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Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…

Machine Learning · Statistics 2024-01-30 Szabolcs Szentpéteri , Balázs Csanád Csáji

Let A be an n by m matrix with m>n, and suppose that the underdetermined linear system As=x admits a sparse solution s0 for which ||s0||_0 < 1/2 spark(A). Such a sparse solution is unique due to a well-known uniqueness theorem. Suppose now…

Information Theory · Computer Science 2016-11-17 Massoud Babaie-Zadeh , Christian Jutten , Hosein Mohimani

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

Given a large data matrix $A\in\mathbb{R}^{n\times n}$, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution $A_{ij}\sim P_0$, or instead $A$ contains a principal submatrix $A_{{\sf…

Computational Complexity · Computer Science 2015-02-24 Yash Deshpande , Andrea Montanari

We present a novel approach to non-convex optimization with certificates, which handles smooth functions on the hypercube or on the torus. Unlike traditional methods that rely on algebraic properties, our algorithm exploits the regularity…

Optimization and Control · Mathematics 2023-12-21 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

Statistics Theory · Mathematics 2016-04-27 Yash Deshpande , Andrea Montanari

Superresolution theory and techniques seek to recover signals from samples in the presence of blur and noise. Discrete image registration can be an approach to fuse information from different sets of samples of the same signal. Quantization…

Computer Vision and Pattern Recognition · Computer Science 2024-12-16 Serap A. Savari

We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise. It includes $s$-sparse and $r$-low-rank least-squares regression when a fraction $\epsilon$ of the labels are…

Statistics Theory · Mathematics 2023-11-01 Philip Thompson

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

This paper presents efficient distributed algorithms for a number of fundamental problems in the area of graph sparsification: We provide the first deterministic distributed algorithm that computes an ultra-sparse spanner in…

Data Structures and Algorithms · Computer Science 2022-09-26 Marcel Bezdrighin , Michael Elkin , Mohsen Ghaffari , Christoph Grunau , Bernhard Haeupler , Saeed Ilchi , Václav Rozhoň

It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…

Machine Learning · Statistics 2024-03-06 Manfred K. Warmuth , Wojciech Kotłowski , Matt Jones , Ehsan Amid

We give new rounding schemes for SDP relaxations for the problems of maximizing cubic polynomials over the unit sphere and the $n$-dimensional hypercube. In both cases, the resulting algorithms yield a $O(\sqrt{n/k})$ multiplicative…

Data Structures and Algorithms · Computer Science 2023-10-03 Jun-Ting Hsieh , Pravesh K. Kothari , Lucas Pesenti , Luca Trevisan

Here, we give an algorithm for deciding if the nonnegative rank of a matrix $M$ of dimension $m \times n$ is at most $r$ which runs in time $(nm)^{O(r^2)}$. This is the first exact algorithm that runs in time singly-exponential in $r$. This…

Data Structures and Algorithms · Computer Science 2012-05-02 Ankur Moitra

This paper is concerned with certifying that a given point is near an exact root of an overdetermined or singular polynomial system with rational coefficients. The difficulty lies in the fact that consistency of overdetermined systems is…

Symbolic Computation · Computer Science 2014-08-13 Tulay Ayyildiz Akoglu , Jonathan D. Hauenstein , Agnes Szanto

The behavior of the leading singular values and vectors of noisy low-rank matrices is fundamental to many statistical and scientific problems. Theoretical understanding currently derives from asymptotic analysis under one of two regimes:…

Statistics Theory · Mathematics 2023-08-03 Michael J. Feldman

Satisfiability Modulo Theory (SMT) solvers and equality saturation engines must generate proof certificates from e-graph-based congruence closure procedures to enable verification and conflict clause generation. Smaller proof certificates…

Programming Languages · Computer Science 2022-09-09 Oliver Flatt , Samuel Coward , Max Willsey , Zachary Tatlock , Pavel Panchekha

We develop a unified approach to bounding the largest and smallest singular values of an inhomogeneous random rectangular matrix, based on the non-backtracking operator and the Ihara-Bass formula for general random Hermitian matrices with a…

Probability · Mathematics 2024-12-13 Ioana Dumitriu , Yizhe Zhu

We consider fast algorithms for monotone submodular maximization with a general matroid constraint. We present a randomized $(1 - 1/e - \epsilon)$-approximation algorithm that requires $\tilde{O}_{\epsilon}(\sqrt{r} n)$ independence oracle…

Data Structures and Algorithms · Computer Science 2024-05-02 Yusuke Kobayashi , Tatsuya Terao

Fingerprinting arguments, first introduced by Bun, Ullman, and Vadhan (STOC 2014), are the most widely used method for establishing lower bounds on the sample complexity or error of approximately differentially private (DP) algorithms.…

Cryptography and Security · Computer Science 2024-07-08 Naty Peter , Eliad Tsfadia , Jonathan Ullman

This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…

Optimization and Control · Mathematics 2023-03-31 Jared Miller , Tianyu Dai , Mario Sznaier