Related papers: Likelihood landscape and maximum likelihood estima…
We study exact recovery for community detection in a Gaussian mixture model with dependent and heterogeneous Gaussian noise. The noise covariance matrix $\Sigma$ may be non-diagonal and, in the general formulation, singular. In the singular…
Gravitational lensing is potentially able to observe mass-selected halos, and to measure the projected cluster mass function. An optimal mass-selection requires a quantitative understanding of the noise behavior in mass maps. This paper is…
Many traditional algorithms applied in gravitational-wave astronomy rely on the assumption of Gaussian noise, a condition not always met. To meet this need, this study extends a robust statistical framework, advancing previous work on…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
The large scale structure (LSS) of the universe is generated by the linear density gaussian modes, which are evolved into the observed nonlinear LSS. The posterior surface of the modes is convex in the linear regime, leading to a unique…
The phase retrieval problem is concerned with recovering an unknown signal $\bf{x} \in \mathbb{R}^n$ from a set of magnitude-only measurements $y_j=|\langle \bf{a}_j,\bf{x} \rangle|, \; j=1,\ldots,m$. A natural least squares formulation can…
Likelihood surfaces in the parameter space of gravitational wave signals can contain many secondary maxima, which can prevent search algorithms from finding the global peak and correctly mapping the distribution. Traditional schemes to…
Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…
We study the optimization landscape of a smooth nonconvex program arising from synchronization over the two-element group $\mathbf{Z}_2$, that is, recovering $z_1, \dots, z_n \in \{\pm 1\}$ from (noisy) relative measurements $R_{ij} \approx…
The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…
In this paper, we present a fine-grained analysis of the local landscape of phase retrieval under the regime of limited samples. Specifically, we aim to ascertain the minimal sample size required to guarantee a benign local landscape…
We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…
In this paper we study how the choice of loss functions of non-convex optimization problems affects their robustness and optimization landscape, through the study of noisy matrix sensing. In traditional regression tasks, mean squared error…
We study parameter estimation in linear Gaussian covariance models, which are $p$-dimensional Gaussian models with linear constraints on the covariance matrix. Maximum likelihood estimation for this class of models leads to a non-convex…
We present a mathematical analysis of a non-convex energy landscape for robust subspace recovery. We prove that an underlying subspace is the only stationary point and local minimizer in a specified neighborhood under a deterministic…
We investigate the optimization landscape of maximum likelihood estimation (MLE) for the Cavender-Farris-Neyman (CFN) model, a two-state latent tree model fundamental to statistical phylogenetics and the ferromagnetic Ising model. Although…
This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…
Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical…
Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…
A fundamental problem in phase retrieval is to reconstruct an unknown signal from a set of magnitude-only measurements. In this work we introduce three novel quotient intensity-based models (QIMs) based a deep modification of the…