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Recovering matrices from compressive and grossly corrupted observations is a fundamental problem in robust statistics, with rich applications in computer vision and machine learning. In theory, under certain conditions, this problem can be…

Optimization and Control · Mathematics 2017-05-31 Cun Mu , Yuqian Zhang , John Wright , Donald Goldfarb

We address the problem of solving mixed random linear equations. We have unlabeled observations coming from multiple linear regressions, and each observation corresponds to exactly one of the regression models. The goal is to learn the…

Machine Learning · Statistics 2020-08-13 Avishek Ghosh , Kannan Ramchandran

Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…

Robotics · Computer Science 2024-06-04 Wilson Jallet , Ewen Dantec , Etienne Arlaud , Justin Carpentier , Nicolas Mansard

In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple…

Information Theory · Computer Science 2012-03-01 Arvind Ganesh , Kerui Min , John Wright , Yi Ma

This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…

Optimization and Control · Mathematics 2013-10-21 Zhouchen Lin , Minming Chen , Yi Ma

Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…

Machine Learning · Computer Science 2026-01-21 Shuang Li

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

Methods exploiting sparsity have been popular in imaging and signal processing applications including compression, denoising, and imaging inverse problems. Data-driven approaches such as dictionary learning and transform learning enable one…

Machine Learning · Computer Science 2018-02-05 Saiprasad Ravishankar , Anna Ma , Deanna Needell

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

The storage and computation requirements of Convolutional Neural Networks (CNNs) can be prohibitive for exploiting these models over low-power or embedded devices. This paper reduces the computational complexity of the CNNs by minimizing an…

Neural and Evolutionary Computing · Computer Science 2017-01-17 Farkhondeh Kiaee , Christian Gagné , Mahdieh Abbasi

Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several…

Machine Learning · Statistics 2021-03-09 Meyer Scetbon , Marco Cuturi , Gabriel Peyré

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

Optimization and Control · Mathematics 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

Optimization and Control · Mathematics 2022-08-02 Aritra Dutta , Jingwei Liang , Xin Li

Partitioning for load balancing is a crucial first step to parallelize any type of computation. In this work, we propose SGORP, a new spatial partitioning method based on Subgradient Optimization, to solve the $d$-dimensional Rectilinear…

Data Structures and Algorithms · Computer Science 2023-10-05 Muhammed Fatih Balin , Xiaojing An , Abdurrahman Yaşar , Ümit V. Çatalyürek

Purpose: The importance of robust proton treatment planning to mitigate the impact of uncertainty is well understood. However, its computational cost grows with the number of uncertainty scenarios, prolonging the treatment planning process.…

Medical Physics · Physics 2023-05-01 Anqi Fu , Vicki T. Taasti , Masoud Zarepisheh

Robust principal component analysis seeks to recover a low-rank matrix from fully observed data with sparse corruptions. A scalable approach fits a low-rank factorization by minimizing the sum of entrywise absolute residuals, leading to a…

Optimization and Control · Mathematics 2026-01-30 Pinxi Gong , Lexiao Lai , Jianhao Ma

This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be…

Machine Learning · Computer Science 2019-09-05 Salar Fattahi , Somayeh Sojoudi

We consider the problem of recovering a low-rank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved…

Information Theory · Computer Science 2010-01-22 Arvind Ganesh , John Wright , Xiaodong Li , Emmanuel J. Candes , Yi Ma

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar
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