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In this paper we study the problem of model reduction of linear network systems. We aim at computing a reduced order stable approximation of the network with the same topology and optimal w.r.t. H2 norm error approximation. Our approach is…

Optimization and Control · Mathematics 2019-05-21 I. Necoara , T. C. Ionescu

Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…

Optimization and Control · Mathematics 2018-01-19 Koulik Khamaru , Rahul Mazumder

Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as…

Statistics Theory · Mathematics 2016-02-08 Siamak Ravanbakhsh , Barnabas Poczos , Russell Greiner

This study aims to solve the over-reliance on the rank estimation strategy in the standard tensor factorization-based tensor recovery and the problem of a large computational cost in the standard t-SVD-based tensor recovery. To this end, we…

Machine Learning · Computer Science 2023-05-22 Jingjing Zheng , Wenzhe Wang , Xiaoqin Zhang , Xianta Jiang

Composite systems are large complex systems con- sisting of interconnected agents (subsystems). Agents in a com- posite system interact with each other towards performing an in- tended goal. Controllability is essential to achieve desired…

Optimization and Control · Mathematics 2018-10-18 Shana Moothedath , Prasanna Chaporkar , Aishwary Joshi

Low-rank signal modeling has been widely leveraged to capture non-local correlation in image processing applications. We propose a new method that employs low-rank tensor factor analysis for tensors generated by grouped image patches. The…

Computer Vision and Pattern Recognition · Computer Science 2018-03-20 Xinyuan Zhang , Xin Yuan , Lawrence Carin

This paper introduces a matrix quantile factor model for matrix-valued data with low-rank structure. We estimate the row and column factor spaces via minimizing the empirical check loss function with orthogonal rotation constraints. We show…

Methodology · Statistics 2024-08-21 Xin-Bing Kong , Yong-Xin Liu , Long Yu , Peng Zhao

Adaptive algorithms based on sample matrix inversion belong to an important class of algorithms used in radar target detection to overcome prior uncertainty of interference covariance. Sample matrix inversion problem is generally ill…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Boris N. Oreshkin , Peter A. Bakulev

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

Matrix factorization is an important representation learning algorithm, e.g., recommender systems, where a large matrix can be factorized into the product of two low dimensional matrices termed as latent representations. This paper…

Information Theory · Computer Science 2021-05-11 Siyuan Wang , Qifa Yan , Jingjing Zhang , Jianping Wang , Linqi Song

This paper aims to develop new and fast algorithms for recovering a sparse vector from a small number of measurements, which is a fundamental problem in the field of compressive sensing (CS). Currently, CS favors incoherent systems, in…

Optimization and Control · Mathematics 2017-05-18 Yifei Lou , Ming Yan

We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…

Optimization and Control · Mathematics 2012-10-10 Minghui Zhu , Sonia Martinez

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to deal with the computational challenges of principal component…

Econometrics · Economics 2021-03-05 Iván Fernández-Val , Hugo Freeman , Martin Weidner

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich

We address the problem of minimal actuator placement in linear systems so that the volume of the set of states reachable with one unit or less of input energy is lower bounded by a desired value. First, following the recent work of…

Optimization and Control · Mathematics 2016-12-30 V. Tzoumas , M. A. Rahimian , G. J. Pappas , A. Jadbabaie

This paper explores the problem of clustering ensemble, which aims to combine multiple base clusterings to produce better performance than that of the individual one. The existing clustering ensemble methods generally construct a…

Machine Learning · Computer Science 2020-12-17 Yuheng Jia , Hui Liu , Junhui Hou , Qingfu Zhang

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson
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