Related papers: GraphIT: Iterative reweighted $\ell_1$ algorithm f…
It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…
The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…
Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…
Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…
Over the past few years, research on deep graph learning has shifted from static graphs to temporal graphs in response to real-world complex systems that exhibit dynamic behaviors. In practice, temporal graphs are formalized as an ordered…
Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statistical inference in high dimension, sparsity inducing…
We study the robust one-bit compressed sensing problem whose goal is to design an algorithm that faithfully recovers any sparse target vector $\theta_0\in\mathbb{R}^d$ \textit{uniformly} via $m$ quantized noisy measurements. Specifically,…
In this paper, we propose two new algorithms for maximum-likelihood estimation (MLE) of high dimensional sparse covariance matrices. Unlike most of the state of-the-art methods, which either use regularization techniques or penalize the…
Image classification is a challenging problem for computer in reality. Large numbers of methods can achieve satisfying performances with sufficient labeled images. However, labeled images are still highly limited for certain image…
Simultaneous Localization and Mapping (SLAM) is an essential component of autonomous robotic applications and self-driving vehicles, enabling them to understand and operate in their environment. Many SLAM systems have been proposed in the…
Sharpness-aware minimization (SAM) has received increasing attention in computer vision since it can effectively eliminate the sharp local minima from the training trajectory and mitigate generalization degradation. However, SAM requires…
We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…
Sharpness-aware minimization (SAM) seeks the minima with a flat loss landscape to improve the generalization performance in machine learning tasks, including fine-tuning. However, its extra parameter perturbation step doubles the…
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…
Graph Neural Networks (GNNs) have evolved to understand graph structures through recursive exchanges and aggregations among nodes. To enhance robustness, self-supervised learning (SSL) has become a vital tool for data augmentation.…
Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
Graphs are an intuitive way to represent relationships between variables in fields such as finance and neuroscience. However, these graphs often need to be inferred from data. In this paper, we propose a novel framework to infer a latent…
The multivariate regression interpretation of the Gaussian chain graph model simultaneously parametrizes (i) the direct effects of $p$ predictors on $q$ outcomes and (ii) the residual partial covariances between pairs of outcomes. We…
A common way of partitioning graphs is through minimum cuts. One drawback of classical minimum cut methods is that they tend to produce small groups, which is why more balanced variants such as normalized and ratio cuts have seen more…