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Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

We consider whether algorithmic choices in over-parameterized linear matrix factorization introduce implicit regularization. We focus on noiseless matrix sensing over rank-$r$ positive semi-definite (PSD) matrices in $\mathbb{R}^{n \times…

Machine Learning · Statistics 2019-09-16 Kelly Geyer , Anastasios Kyrillidis , Amir Kalev

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

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

Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…

Statistics Theory · Mathematics 2015-03-19 Po-Ling Loh , Martin J. Wainwright

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…

Optimization and Control · Mathematics 2021-10-13 Joong-Ho Won , Teng Zhang , Hua Zhou

Despite their widespread use in cell biology, fluorescence lifetime imaging microscopy (FLIM) data-sets are challenging to analyse, because each spatial position can contain a superposition of multiple fluorescent components. Here, we…

Biological Physics · Physics 2022-08-29 Francesco Masia , Walter Dewitte , Paola Borri , Wolfgang Langbein

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

Generative sequence modeling faces a fundamental tension between the expressivity of Transformers and the efficiency of linear sequence models. Existing efficient architectures are theoretically bounded by shallow, single-step linear…

Machine Learning · Computer Science 2026-02-13 Jie Jiang , Ke Cheng , Xin Xu , Mengyang Pang , Tianhao Lu , Jiaheng Li , Yue Liu , Yuan Wang , Jun Zhang , Huan Yu , Zhouchen Lin

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

Compositional data, also referred to as simplicial data, naturally arise in many scientific domains such as geochemistry, microbiology, and economics. In such domains, obtaining sensible lower-dimensional representations and modes of…

Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…

Machine Learning · Statistics 2020-10-13 Alex H. Williams , Anthony Degleris , Yixin Wang , Scott W. Linderman

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions. In this paper, we propose a randomized proximal gradient…

Optimization and Control · Mathematics 2020-04-29 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…

Methodology · Statistics 2018-08-07 Xu Gao , Weining Shen , Hernando Ombao

This work addresses integrating probabilistic propositional logic constraints into the distribution encoded by a probabilistic circuit (PC). PCs are a class of tractable models that allow efficient computations (such as conditional and…

Machine Learning · Computer Science 2024-03-21 Soroush Ghandi , Benjamin Quost , Cassio de Campos