Related papers: Targetting Kollo Skewness with Random Orthogonal M…

Some consequences of the Restricted Isometry Property (RIP) of matrices have been applied to develop a greedy algorithm called "ROMP" (Regularized Orthogonal Matching Pursuit) to recover sparse signals and to approximate non-sparse ones.…

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

In this paper, we develop a robust efficient visual SLAM system that utilizes heterogeneous point and line features. By leveraging ORB-SLAM [1], the proposed system consists of stereo matching, frame tracking, local mapping, loop detection,…

Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…

This paper presents a new Metropolis-adjusted Langevin algorithm (MALA) that uses convex analysis to simulate efficiently from high-dimensional densities that are log-concave, a class of probability distributions that is widely used in…

We address the task of identifying densely connected subsets of multivariate Gaussian random variables within a graphical model framework. We propose two novel estimators based on the Ordered Weighted $\ell_1$ (OWL) norm: 1) The Graphical…

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…

The linear regression model with a random variable (RV) measurement matrix, where the mean of the random measurement matrix has full column rank, has been extensively studied. In particular, the quasiconvexity of the maximum likelihood…

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Random feature approximation is arguably one of the most popular techniques to speed up kernel methods in large scale algorithms and provides a theoretical approach to the analysis of deep neural networks. We analyze generalization…

Sparse data approximation has become a popular research topic in signal processing. However, in most cases only a single measurement vector (SMV) is considered. In applications, the multiple measurement vector (MMV) case is more usual,…

We consider the distributed pose-graph optimization (PGO) problem, which is fundamental in accurate trajectory estimation in multi-robot simultaneous localization and mapping (SLAM). Conventional iterative approaches linearize a highly…

Although there is ample work in the literature dealing with skewness in the multivariate setting, there is a relative paucity of work in the matrix variate paradigm. Such work is, for example, useful for modelling three-way data. A matrix…

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Benchmarking Simultaneous Localization and Mapping (SLAM) algorithms is important to scientists and users of robotic systems alike. But through their many configuration options in hardware and software, SLAM systems feature a vast parameter…

Simultaneous localisation and mapping (SLAM) is the problem of autonomous robots to construct or update a map of an undetermined unstructured environment while simultaneously estimate the pose in it. The current trend towards self-driving…

We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…