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Accurate determination of the regularization parameter in inverse problems still represents an analytical challenge, owing mainly to the considerable difficulty to separate the unknown noise from the signal. We present a new approach for…

Numerical Analysis · Mathematics 2019-07-24 Eitan Levin , Alexander Y. Meltzer

Let $A$ be a rectangular matrix of size $m\times n$ and $A_1$ be the random matrix where each entry of $A$ is multiplied by an independent $\{0,1\}$-Bernoulli random variable with parameter $1/2$. This paper is about when, how and why the…

Probability · Mathematics 2020-08-05 Charles Bordenave , Simon Coste , Raj Rao Nadakuditi

Some prominent discretisation methods such as finite elements provide a way to approximate a function of $d$ variables from $n$ values it takes on the nodes $x_i$ of the corresponding mesh. The accuracy is $n^{-s_a/d}$ in $L^2$-norm, where…

Numerical Analysis · Mathematics 2024-07-19 Camille Pouchol , Marc Hoffmann

In this letter, we improve the results in [5] by relaxing the symmetry assumption and also taking the noise term into account. The author examines two discrete-time autonomous linear systems whose motivation comes from a neural network…

Data Analysis, Statistics and Probability · Physics 2016-11-17 Zekeriya Uykan

We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set ${\cal X}$ from indirect observation $\omega=Ax+\xi$ of $x$ corrupted by random noise $\xi$ with finite covariance matrix.…

Statistics Theory · Mathematics 2019-03-19 Anatoli Juditsky , Arkadi Nemirovski

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

We introduce a new tensor norm, the average spectrum norm, to study sample complexity of tensor completion problems based on the canonical polyadic decomposition (CPD). Properties of the average spectrum norm and its dual norm are…

Information Theory · Computer Science 2024-06-19 Oscar López , Richard Lehoucq , Carlos Llosa-Vite , Arvind Prasadan , Daniel M. Dunlavy

In this paper, we present convergence guarantees for a modified trust-region method designed for minimizing objective functions whose value and gradient and Hessian estimates are computed with noise. These estimates are produced by generic…

Optimization and Control · Mathematics 2023-07-04 Liyuan Cao , Albert S. Berahas , Katya Scheinberg

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

In this paper, we develop a new technique to obtain nearly optimal estimates of the computational resolution limits introduced in Appl. Comput. Harmon. Anal. 56 (2022) 402-446; IEEE Trans. Inf. Theory 67(7) (2021) 4812-4827; Inverse Probl.…

Image and Video Processing · Electrical Eng. & Systems 2022-05-17 Ping Liu , Habib Ammari

In recent years, random subspace methods have been actively studied for large-dimensional nonconvex problems. Recent subspace methods have improved theoretical guarantees such as iteration complexity and local convergence rate while…

Optimization and Control · Mathematics 2025-03-25 Rei Higuchi , Pierre-Louis Poirion , Akiko Takeda

We consider the problem of positioning a cloud of points in the Euclidean space $\mathbb{R}^d$, using noisy measurements of a subset of pairwise distances. This task has applications in various areas, such as sensor network localization and…

Statistics Theory · Mathematics 2012-11-22 Adel Javanmard , Andrea Montanari

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

Deep Metric Learning (DML) methods aim at learning an embedding space in which distances are closely related to the inherent semantic similarity of the inputs. Previous studies have shown that popular benchmark datasets often contain…

Computer Vision and Pattern Recognition · Computer Science 2023-11-02 Oriol Barbany , Xiaofan Lin , Muhammet Bastan , Arnab Dhua

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Let $X=C+\mathrm{E}$ with a deterministic matrix $C\in\R^{M\times M}$ and $\mathrm{E}$ some centered Gaussian $M\times M$-matrix whose entries are independent with variance $\sigma^2$. In the present work, the accuracy of reduced-rank…

Probability · Mathematics 2012-05-08 Angelika Rohde

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

Let $(\{1,2,\ldots,n\},d)$ be a metric space. We analyze the expected value and the variance of $\sum_{i=1}^{\lfloor n/2\rfloor}\,d({\boldsymbol{\pi}}(2i-1),{\boldsymbol{\pi}}(2i))$ for a uniformly random permutation ${\boldsymbol{\pi}}$ of…

Data Structures and Algorithms · Computer Science 2017-03-27 Ching-Lueh Chang

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Statistics Theory · Mathematics 2009-12-31 Sahand Negahban , Martin J. Wainwright

Although Deep Neural Networks (DNNs) have shown incredible performance in perceptive and control tasks, several trustworthy issues are still open. One of the most discussed topics is the existence of adversarial perturbations, which has…

Machine Learning · Computer Science 2023-01-10 Fabio Brau , Giulio Rossolini , Alessandro Biondi , Giorgio Buttazzo