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We consider covariance estimation under Toeplitz structure. Numerous sophisticated optimization methods have been developed to maximize the Gaussian log-likelihood under Toeplitz constraints. In contrast, recent advances in deep learning…

Machine Learning · Computer Science 2025-11-04 Daniel Busbib , Ami Wiesel

This paper proposes an original Riemmanian geometry for low-rank structured elliptical models, i.e., when samples are elliptically distributed with a covariance matrix that has a low-rank plus identity structure. The considered geometry is…

Differential Geometry · Mathematics 2020-01-07 Florent Bouchard , Arnaud Breloy , Guillaume Ginolhac , Alexandre Renaux , Frédéric Pascal

Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…

Applications · Statistics 2018-02-13 Zenan Ling , Robert C. Qiu , Xing He , Lei Chu

This paper addresses the problem of clustering measurement vectors that are heteroscedastic in that they can have different covariance matrices. From the assumption that the measurement vectors within a given cluster are Gaussian…

Machine Learning · Statistics 2026-04-03 Dominique Pastor , Elsa Dupraz , Ismail Hbilou , Guillaume Ansel

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…

Numerical Analysis · Mathematics 2017-10-03 Edgar Dobriban

Over the past few years, symmetric positive definite (SPD) matrices have been receiving considerable attention from computer vision community. Though various distance measures have been proposed in the past for comparing SPD matrices, the…

Computer Vision and Pattern Recognition · Computer Science 2015-01-13 Raviteja Vemulapalli , David W. Jacobs

In this paper, we present a novel method for co-clustering, an unsupervised learning approach that aims at discovering homogeneous groups of data instances and features by grouping them simultaneously. The proposed method uses the entropy…

Machine Learning · Statistics 2017-05-22 Charlotte Laclau , Ievgen Redko , Basarab Matei , Younès Bennani , Vincent Brault

In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method within the context of stochastic differential equations, TSGD is…

Optimization and Control · Mathematics 2021-06-18 Monika Eisenmann , Tony Stillfjord

While classical forms of stochastic gradient descent algorithm treat the different coordinates in the same way, a framework allowing for adaptive (non uniform) coordinate sampling is developed to leverage structure in data. In a non-convex…

Machine Learning · Statistics 2022-10-18 Rémi Leluc , François Portier

Unsupervised machine learning is a cornerstone of artificial intelligence as it provides algorithms capable of learning tasks, such as classification of data, without explicit human assistance. We present an unsupervised deep learning…

Disordered Systems and Neural Networks · Physics 2020-03-23 Oleksandr Balabanov , Mats Granath

Euclidean representation learning methods have achieved promising results in image fusion tasks, which can be attributed to their clear advantages in handling with linear space. However, data collected from a realistic scene usually has a…

Computer Vision and Pattern Recognition · Computer Science 2025-09-25 Huan Kang , Hui Li , Tianyang Xu , Xiao-Jun Wu , Rui Wang , Chunyang Cheng , Josef Kittler

Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance…

Machine Learning · Computer Science 2015-02-13 Florian Yger , Masashi Sugiyama

Structure learning methods for covariance and concentration graphs are often validated on synthetic models, usually obtained by randomly generating: (i) an undirected graph, and (ii) a compatible symmetric positive definite (SPD) matrix. In…

Methodology · Statistics 2019-10-02 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

Thin, penetrable electromagnetic inclusions buried within a half space are retrieved from Multi-Static Response (MSR) matrix data collected above this half space at several frequencies. A non-iterative algorithm is proposed to that aim. It…

Mathematical Physics · Physics 2012-11-06 Won-Kwang Park , Dominique Lesselier

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca

Data sets tend to live in low-dimensional non-linear subspaces. Ideal data analysis tools for such data sets should therefore account for such non-linear geometry. The symmetric Riemannian geometry setting can be suitable for a variety of…

Differential Geometry · Mathematics 2024-03-12 Willem Diepeveen

We present a nonperturbative recipe for directly computing the $S$-matrix in strongly-coupled QFTs. The method makes use of spectral data obtained in a Hamiltonian framework and can be applied to a wide range of theories, including…

High Energy Physics - Theory · Physics 2023-06-14 Brian Henning , Hitoshi Murayama , Francesco Riva , Jedidiah O. Thompson , Matthew T. Walters

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

In this work, we propose to study the global geometrical properties of generative models. We introduce a new Riemannian metric to assess the similarity between any two data points. Importantly, our metric is agnostic to the parametrization…

Machine Learning · Computer Science 2024-07-17 Beomsu Kim , Michael Puthawala , Jong Chul Ye , Emanuele Sansone

Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…

Methodology · Statistics 2016-05-10 Juhee Cho , Donggyu Kim , Karl Rohe
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