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Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…
This work concerns noise reduction for one-dimensional spectra in the case that the signal is corrupted by an additive white noise. The proposed method starts with mapping the noisy spectrum to a partial circulant matrix. In virtue of…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…
In this manuscript, we analyze the sparse signal recovery (compressive sensing) problem from the perspective of convex optimization by stochastic proximal gradient descent. This view allows us to significantly simplify the recovery analysis…
Tensor Factor Models (TFM) are appealing dimension reduction tools for high-order large-dimensional tensor time series, and have wide applications in economics, finance and medical imaging. In this paper, we propose a projection estimator…
Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…
We propose a block coordinate descent type algorithm for estimating the rank of a given tensor. In addition, the algorithm provides the canonical polyadic decomposition of a tensor. In order to estimate the tensor rank we use sparse…
For music indexing robust to sound degradations and scalable for big music catalogs, this scientific report presents an approach based on audio descriptors relevant to the music content and invariant to sound transformations (noise…
The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…
Low-rank tensor estimation offers a powerful approach to addressing high-dimensional data challenges and can substantially improve solutions to ill-posed inverse problems, such as image reconstruction under noisy or undersampled conditions.…
Damped sinusoidal oscillations are widely observed in many physical systems, and their analysis provides access to underlying physical properties. However, parameter estimation becomes difficult when the signal decays rapidly, multiple…
We exhibit a probabilistic symbolic algorithm for solving zero-dimensional sparse systems. Our algorithm combines a symbolic homotopy procedure, based on a flat deformation of a certain morphism of affine varieties, with the polyhedral…
Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…
We analyze a distinctive mechanism for inflation in which particle production slows down a scalar field on a steep potential, and show how it descends from angular moduli in string compactifications. The analysis of density perturbations --…
High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…
The decomposition of a stochastic time series into three component series representing a dual signal - namely, the mean and dispersion - while isolating noise is presented. The decomposition is performed by applying machine learning…
We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…
We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…
We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…
Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…