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We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label…

Machine Learning · Computer Science 2012-07-03 Minhua Chen , William Carson , Miguel Rodrigues , Robert Calderbank , Lawrence Carin

Recent works have developed new projection-free first-order methods based on utilizing linesearches and normal vector computations to maintain feasibility. These oracles can be cheaper than orthogonal projection or linear optimization…

Optimization and Control · Mathematics 2024-05-01 Thabo Samakhoana , Benjamin Grimmer

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We consider the problem of estimation of a covariance matrix for Gaussian data in a high dimensional setting. Existing approaches include maximum likelihood estimation under a pre-specified sparsity pattern, l_1-penalized loglikelihood…

Methodology · Statistics 2024-10-04 Luca Cibinel , Alberto Roverato , Veronica Vinciotti

This paper proposes the use of graph pattern matching for investigative graph search, which is the process of searching for and prioritizing persons of interest who may exhibit part or all of a pattern of suspicious behaviors or…

Social and Information Networks · Computer Science 2016-08-08 Benjamin W. K. Hung , Anura P. Jayasumana

The dual tasks of quantum Hamiltonian learning and quantum Gibbs sampling are relevant to many important problems in physics and chemistry. In the low temperature regime, algorithms for these tasks often suffer from intractabilities, for…

We present a novel two-view geometry estimation framework which is based on a differentiable robust loss function fitting. We propose to treat the robust fundamental matrix estimation as an implicit layer, which allows us to avoid…

Computer Vision and Pattern Recognition · Computer Science 2024-10-24 Vladislav Pyatov , Iaroslav Koshelev , Stamatis Lefkimmiatis

In this article, we study the continuous-discrete projection filter for exponential-family manifolds with conjugate likelihoods. We first derive the local projection error of the prediction step of the continuous-discrete projection filter.…

Optimization and Control · Mathematics 2026-02-11 Muhammad F. Emzir , Zaid A. Sawlan , Sami El Ferik

Cartesian tree matching is a form of generalized pattern matching where a substring of the text matches with the pattern if they share the same Cartesian tree. This form of matching finds application for time series of stock prices and can…

Data Structures and Algorithms · Computer Science 2024-11-20 Eric M. Osterkamp , Dominik Köppl

There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter,…

Information Theory · Computer Science 2012-05-21 Kee-Hoon Kim , Hosung Park , Seokbeom Hong , Jong-Seon No , Habong Chung

Undirected graphs can be used to describe matrix variate distributions. In this paper, we develop new methods for estimating the graphical structures and underlying parameters, namely, the row and column covariance and inverse covariance…

Machine Learning · Statistics 2014-05-26 Shuheng Zhou

This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A…

Machine Learning · Statistics 2019-01-16 Martin Azizyan , Akshay Krishnamurthy , Aarti Singh

The goal of data selection is to capture the most structural information from a set of data. This paper presents a fast and accurate data selection method, in which the selected samples are optimized to span the subspace of all data. We…

Computer Vision and Pattern Recognition · Computer Science 2018-11-30 Mohsen Joneidi , Alireza Zaeemzadeh , Nazanin Rahnavard , Mubarak Shah

We analyze a pointwise tracking multiobjective optimal control problem subject to the Poisson problem and bilateral control constraints. To approximate Pareto optimal points and the Pareto front numerically, we consider two different finite…

Optimization and Control · Mathematics 2025-05-21 Francisco Fuica , Stefan Volkwein

The independent component model is a latent variable model where the components of the observed random vector are linear combinations of latent independent variables. The aim is to find an estimate for a transformation matrix back to…

Statistics Theory · Mathematics 2015-05-12 Joni Virta , Klaus Nordhausen , Hannu Oja

Diffusional kurtosis imaging (DKI) is a methodology for measuring the extent of non-Gaussian diffusion in biological tissue, which has shown great promise in clinical diagnosis, treatment planning and monitoring of many neurological…

Image and Video Processing · Electrical Eng. & Systems 2024-04-29 Megan E. Farquhar , Qianqian Yang , Viktor Vegh

In this paper, we propose a new orthogonal matching pursuit algorithm called quasi-OMP algorithm which greatly enhances the performance of classical orthogonal matching pursuit (OMP) algorithm, at some cost of computational complexity. We…

Numerical Analysis · Mathematics 2020-07-21 Ming-Jun Lai , Zhaiming Shen

This paper deals with unsupervised clustering with feature selection. The problem is to estimate both labels and a sparse projection matrix of weights. To address this combinatorial non-convex problem maintaining a strict control on the…

Machine Learning · Computer Science 2019-05-27 Cyprien Gilet , Marie Deprez , Jean-Baptiste Caillau , Michel Barlaud

Recent theoretical work has identified random projection as a promising dimensionality reduction technique for learning mixtures of Gausians. Here we summarize these results and illustrate them by a wide variety of experiments on synthetic…

Machine Learning · Computer Science 2013-01-18 Sanjoy Dasgupta

Compressive covariance estimation has arisen as a class of techniques whose aim is to obtain second-order statistics of stochastic processes from compressive measurements. Recently, these methods have been used in various image processing…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Jonathan Monsalve , Juan Ramirez , Iñaki Esnaola , Henry Arguello