Related papers: Normal Approximation and Confidence Region of Sing…

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for…

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Low-rank pseudoinverses are widely used to approximate matrix inverses in scalable machine learning, optimization, and scientific computing. However, real-world matrices are often observed with noise, arising from sampling, sketching, and…

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

Given a matrix $A \in \mathbb{R}^{m\times d}$ with singular values $\sigma_1\geq \cdots \geq \sigma_d$, and a random matrix $G \in \mathbb{R}^{m\times d}$ with iid $N(0,T)$ entries for some $T>0$, we derive new bounds on the Frobenius…

An oblivious subspace embedding is a random $m\times n$ matrix $\Pi$ such that, for any $d$-dimensional subspace, with high probability $\Pi$ preserves the norms of all vectors in that subspace within a $1\pm\epsilon$ factor. In this work,…

Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the…

Traditional problems in computational geometry involve aspects that are both discrete and continuous. One such example is nearest-neighbor searching, where the input is discrete, but the result depends on distances, which vary continuously.…

Despite the remarkable progress facilitated by learning-based stereo-matching algorithms, disparity estimation in low-texture, occluded, and bordered regions still remains a bottleneck that limits the performance. To tackle these…

We describe ways to define and calculate $L_1$-norm signal subspaces which are less sensitive to outlying data than $L_2$-calculated subspaces. We focus on the computation of the $L_1$ maximum-projection principal component of a data matrix…

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

In this paper, we present a wideband subspace estimation method that characterizes the signal subspace through its orthogonal projection matrix at each frequency. Fundamentally, the method models this projection matrix as a function of…

Given 2D point correspondences between an image pair, inferring the camera motion is a fundamental issue in the computer vision community. The existing works generally set out from the epipolar constraint and estimate the essential matrix,…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…

We prove, using the subspace embedding guarantee in a black box way, that one can achieve the spectral norm guarantee for approximate matrix multiplication with a dimensionality-reducing map having $m = O(\tilde{r}/\varepsilon^2)$ rows.…

In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…