Related papers: Completion Problems and Sparsity for Kemeny's Cons…
Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing…
The NP-hard Minimum Common String Partition problem asks whether two strings $x$ and $y$ can each be partitioned into at most $k$ substrings, called blocks, such that both partitions use exactly the same blocks in a different order. We…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
The central problem in this work is to compute a ranking of a set of elements which is "closest to" a given set of input rankings of the elements. We define "closest to" in an established way as having the minimum sum of Kendall-Tau…
In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…
Matrix completion results deal with the question of when a partially specified symmetric matrix can be completed to a member of certain matrix cones. Results from positive semidefinite matrix completion and completely positive matrix…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…
In recent years, sparse principal component analysis has emerged as an extremely popular dimension reduction technique for high-dimensional data. The theoretical challenge, in the simplest case, is to estimate the leading eigenvector of a…
We consider the symmetric Toeplitz matrix completion problem, whose matrix under consideration possesses specific row and column structures. This problem, which has wide application in diverse areas, is well-known to be computationally…
A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure…
This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…
Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…
There are many significant applied contexts that require the solution of discontinuous optimization problems in finite dimensions. Yet these problems are very difficult, both computationally and analytically. With the functions being…
Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…
We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for…
We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
This paper studies the hierarchy of sparse matrix Moment-SOS relaxations for solving sparse polynomial optimization problems with matrix constraints. First, we prove a sufficient and necessary condition for the sparse hierarchy to be tight.…