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Zeroth-order optimization aims to minimize an objective function using only function evaluations, and is therefore fundamental in black-box optimization, hyperparameter tuning, bandit learning, and adversarial machine learning. While…
Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…
In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…
One-bit compressed sensing is very popular in signal processing and communications due to its low storage costs and low hardware complexity, but it is a challenging task to recover the signal by using the one-bit information. In this paper,…
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…
A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…
The one-bit quantization is implemented by one single comparator that operates at low power and a high rate. Hence one-bit compressive sensing (1bit-CS) becomes attractive in signal processing. When measurements are corrupted by noise…
Estimation of linear functionals from observed data is an important task in many subjects. Juditsky & Nemirovski [The Annals of Statistics 37.5A (2009): 2278-2300] propose a framework for non-parametric estimation of linear functionals in a…
Convex splitting is a powerful technique in quantum information theory used in proving the achievability of numerous information-processing protocols such as quantum state redistribution and quantum network channel coding. In this work, we…
The compressive sensing (CS) and 1-bit CS demonstrate superior efficiency in signal acquisition and resource conservation, while 1-bit CS achieves maximum resource efficiency through sign-only measurements. With the emergence of massive…
This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…
Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…
Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…
We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…
In this paper, we consider regression problems with one-hidden-layer neural networks (1NNs). We distill some properties of activation functions that lead to $\mathit{local~strong~convexity}$ in the neighborhood of the ground-truth…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…