Related papers: Robust recovery for stochastic block models

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…

We study the convergence properties of the VR-PCA algorithm introduced by \cite{shamir2015stochastic} for fast computation of leading singular vectors. We prove several new results, including a formal analysis of a block version of the…

In this paper, we employ fixed point theory and semidefinite programming to compute the performance bounds on convex block-sparsity recovery algorithms. As a prerequisite for optimal sensing matrix design, a computable performance bound…

We study the inference of communities in stochastic block models with a growing number of communities. For block models with $n$ vertices and a fixed number of communities $q$, it was predicted in Decelle et al. (2011) that there are…

As predictive models are increasingly being deployed in high-stakes decision making (e.g., loan approvals), there has been growing interest in post hoc techniques which provide recourse to affected individuals. These techniques generate…

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

We consider robust resource allocation of services in Clouds. More specifically, we consider the case of a large public or private Cloud platform that runs a relatively small set of large and independent services. These services are…

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…

In this paper, we obtain new results on the weak and strong consistency of the maximum and integrated conditional likelihood estimators for the community detection problem in the Stochastic Block Model with $k$ communities and unknown…

We design algorithms for Robust Principal Component Analysis (RPCA) which consists in decomposing a matrix into the sum of a low rank matrix and a sparse matrix. We propose a deep unrolled algorithm based on an accelerated alternating…

Distributionally robust optimization (DRO) is a widely-used approach to learn models that are robust against distribution shift. Compared with the standard optimization setting, the objective function in DRO is more difficult to optimize,…

Finding robust solutions of an optimization problem is an important issue in practice, and various concepts on how to define the robustness of a solution have been suggested. The idea of recoverable robustness requires that a solution can…

Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a system of many distributed grid-level storage devices.…

When synthesizing multi-source high-dimensional data, a key objective is to extract low-dimensional representations that effectively approximate the original features across different sources. Such representations facilitate the discovery…

Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…