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We consider the problem of learning a coefficient vector x_0\in R^N from noisy linear observation y=Ax_0+w \in R^n. In many contexts (ranging from model selection to image processing) it is desirable to construct a sparse estimator x'. In…

Statistics Theory · Mathematics 2015-12-16 Mohsen Bayati , Andrea Montanari

Over the past few years, trace regression models have received considerable attention in the context of matrix completion, quantum state tomography, and compressed sensing. Estimation of the underlying matrix from regularization-based…

Machine Learning · Statistics 2015-04-24 Martin Slawski , Ping Li , Matthias Hein

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

Despite the importance of denoising in modern machine learning and ample empirical work on supervised denoising, its theoretical understanding is still relatively scarce. One concern about studying supervised denoising is that one might not…

Machine Learning · Computer Science 2024-03-18 Chinmaya Kausik , Kashvi Srivastava , Rishi Sonthalia

This paper focuses on recovering an unknown vector $\beta$ from the noisy data $Y=X\beta +\sigma\xi$, where $X$ is a known $n\times p$-matrix, $\xi $ is a standard white Gaussian noise, and $\sigma$ is an unknown noise level. In order to…

Statistics Theory · Mathematics 2011-12-30 Yuri Golubev

Random and structured noise both affect seismic data, hiding the reflections of interest (primaries) that carry meaningful geophysical interpretation. When the structured noise is composed of multiple reflections, its adaptive cancellation…

Geophysics · Physics 2014-06-19 Mai Quyen Pham , Caroline Chaux , Laurent Duval , Jean-Christophe Pesquet

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Information Theory · Computer Science 2021-05-10 Minoh Jeong , Alex Dytso , Martina Cardone

A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…

Statistics Theory · Mathematics 2025-05-30 Ronald DeVore , Robert D. Nowak , Rahul Parhi , Guergana Petrova , Jonathan W. Siegel

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

We present a method for supervised learning of sparsity-promoting regularizers for image denoising. Sparsity-promoting regularization is a key ingredient in solving modern image reconstruction problems; however, the operators underlying…

Image and Video Processing · Electrical Eng. & Systems 2020-06-11 Michael T. McCann , Saiprasad Ravishankar

Deep neural networks are widely used prediction algorithms whose performance often improves as the number of weights increases, leading to over-parametrization. We consider a two-layered neural network whose first layer is frozen while the…

Machine Learning · Computer Science 2023-04-10 Roman Worschech , Bernd Rosenow

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

We consider a polynomial reconstruction of smooth functions from their noisy values at discrete nodes on the unit sphere by a variant of the regularized least-squares method of An et al., SIAM J. Numer. Anal. 50 (2012), 1513--1534. As nodes…

Numerical Analysis · Mathematics 2015-01-12 Sergei. V. Pereverzyev , Ian. H. Sloan , Pavlo Tkachenko

We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…

Machine Learning · Statistics 2015-02-25 Sonia Bhaskar , Adel Javanmard

This paper is motivated by an open problem around deep networks, namely, the apparent absence of over-fitting despite large over-parametrization which allows perfect fitting of the training data. In this paper, we analyze this phenomenon in…

Machine Learning · Computer Science 2019-08-28 Hrushikesh Mhaskar , Tomaso Poggio

We present a representation learning method that learns features at multiple different levels of scale. Working within the unsupervised framework of denoising autoencoders, we observe that when the input is heavily corrupted during…

Machine Learning · Computer Science 2015-04-14 Krzysztof J. Geras , Charles Sutton

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

In supervised learning, it is known that overparameterized neural networks with one hidden layer provably and efficiently learn and generalize, when trained using stochastic gradient descent with a sufficiently small learning rate and…

Machine Learning · Computer Science 2022-03-24 Kulin Shah , Amit Deshpande , Navin Goyal