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Uncertainty quantification (UQ) has received much attention in the literature in the past decade. In this context, Sparse Polynomial chaos expansions (PCE) have been shown to be among the most promising methods because of their ability to…

Methodology · Statistics 2017-03-17 N. Fajraoui , S. Marelli , B. Sudret

In this paper, we investigate the sample complexity of recovering tensors with low symmetric rank from symmetric rank-one measurements. This setting is particularly motivated by the study of higher-order interactions and the analysis of…

Statistics Theory · Mathematics 2025-02-10 Eren C. Kızıldağ

The quantum approximate optimization algorithm (QAOA) is a general-purpose algorithm for combinatorial optimization. In this paper, we analyze the performance of the QAOA on a statistical estimation problem, namely, the spiked tensor model,…

Quantum Physics · Physics 2026-02-19 Leo Zhou , Joao Basso , Song Mei

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector is planted into a random matrix. These distributions form natural statistical models for principal…

Statistics Theory · Mathematics 2016-12-26 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

We study principal component analysis (PCA), where given a dataset in $\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ that approximately maximizes the variance of the distribution after being projected along $v$.…

Machine Learning · Computer Science 2023-05-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

Tensors decompositions are a class of tools for analysing datasets of high dimensionality and variety in a natural manner, with the Canonical Polyadic Decomposition (CPD) being a main pillar. While the notion of CPD is closely intertwined…

Signal Processing · Electrical Eng. & Systems 2019-11-15 Giuseppe G. Calvi , Bruno Scalzo Dees , Danilo P. Mandic

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a…

Machine Learning · Computer Science 2014-07-01 Navin Goyal , Santosh Vempala , Ying Xiao

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear…

Machine Learning · Statistics 2021-06-03 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Kevin Scaman , Hoi-To Wai

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

We study the complexity of learning mixtures of separated Gaussians with common unknown bounded covariance matrix. Specifically, we focus on learning Gaussian mixture models (GMMs) on $\mathbb{R}^d$ of the form $P= \sum_{i=1}^k w_i…

Machine Learning · Computer Science 2023-06-23 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas , Nikos Zarifis

We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number $\kappa$. For this fundamental problem, significant gaps remain in our understanding of the trade-offs among…

Data Structures and Algorithms · Computer Science 2026-05-19 Deeksha Adil , Jarosław Błasiok , Hongjie Chen , Deepak Narayanan Sridharan

Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…

Machine Learning · Computer Science 2026-05-05 Mario Sayde , Christopher Khater , Jihad Fahs , Ibrahim Abou-Faycal

In this work, we consider the problem of sampling a $k$-clique in a graph from an almost uniform distribution in sublinear time in the general graph query model. Specifically the algorithm should output each $k$-clique with probability…

Data Structures and Algorithms · Computer Science 2020-12-09 Talya Eden , Dana Ron , Will Rosenbaum

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

Machine Learning · Computer Science 2015-02-25 Malik Magdon-Ismail , Christos Boutsidis

We introduce a framework for proving lower bounds on computational problems over distributions against algorithms that can be implemented using access to a statistical query oracle. For such algorithms, access to the input distribution is…

Computational Complexity · Computer Science 2016-08-16 Vitaly Feldman , Elena Grigorescu , Lev Reyzin , Santosh Vempala , Ying Xiao

We revisit the sample and computational complexity of completing a rank-1 tensor in $\otimes_{i=1}^{N} \mathbb{R}^{d}$, given a uniformly sampled subset of its entries. We present a characterization of the problem (i.e. nonzero entries)…

Data Structures and Algorithms · Computer Science 2024-08-21 Alejandro Gomez-Leos , Oscar López

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

Bi-quadratic programming over unit spheres is a fundamental problem in quantum mechanics introduced by pioneer work of Einstein, Schr\"odinger, and others. It has been shown to be NP-hard; so it must be solve by efficient heuristic…

Numerical Analysis · Mathematics 2022-08-23 Shigui Li , Linzhang Lu , Xing Qiu , Zhen Chen , Delu Zeng

The standard quadratic optimization problem (StQP), i.e. the problem of minimizing a quadratic form $\bold x^TQ\bold x$ on the standard simplex $\{\bold x\ge\bold 0: \bold x^T\bold e=1\}$, is studied. The StQP arises in numerous…

Probability · Mathematics 2018-02-27 Xin Chen , Boris Pittel
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