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Our focus is on robust recovery algorithms in statistical linear inverse problem. We consider two recovery routines - the much studied linear estimate originating from Kuks and Olman [42] and polyhedral estimate introduced in [37]. It was…

Statistics Theory · Mathematics 2023-09-14 Yannis Bekri , Anatoli Juditsky , Arkadi Nemirovski

The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

Machine Learning · Computer Science 2023-03-03 Lingxiao Li , Noam Aigerman , Vladimir G. Kim , Jiajin Li , Kristjan Greenewald , Mikhail Yurochkin , Justin Solomon

The minimisation problem of a sum of unary and pairwise functions of discrete variables is a general NP-hard problem with wide applications such as computing MAP configurations in Markov Random Fields (MRF), minimising Gibbs energy, or…

Computational Complexity · Computer Science 2014-01-24 Martin C. Cooper , Stanislav Živný

Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Rodrigo A. Lobos , Javier Salazar Cavazos , Raj Rao Nadakuditi , Jeffrey A. Fessler

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

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

Super-resolution is generally referred to as the task of recovering fine details from coarse information. Motivated by applications such as single-molecule imaging, radar imaging, etc., we consider parameter estimation of complex…

Information Theory · Computer Science 2016-08-10 Dehui Yang , Gongguo Tang , Michael B. Wakin

In this paper, we investigate in a unified way the structural properties of solutions to inverse problems. These solutions are regularized by the generic class of semi-norms defined as a decomposable norm composed with a linear operator,…

Information Theory · Computer Science 2013-05-22 M. J. Fadili , G. Peyré , S. Vaiter , C. Deledalle , J. Salmon

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one…

Information Theory · Computer Science 2020-10-26 Felix Krahmer , Christian Kümmerle , Oleh Melnyk

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…

Numerical Analysis · Mathematics 2017-05-10 Simone Brugiapaglia , Ben Adcock , Richard K. Archibald

We develop an efficient algorithm for weak recovery in a robust version of the stochastic block model. The algorithm matches the statistical guarantees of the best known algorithms for the vanilla version of the stochastic block model. In…

Machine Learning · Computer Science 2021-11-17 Jingqiu Ding , Tommaso d'Orsi , Rajai Nasser , David Steurer

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sharp minimum concept from convex programming to equilibrium…

Optimization and Control · Mathematics 2024-01-15 Ruyu Wang , Wenling Zhao , Daojin Song , Yaozhong Hu

This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based…

Machine Learning · Computer Science 2019-07-22 Canyi Lu , Pan Zhou

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang