English
Related papers

Related papers: Uncertainty Quantification For Low-Rank Matrix Com…

200 papers

This paper studies the stability of low-rank implicit regularization in perturbed deep matrix factorization, where the target matrix is corrupted by a noise matrix. We first derive sufficient spectral conditions under which gradient descent…

Optimization and Control · Mathematics 2026-05-28 Jingzhe Wang , Hung-Hsu Chou

Factorization of matrices where the rank of the two factors diverges linearly with their sizes has many applications in diverse areas such as unsupervised representation learning, dictionary learning or sparse coding. We consider a setting…

Disordered Systems and Neural Networks · Physics 2022-08-11 Antoine Maillard , Florent Krzakala , Marc Mézard , Lenka Zdeborová

We consider a model of an electric circuit, where differential algebraic equations for a circuit part are coupled to partial differential equations for an electromagnetic field part. An uncertainty quantification is performed by changing…

Numerical Analysis · Mathematics 2019-03-11 Roland Pulch , Sebastian Schöps

Performing low-rank matrix completion with sensitive user data calls for privacy-preserving approaches. In this work, we propose a novel noise addition mechanism for preserving differential privacy where the noise distribution is inspired…

Cryptography and Security · Computer Science 2022-06-17 R Adithya Gowtham , Gokularam M , Thulasi Tholeti , Sheetal Kalyani

In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is…

Machine Learning · Statistics 2016-08-08 Gilles Blanchard , Marek Flaska , Gregory Handy , Sara Pozzi , Clayton Scott

We consider the problem of estimating the covariance matrix of a random signal observed through unknown translations (modeled by cyclic shifts) and corrupted by noise. Solving this problem allows to discover low-rank structures masked by…

Statistics Theory · Mathematics 2020-11-11 Boris Landa , Yoel Shkolnisky

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

Pairwise human-preference platforms such as Chatbot Arena have become central to large language model (LLM) evaluation, yet reliable task-specific ranking remains challenging. Global leaderboards mask task heterogeneity, while ranking each…

Methodology · Statistics 2026-05-29 Jiachun Li , David Simchi-Levi , Will Wei Sun

In this paper we study the problem of reconstruction of a low-rank matrix observed with additive Gaussian noise. First we show that under mild assumptions (about the prior distribution of the signal matrix) we can restrict our attention to…

Methodology · Statistics 2010-07-26 Andrey Shabalin , Andrew Nobel

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…

Machine Learning · Statistics 2017-04-26 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

Multiagent Systems · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

Statistics Theory · Mathematics 2023-01-04 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…

Instrumentation and Methods for Astrophysics · Physics 2023-11-27 Lorenzo Rimoldini

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

We consider the problem of estimating the factors of a low-rank $n \times d$ matrix, when this is corrupted by additive Gaussian noise. A special example of our setting corresponds to clustering mixtures of Gaussians with equal (known)…

Statistics Theory · Mathematics 2022-11-02 Andrea Montanari , Yuchen Wu

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li