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In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…

Numerical Analysis · Computer Science 2016-05-27 Hao Ji , Wenjian Yu , Yaohang Li

The aim of sparse phase retrieval is to recover a $k$-sparse signal $\mathbf{x}_0\in \mathbb{C}^{d}$ from quadratic measurements $|\langle \mathbf{a}_i,\mathbf{x}_0\rangle|^2$ where $\mathbf{a}_i\in \mathbb{C}^d, i=1,\ldots,m$. Noting…

Functional Analysis · Mathematics 2021-05-05 Yu Xia , Zhiqiang Xu

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this…

Statistics Theory · Mathematics 2013-11-27 John C. Duchi , Lester Mackey , Michael I. Jordan

This paper considers the problem of reconstructing sparse or compressible signals from one-bit quantized measurements. We study a new method that uses a log-sum penalty function, also referred to as the Gaussian entropy, for sparse signal…

Information Theory · Computer Science 2012-10-17 Jun Fang , Yanning Shen , Hongbin Li

We consider worker skill estimation for the single-coin Dawid-Skene crowdsourcing model. In practice, skill-estimation is challenging because worker assignments are sparse and irregular due to the arbitrary and uncontrolled availability of…

Human-Computer Interaction · Computer Science 2020-07-24 Yao Ma , Alex Olshevsky , Venkatesh Saligrama , Csaba Szepesvari

The problem of synchronization over a group $\mathcal{G}$ aims to estimate a collection of group elements $G^*_1, \dots, G^*_n \in \mathcal{G}$ based on noisy observations of a subset of all pairwise ratios of the form $G^*_i {G^*_j}^{-1}$.…

Optimization and Control · Mathematics 2023-06-19 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

We consider the noisy matrix sensing problem in the over-parameterization setting, where the estimated rank $r$ is larger than the true rank $r_\star$ of the target matrix $X_\star$. Specifically, our main objective is to recover a matrix $…

Machine Learning · Computer Science 2025-06-03 Zhiyu Liu , Zhi Han , Yandong Tang , Shaojie Tang , Yao Wang

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 study the graph matching problem in the presence of vertex feature information using shallow graph neural networks. Specifically, given two graphs that are independent perturbations of a single random geometric graph with sparse binary…

Machine Learning · Computer Science 2025-03-12 Suqi Liu , Morgane Austern

Recovery of support of a sparse vector from simple measurements is a widely-studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations…

Machine Learning · Statistics 2021-11-05 Venkata Gandikota , Arya Mazumdar , Soumyabrata Pal

A fast algorithm for solving the under-determined 3-D linear gravity inverse problem based on the randomized singular value decomposition (RSVD) is developed. The algorithm combines an iteratively reweighted approach for $L_1$-norm…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid E. Ardestani

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end,…

Machine Learning · Statistics 2017-11-02 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

We consider the problem of recovering signals from their power spectral density. This is a classical problem referred to in literature as the phase retrieval problem, and is of paramount importance in many fields of applied sciences. In…

Information Theory · Computer Science 2013-11-12 Kishore Jaganathan , Samet Oymak , Babak Hassibi

We study signal recovery on graphs based on two sampling strategies: random sampling and experimentally designed sampling. We propose a new class of smooth graph signals, called approximately bandlimited, which generalizes the bandlimited…

Information Theory · Computer Science 2015-06-01 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević

We investigate the role of noise in optimization algorithms for learning over-parameterized models. Specifically, we consider the recovery of a rank one matrix $Y^*\in R^{d\times d}$ from a noisy observation $Y$ using an…

Machine Learning · Computer Science 2022-02-09 Tianyi Liu , Yan Li , Enlu Zhou , Tuo Zhao

This paper studies the joint support recovery of similar sparse vectors on the basis of a limited number of noisy linear measurements, i.e., in a multiple measurement vector (MMV) model. The additive noise signals on each measurement vector…

Information Theory · Computer Science 2015-06-18 J. F. Determe , J. Louveaux , L. Jacques , F. Horlin

We consider the problem of ranking $n$ players from partial pairwise comparison data under the Bradley-Terry-Luce model. For the first time in the literature, the minimax rate of this ranking problem is derived with respect to the Kendall's…

Statistics Theory · Mathematics 2021-01-22 Pinhan Chen , Chao Gao , Anderson Y. Zhang

The problem of finding the vertex correspondence between two noisy graphs with different number of vertices where the smaller graph is still large has many applications in social networks, neuroscience, and computer vision. We propose a…

Machine Learning · Statistics 2019-07-03 Daniel L. Sussman , Youngser Park , Carey E. Priebe , Vince Lyzinski

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

Information Theory · Computer Science 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically low-rank. This paper proposes a randomized algorithm to first…

Numerical Analysis · Mathematics 2024-04-16 Weiwei Xu , Weijie Shen , Wen Li , Weiguo Gao , Yingzhou Li
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