Related papers: On recovery guarantees for angular synchronization
Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…
We address the issue of recovering the structure of large sparse directed acyclic graphs from noisy observations of the system. We propose a novel procedure based on a specific formulation of the l1-norm regularized maximum likelihood,…
This paper proposes a new algorithm for simultaneous graph matching and clustering. For the first time in the literature, these two problems are solved jointly and synergetically without relying on any training data, which brings advantages…
We study the multi-target detection problem of recovering a target signal from a noisy measurement that contains multiple copies of the signal at unknown locations. Motivated by the structure reconstruction problem in cryo-electron…
We consider the problem of recovering an unknown vector from noisy data with the help of projection estimates. The goal is to find a convex combination of these estimates with the minimal risk. We study an aggregation method based on the…
In this work we establish the equivalence of algorithmic regularization and explicit convex penalization for generic convex losses. We introduce a geometric condition for the optimization path of a convex function, and show that if such a…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…
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…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
In this paper, we study the phase retrieval problem in the situation where the vector to be recovered has an a priori structure that can encoded into a regularization term. This regularizer is intended to promote solutions conforming to…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…
The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…
In safety-critical applications like medical diagnosis, certainty associated with a model's prediction is just as important as its accuracy. Consequently, uncertainty estimation and reduction play a crucial role. Uncertainty in predictions…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…
Regression is a fundamental task in machine learning that has garnered extensive attention over the past decades. The conventional approach for regression involves employing loss functions that primarily concentrate on aligning model…
This article deals with the problem of the statistical performance analysis of the MUSIC ( Multiple Signal Classification ) algorithm which is an eigen decomposition based method for the estimation of the angles of arrival of signals…
In this paper, we study two classes of optimal reinsurance models from perspectives of both insurers and reinsurers by minimizing their convex combination where the risk is measured by a distortion risk measure and the premium is given by a…
Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the loss function, the design matrix, and the noise model. This…