Related papers: A re-examination to the SCoTLASS problems for SPCA…
The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…
Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…
Service systems are labor intensive due to the large variation in the tasks required to address service requests from multiple customers. Aligning the staffing levels to the forecasted workloads adaptively in such systems is nontrivial…
Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…
The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…
In this paper, we propose a general framework to design {efficient} polynomial time approximation schemes (EPTAS) for fundamental stochastic combinatorial optimization problems. Given an error parameter $\epsilon>0$, such algorithmic…
Sparse Principal Component Analysis (sPCA) is a popular matrix factorization approach based on Principal Component Analysis (PCA) that combines variance maximization and sparsity with the ultimate goal of improving data interpretation. When…
In this paper we propose and analyze an algorithm for identifying spectral gaps of a real symmetric matrix $A$ by simultaneously approximating the traces of spectral projectors associated with multiple different spectral slices. Our method…
In this work, we study the online robust principal components' analysis (RPCA) problem. In recent work, RPCA has been defined as a problem of separating a low-rank matrix (true data), $L$, and a sparse matrix (outliers), $S$, from their…
We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted…
We consider the problem of object recognition with a large number of classes. In order to overcome the low amount of labeled examples available in this setting, we introduce a new feature learning and extraction procedure based on a factor…
We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…
There is an increasing need in solving high-dimensional optimization problems under non-deterministic environment. The simultaneous perturbation stochastic approximation (SPSA) algorithm has recently attracted considerable attention for…
Stochastic principal component analysis (SPCA) has become a popular dimensionality reduction strategy for large, high-dimensional datasets. We derive a simplified algorithm, called Lazy SPCA, which has reduced computational complexity and…
In this paper we propose a methodology to accelerate the resolution of the so-called "Sorted L-One Penalized Estimation" (SLOPE) problem. Our method leverages the concept of "safe screening", well-studied in the literature for…
In this work, we explore the problems of detecting the number of narrow-band, far-field targets and estimating their corresponding directions from single snapshot measurements. The principles of sparse signal recovery (SSR) are used for the…
In this paper, we propose a novel sparse coding and counting method under Bayesian framwork for visual tracking. In contrast to existing methods, the proposed method employs the combination of L0 and L1 norm to regularize the linear…
The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…
This work develops a sparse and outlier-insensitive method to fit a one-dimensional subspace that can be used as a replacement for eigenvector methods such as principal component analysis (PCA). The method is insensitive to outlier…
We study Sparse Multiple Kernel Learning (SMKL), which is the problem of selecting a sparse convex combination of prespecified kernels for support vector binary classification. Unlike prevailing l1 regularized approaches that approximate a…