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In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…

Machine Learning · Statistics 2021-06-11 Jiayi Wang , Raymond K. W. Wong , Xiaojun Mao , Kwun Chuen Gary Chan

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…

Signal Processing · Electrical Eng. & Systems 2021-10-15 Michael Koller , Wolfgang Utschick

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…

Systems and Control · Electrical Eng. & Systems 2024-05-30 Ross Drummond , Chris Guiver , Matthew C. Turner

We propose a method to improve the efficiency and accuracy of amortized Bayesian inference by leveraging universal symmetries in the joint probabilistic model of parameters and data. In a nutshell, we invert Bayes' theorem and estimate the…

Machine Learning · Computer Science 2024-07-24 Marvin Schmitt , Desi R. Ivanova , Daniel Habermann , Ullrich Köthe , Paul-Christian Bürkner , Stefan T. Radev

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

Multichannel frequency estimation with incomplete data and miscellaneous noises arises in array signal processing, modal analysis, wireless communications, and so on. In this paper, we consider maximum-likelihood(-like) optimization methods…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Xunmeng Wu , Zai Yang , Zongben Xu

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

We consider designing a robust structured sparse sensing matrix consisting of a sparse matrix with a few non-zero entries per row and a dense base matrix for capturing signals efficiently We design the robust structured sparse sensing…

Signal Processing · Electrical Eng. & Systems 2019-02-06 Tao Hong , Xiao Li , Zhihui Zhu , Qiuwei Li

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

Estimating a covariance matrix is central to high-dimensional data analysis. Empirical analyses of high-dimensional biomedical data, including genomics, proteomics, microbiome, and neuroimaging, among others, consistently reveal strong…

Methodology · Statistics 2024-12-05 Yifan Yang , Chixiang Chen , Shuo Chen

The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Artificial Intelligence · Computer Science 2010-04-13 Ameet Talwalkar , Afshin Rostamizadeh

We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…

Machine Learning · Statistics 2020-05-27 Daqian Sun , Martin T. Wells

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Augusto Aubry , Prabhu Babu , Antonio De Maio , Rikhabchand Jyothi

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…

Machine Learning · Statistics 2014-01-13 Charanpal Dhanjal , Romaric Gaudel , Stéphan Clémençon

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Machine Learning · Computer Science 2014-08-12 Ameet Talwalkar , Afshin Rostamizadeh