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Given multiple point clouds, how to find the rigid transform (rotation, reflection, and shifting) such that these point clouds are well aligned? This problem, known as the generalized orthogonal Procrustes problem (GOPP), has found numerous…

Information Theory · Computer Science 2021-12-28 Shuyang Ling

In this paper, we first propose a novel generalized power iteration method (GPI) to solve the quadratic problem on the Stiefel manifold (QPSM) as min_{W^TW=I}Tr(W^TAW-2W^TB) along with the theoretical analysis. Accordingly, its special case…

Data Structures and Algorithms · Computer Science 2017-05-15 Feiping Nie , Rui Zhang , Xuelong Li

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

Given the noisy pairwise measurements among a set of unknown group elements, how to recover them efficiently and robustly? This problem, known as group synchronization, has drawn tremendous attention in the scientific community. In this…

Information Theory · Computer Science 2021-12-30 Shuyang Ling

The heteroscedastic probabilistic principal component analysis (PCA) technique, a variant of the classic PCA that considers data heterogeneity, is receiving more and more attention in the data science and signal processing communities. In…

Optimization and Control · Mathematics 2023-12-07 Jinxin Wang , Chonghe Jiang , Huikang Liu , Anthony Man-Cho So

Quadratic assignment problem (QAP) is a fundamental problem in combinatorial optimization and finds numerous applications in operation research, computer vision, and pattern recognition. However, it is a very well-known NP-hard problem to…

Optimization and Control · Mathematics 2024-08-13 Shuyang Ling

Group synchronization refers to estimating a collection of group elements from the noisy pairwise measurements. Such a nonconvex problem has received much attention from numerous scientific fields including computer vision, robotics, and…

Optimization and Control · Mathematics 2021-12-14 Linglingzhi Zhu , Jinxin Wang , Anthony Man-Cho So

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Machine Learning · Computer Science 2022-07-12 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Dean P. Foster , Sham M. Kakade

This paper addresses the positive semi-definite procrustes problem (PSDP). The PSDP corresponds to a least squares problem over the set of symmetric and semi-definite positive matrices. These kinds of problems appear in many applications…

Numerical Analysis · Mathematics 2019-08-20 Harry F. Oviedo

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

Machine Learning · Computer Science 2015-02-11 Christopher De Sa , Kunle Olukotun , Christopher Ré

Shape-constrained convex regression problem deals with fitting a convex function to the observed data, where additional constraints are imposed, such as component-wise monotonicity and uniform Lipschitz continuity. This paper provides a…

Optimization and Control · Mathematics 2020-02-27 Meixia Lin , Defeng Sun , Kim-Chuan Toh

This paper proposes a Generalized Power Method (GPM) to tackle the problem of community detection and group synchronization simultaneously in a direct non-convex manner. Under the stochastic group block model (SGBM), theoretical analysis…

Optimization and Control · Mathematics 2021-12-30 Sijin Chen , Xiwei Cheng , Anthony Man-Cho So

As a greedy algorithm to recover sparse signals from compressed measurements, orthogonal matching pursuit (OMP) algorithm has received much attention in recent years. In this paper, we introduce an extension of the OMP for pursuing…

Information Theory · Computer Science 2014-04-01 Jian Wang , Seokbeop Kwon , Byonghyo Shim

The orthogonal group synchronization problem, which focuses on recovering orthogonal group elements from their corrupted pairwise measurements, encompasses examples such as high-dimensional Kuramoto model on general signed networks,…

Information Theory · Computer Science 2025-03-03 Shuyang Ling

We address the problem of solving strongly convex and smooth minimization problems using stochastic gradient descent (SGD) algorithm with a constant step size. Previous works suggested to combine the Polyak-Ruppert averaging procedure with…

Optimization and Control · Mathematics 2025-08-08 Marina Sheshukova , Denis Belomestny , Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov

The orthogonal group synchronization problem, which aims to recover a set of $d \times d$ orthogonal matrices from their pairwise noisy products, plays a fundamental role in signal processing, computer vision, and network analysis. In…

Optimization and Control · Mathematics 2026-03-17 Shuyang Ling

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Sufficient dimension reduction (SDR) is a popular tool in regression analysis, which replaces the original predictors with a minimal set of their linear combinations. However, the estimated linear combinations generally contain all original…

Computation · Statistics 2020-12-16 Lei Yan , Xin Chen

Group synchronization aims to recover the group elements from their noisy pairwise measurements. It has found many applications in community detection, clock synchronization, and joint alignment problem. This paper focuses on the orthogonal…

Optimization and Control · Mathematics 2020-06-02 Shuyang Ling

As an extension of orthogonal matching pursuit (OMP) improving the recovery performance of sparse signals, generalized OMP (gOMP) has recently been studied in the literature. In this paper, we present a new analysis of the gOMP algorithm…

Information Theory · Computer Science 2015-06-15 Jian Wang , Suhyuk Kwon , Ping Li , Byonghyo Shim
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