian Lei , Tselil Schramm , Yueqi Sheng

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

Consider solving large sparse range symmetric singular linear systems $ A {\bf x}= {\bf b} $ which arise, for instance, in the discretization of convection diffusion equations with periodic boundary conditions, and partial differential…

Numerical Analysis · Mathematics 2022-11-02 Kota Sugihara , Ken Hayami , Liao Zeyu

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We present a novel approach for recovering a sparse signal from cross-correlated data. Cross-correlations naturally arise in many fields of imaging, such as optics, holography and seismic interferometry. Compared to the sparse signal…

Signal Processing · Electrical Eng. & Systems 2021-04-28 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

We propose a self-tuning $\sqrt{\mathrm {Lasso}}$ method that simultaneously resolves three important practical problems in high-dimensional regression analysis, namely it handles the unknown scale, heteroscedasticity and (drastic)…

Methodology · Statistics 2014-05-27 Alexandre Belloni , Victor Chernozhukov , Lie Wang

We introduce the broad subclass of algebraic compressed sensing problems, where structured signals are modeled either explicitly or implicitly via polynomials. This includes, for instance, low-rank matrix and tensor recovery. We employ…

Numerical Analysis · Mathematics 2024-07-02 Paul Breiding , Fulvio Gesmundo , Mateusz Michałek , Nick Vannieuwenhoven

Identifying low-dimensional latent structures within high-dimensional data has long been a central topic in the machine learning community, driven by the need for data compression, storage, transmission, and deeper data understanding.…

Machine Learning · Statistics 2025-03-28 Ye Tian , Sanyou Wu , Long Feng

Uncoupled regression is the problem to learn a model from unlabeled data and the set of target values while the correspondence between them is unknown. Such a situation arises in predicting anonymized targets that involve sensitive…

Machine Learning · Computer Science 2019-06-04 Liyuan Xu , Junya Honda , Gang Niu , Masashi Sugiyama

Given a set of overlapping local views (patches) of a dataset, we consider the problem of finding a rigid alignment of the views that minimizes a $2$-norm based alignment error. In general, the views are noisy and a perfect alignment may…

Numerical Analysis · Mathematics 2026-03-19 Dhruv Kohli , Gal Mishne , Alexander Cloninger

Many geometric estimation problems take the form of synchronization over the special Euclidean group: estimate the values of a set of poses given noisy measurements of a subset of their pairwise relative transforms. This problem is…

Robotics · Computer Science 2017-02-13 David M. Rosen , Luca Carlone , Afonso S. Bandeira , John J. Leonard

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…

Machine Learning · Statistics 2026-05-15 Ryan Thompson , Matt P. Wand , Joanna J. J. Wang

This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…

Numerical Analysis · Computer Science 2019-02-18 Brian A. Freno , Kevin T. Carlberg

We propose a novel algebraic framework for treating probability distributions represented by their cumulants such as the mean and covariance matrix. As an example, we consider the unsupervised learning problem of finding the subspace on…

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…

Machine Learning · Computer Science 2018-09-05 Magda Gregorová , Jason Ramapuram , Alexandros Kalousis , Stéphane Marchand-Maillet

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The recovery of an unknown signal from its linear measurements is a fundamental problem spanning numerous scientific and engineering disciplines. Commonly, prior knowledge suggests that the underlying signal resides within a known algebraic…

Information Theory · Computer Science 2025-06-27 Zhiqiang Xu
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