Related papers: Weighted matrix completion from non-random, non-un…
In this paper, we develop verifiable and computable performance analysis of sparsity recovery. We define a family of goodness measures for arbitrary sensing matrices as a set of optimization problems, and design algorithms with a…
In this paper, we expand the theory of depth-unbiased source localization to unbiased parameter estimation and signal reconstruction of an arbitrary number of non-zero parameters to be recovered. The topic touches on the concept of exact…
We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…
The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…
Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization…
In this paper, we propose an abstract procedure for debiasing constrained or regularized potentially high-dimensional linear models. It is elementary to show that the proposed procedure can produce $\frac{1}{\sqrt{n}}$-confidence intervals…
We demonstrate a simple greedy algorithm that can reliably recover a d-dimensional vector v from incomplete and inaccurate measurements x. Here our measurement matrix is an N by d matrix with N much smaller than d. Our algorithm,…
In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to…
We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…
Demixing refers to the challenge of identifying two structured signals given only the sum of the two signals and prior information about their structures. Examples include the problem of separating a signal that is sparse with respect to…
Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…
We study the problem of solving a linear sensing system when the observations are unlabeled. Specifically we seek a solution to a linear system of equations y = Ax when the order of the observations in the vector y is unknown. Focusing on…
This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…
Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…
In compressed sensing the goal is to recover a signal from as few as possible noisy, linear measurements. The general assumption is that the signal has only a few non-zero entries. The recovery can be performed by multiple different…
Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i.e. scalar summaries, of machine learning algorithms. For example, an analyst may desire the…
The task of finding a sparse signal decomposition in an overcomplete dictionary is made more complicated when the signal undergoes an unknown modulation (or convolution in the complementary Fourier domain). Such simultaneous sparse recovery…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…