Related papers: Normal Approximation and Confidence Region of Sing…

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

In this paper, we develop approximation error estimates as well as corresponding inverse inequalities for B-splines of maximum smoothness, where both the function to be approximated and the approximation error are measured in standard…

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

This paper examines the assumptions of the derived equivalence between dropout noise injection and $L_2$ regularisation for logistic regression with negative log loss. We show that the approximation method is based on a divergent Taylor…

The subspace approximation problem with outliers, for given $n$ points in $d$ dimensions $x_{1},\ldots, x_{n} \in R^{d}$, an integer $1 \leq k \leq d$, and an outlier parameter $0 \leq \alpha \leq 1$, is to find a $k$-dimensional linear…

Estimating singular subspaces from noisy matrices is a fundamental problem with wide-ranging applications across various fields. Driven by the challenges of data integration and multi-view analysis, this study focuses on estimating shared…

Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as…

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

We introduce average-distortion sketching for metric spaces. As in (worst-case) sketching, these algorithms compress points in a metric space while approximately recovering pairwise distances. The novelty is studying average-distortion: for…

This paper introduces the \emph{$d$-distance matching problem}, in which we are given a bipartite graph $G=(S,T;E)$ with $S=\{s_1,\dots,s_n\}$, a weight function on the edges and an integer $d\in\mathbb Z_+$. The goal is to find a maximum…

In this paper, we establish a useful set of formulae for the $\sin\Theta$ distance between the original and the perturbed singular subspaces. These formulae explicitly show that how the perturbation of the original matrix propagates into…

Approximate solutions of linear and nonlinear integral equations using methods related to an interpolatory projection involve many integrals which need to be evaluated using a numerical quadrature formula. In this paper, we consider…

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Natural images tend to mostly consist of smooth regions with individual pixels having highly correlated spectra. This information can be exploited to recover hyperspectral images of natural scenes from their incomplete and noisy…

Random sampling is a fundamental tool in modern machine learning and numerical linear algebra for reducing the computational cost of large-scale matrix problems. Existing analyses, however, rely primarily on subspace embedding guarantees,…

Inverse problems in imaging are ill-posed, leading to infinitely many solutions consistent with the measurements due to the non-trivial null-space of the sensing matrix. Common image priors promote solutions on the general image manifold,…

In this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…

Spherical needlets are highly localized radial polynomials on the sphere $\mathbb{S}^{d}\subset \mathbb{R}^{d+1}$, $d\ge 2$, with centers at the nodes of a suitable cubature rule. The original semidiscrete spherical needlet approximation of…

Localizing more sources than sensors with a sparse linear array (SLA) has long relied on minimizing a distance between two covariance matrices and recent algorithms often utilize semidefinite programming (SDP). Although deep neural network…