Related papers: Optimal estimation of sparse topic models
In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…
Robust mean estimation is one of the most important problems in statistics: given a set of samples in $\mathbb{R}^d$ where an $\alpha$ fraction are drawn from some distribution $D$ and the rest are adversarially corrupted, we aim to…
This paper considers the sample-efficiency of preference learning, which models and predicts human choices based on comparative judgments. The minimax optimal estimation error rate $\Theta(d/n)$ in classical estimation theory requires that…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…
Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…
We consider the fundamental problem of estimating the mean of a vector $y=X\beta+z$, where $X$ is an $n\times p$ design matrix in which one can have far more variables than observations, and $z$ is a stochastic error term--the so-called…
The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…
There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…
Inference is an integral part of probabilistic topic models, but is often non-trivial to derive an efficient algorithm for a specific model. It is even much more challenging when we want to find a fast inference algorithm which always…
In information retrieval, a fundamental goal is to transform a document into concepts that are representative of its content. The term "representative" is in itself challenging to define, and various tasks require different granularities of…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
We present sparse topical coding (STC), a non-probabilistic formulation of topic models for discovering latent representations of large collections of data. Unlike probabilistic topic models, STC relaxes the normalization constraint of…
Probabilistic topic models are widely used to discover latent topics in document collections, while latent feature vector representations of words have been used to obtain high performance in many NLP tasks. In this paper, we extend two…
We consider the decomposition of a data matrix assumed to be a superposition of a low-rank matrix and a component which is sparse in a known dictionary, using a convex demixing method. We consider two sparsity structures for the sparse…
We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $\Theta$…
A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…
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…
Topic models are a useful analysis tool to uncover the underlying themes within document collections. The dominant approach is to use probabilistic topic models that posit a generative story, but in this paper we propose an alternative way…
We consider the model {eqnarray*}y=X\theta^*+\xi, Z=X+\Xi,{eqnarray*} where the random vector $y\in\mathbb{R}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $X$ is unknown, $\Xi$ is an $n\times p$ random noise…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…