Related papers: Minimax separation of the Cauchy kernel
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to…
We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…
We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
This paper presents a multiscale approach to efficiently compute approximate optimal transport plans between point sets. It is particularly well-suited for point sets that are in high-dimensions, but are close to being intrinsically…
We propose a novel approximation hierarchy for cardinality-constrained, convex quadratic programs that exploits the rank-dominating eigenvectors of the quadratic matrix. Each level of approximation admits a min-max characterization whose…
In this paper, we propose a lower rank quaternion decomposition algorithm and apply it to color image inpainting. We introduce a concise form for the gradient of a real function in quaternion matrix variables. The optimality conditions of…
Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…
We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…
The paper presents complexity results and performance guaranties for a family of approximation algorithms for an optimisation problem arising in software testing and manufacturing. The problem is formulated as a partitioning of a set where…
This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approximation of a solution. In particular, when all solutions have…
In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least…
Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…
The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
We introduce the concept of an obstacle skeleton which is a set of line segments inside a polygonal obstacle $\omega$ that can be used in place of $\omega$ when performing intersection tests for obstacle-avoiding network problems in the…
Motivation: A branching processes model yields an unevenly stochastically distributed dataset that consists of sparse and dense regions. This work addresses the problem of precisely evaluating parameters for such a model. Applying a…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…