Related papers: Theoretical Guarantees for the Subspace-Constraine…
Estimating a high-dimensional sparse covariance matrix from a limited number of samples is a fundamental problem in contemporary data analysis. Most proposals to date, however, are not robust to outliers or heavy tails. Towards bridging…
We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…
Consider the problem of simultaneous estimation and support recovery of the coefficient vector in a linear data model with additive Gaussian noise. We study the problem of estimating the model coefficients based on a recently proposed…
Accurate estimation of Intrinsic Dimensionality (ID) is of crucial importance in many data mining and machine learning tasks, including dimensionality reduction, outlier detection, similarity search and subspace clustering. However, since…
Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we…
In this paper, we propose a novel sparse signal recovery algorithm called Trainable ISTA (TISTA). The proposed algorithm consists of two estimation units such as a linear estimation unit and a minimum mean squared error (MMSE)…
We propose a new iterative greedy algorithm for reconstructions of sparse signals with or without noisy perturbations in compressed sensing. The proposed algorithm, called \emph{subspace thresholding pursuit} (STP) in this paper, is a…
A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…
We consider the \textit{phase retrieval} problem of recovering a sparse signal $\mathbf{x}$ in $\mathbb{R}^d$ from intensity-only measurements in dimension $d \geq 2$. Phase retrieval can be equivalently formulated as the problem of…
Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…
In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…
We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…
Geometric perception problems are fundamental tasks in robotics and computer vision. In real-world applications, they often encounter the inevitable issue of outliers, preventing traditional algorithms from making correct estimates. In this…
Target speaker extraction (TSE) aims to recover a target speaker's speech from a mixture using a reference utterance as a cue. Most TSE systems adopt conditional auto-encoder architectures with one-step inference. Inspired by test-time…
In constrained stochastic optimization, one naturally expects that imposing a stricter feasible set does not increase the statistical risk of an estimator defined by projection onto that set. In this paper, we show that this intuition can…
We address the problem of recovering a sparse $n$-vector within a given subspace. This problem is a subtask of some approaches to dictionary learning and sparse principal component analysis. Hence, if we can prove scaling laws for recovery…
Lower dimensional signal representation schemes frequently assume that the signal of interest lies in a single vector space. In the context of the recently developed theory of compressive sensing (CS), it is often assumed that the signal of…
We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…
High-dimensional data are ubiquitous in contemporary science and finding methods to compress them is one of the primary goals of machine learning. Given a dataset lying in a high-dimensional space (in principle hundreds to several thousands…
In compressed sensing, one wishes to acquire an approximately sparse high-dimensional signal $x\in\mathbb{R}^n$ via $m\ll n$ noisy linear measurements, then later approximately recover $x$ given only those measurement outcomes. Various…