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This paper studies the covariance matrix estimation for high-dimensional time series within a new framework that combines low-rank factor and latent variable-specific cluster structures. The popular methods based on assuming the sparse…

Methodology · Statistics 2025-02-25 Dong Li , Xinghao Qiao , Cheng Yu

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…

Methodology · Statistics 2022-03-07 Thilo Welz , Wolfgang Viechtbauer , Markus Pauly

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

Low-rank matrix is desired in many machine learning and computer vision problems. Most of the recent studies use the nuclear norm as a convex surrogate of the rank operator. However, all singular values are simply added together by the…

Computer Vision and Pattern Recognition · Computer Science 2015-07-07 Zhao Kang , Chong Peng , Jie Cheng , Qiang Chen

Motivated by multi-task and meta-learning approaches, we consider the problem of learning structure shared by tasks or users, such as shared low-rank representations or clustered structures. While all previous works focus on well-specified…

Machine Learning · Computer Science 2025-02-14 Mathieu Even , Laurent Massoulié

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure. Each block cluster is characterized by its own row and…

Methodology · Statistics 2025-02-11 Yong He , Xiaoyang Ma , Xingheng Wang , Yalin Wang

The problem of variable clustering is that of grouping similar components of a $p$-dimensional vector $X=(X_{1},\ldots,X_{p})$, and estimating these groups from $n$ independent copies of $X$. When cluster similarity is defined via…

Statistics Theory · Mathematics 2016-06-17 Florentina Bunea , Christophe Giraud , Martin Royer , Nicolas Verzelen

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

We propose a symmetric low-rank representation (SLRR) method for subspace clustering, which assumes that a data set is approximately drawn from the union of multiple subspaces. The proposed technique can reveal the membership of multiple…

Computer Vision and Pattern Recognition · Computer Science 2015-11-24 Jie Chen , Haixian Zhang , Hua Mao , Yongsheng Sang , Zhang Yi

Clustering has long been a popular unsupervised learning approach to identify groups of similar objects and discover patterns from unlabeled data in many applications. Yet, coming up with meaningful interpretations of the estimated clusters…

Methodology · Statistics 2020-05-26 Minjie Wang , Tianyi Yao , Genevera I. Allen

A novel clustering technique based on the projection onto convex set (POCS) method, called POCS-based clustering algorithm, is proposed in this paper. The proposed POCS-based clustering algorithm exploits a parallel projection method of…

Machine Learning · Computer Science 2023-03-24 Le-Anh Tran , Henock M. Deberneh , Truong-Dong Do , Thanh-Dat Nguyen , My-Ha Le , Dong-Chul Park

Multi-view clustering has attracted broad attention due to its capacity to utilize consistent and complementary information among views. Although tremendous progress has been made recently, most existing methods undergo high complexity,…

Machine Learning · Computer Science 2023-06-28 Xinhang Wan , Jiyuan Liu , Xinwang Liu , Siwei Wang , Yi Wen , Tianjiao Wan , Li Shen , En Zhu

This paper considers a canonical clustering problem where one receives unlabeled samples drawn from a balanced mixture of two elliptical distributions and aims for a classifier to estimate the labels. Many popular methods including PCA and…

Machine Learning · Statistics 2021-11-30 Kaizheng Wang , Yuling Yan , Mateo Díaz

In longitudinal data analysis, observation points of repeated measurements over time often vary among subjects except in well-designed experimental studies. Additionally, measurements for each subject are typically obtained at only a few…

Methodology · Statistics 2024-11-14 Michio Yamamoto , Yoshikazu Terada

We study the large sample behavior of a convex clustering framework, which minimizes the sample within cluster sum of squares under an~$\ell_1$ fusion constraint on the cluster centroids. This recently proposed approach has been gaining in…

Methodology · Statistics 2016-12-30 Peter Radchenko , Gourab Mukherjee

In many applications of X-ray computed tomography, an unsupervised segmentation of the reconstructed 3D volumes forms an important step in the image processing chain for further investigation of the digitized object. Therefore, the goal is…

Computer Vision and Pattern Recognition · Computer Science 2023-03-09 Thomas Lang

In this letter, we propose a novel semi-supervised subspace clustering method, which is able to simultaneously augment the initial supervisory information and construct a discriminative affinity matrix. By representing the limited amount of…

Computer Vision and Pattern Recognition · Computer Science 2023-01-05 Yuheng Jia , Guanxing Lu , Hui Liu , Junhui Hou