Related papers: Projectively and weakly simultaneously diagonaliza…
The sum-rank metric naturally extends both the Hamming and rank metrics in coding theory over fields. It measures the error-correcting capability of codes in multishot matrix-multiplicative channels (e.g. linear network coding or the…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
Mean-squared-error (MSE) is one of the most widely used performance metrics for the designs and analysis of multi-input-multiple-output (MIMO) communications. Weighted MSE minimization, a more general formulation of MSE minimization, plays…
In this paper we present two strategies to enable "parallelization across the method" for spectral deferred corrections (SDC). Using standard low-order time-stepping methods in an iterative fashion, SDC can be seen as preconditioned Picard…
The state-of-the-art deep neural networks (DNNs) have significant computational and data management requirements. The size of both training data and models continue to increase. Sparsification and pruning methods are shown to be effective…
This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…
Chordal and factor-width decomposition methods for semidefinite programming and polynomial optimization have recently enabled the analysis and control of large-scale linear systems and medium-scale nonlinear systems. Chordal decomposition…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
We consider the problem of decomposing a large covariance matrix into the sum of a low-rank matrix and a diagonally dominant matrix, and we call this problem the "Diagonally-Dominant Principal Component Analysis (DD-PCA)". DD-PCA is an…
This paper addresses the development of analytical tools for the computation of the moments of random Gram matrices with one side correlation. Such a question is mainly driven by applications in signal processing and wireless communications…
This note presents a summary and review of various conditions and characterizations for matrix stability (in particular diagonal matrix stability) and matrix stabilizability.
Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…
One of the common challenges faced by researchers in recent data analysis is missing values. In the context of penalized linear regression, which has been extensively explored over several decades, missing values introduce bias and yield a…
Recent development in compressed sensing (CS) has revealed that the use of a special design of measurement matrix, namely the spatially-coupled matrix, can achieve the information-theoretic limit of CS. In this paper, we consider the…
Existing disambiguation strategies for partial structured output learning just cannot generalize well to solve the problem that there are some candidates which can be false positive or similar to the ground-truth label. In this paper, we…
In this work, we study the positive definiteness (PDness) problem in covariance matrix estimation. For high dimensional data, many regularized estimators are proposed under structural assumptions on the true covariance matrix including…
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…
Dantzig Selector (DS) is widely used in compressed sensing and sparse learning for feature selection and sparse signal recovery. Since the DS formulation is essentially a linear programming optimization, many existing linear programming…
In nonadaptive group testing, the main research objective is to design an efficient algorithm to identify a set of up to $t$ positive elements among $n$ samples with as few tests as possible. Disjunct matrices and separable matrices are two…
Covariance matrix tapers have a long history in signal processing and related fields. Examples of applications include autoregressive models (promoting a banded structure) or beamforming (widening the spectral null width associated with an…