Related papers: Robust Multi-Dimensional Scaling via Accelerated A…
Multidimensional imaging, capturing image data in more than two dimensions, has been an emerging field with diverse applications. Due to the limitation of two-dimensional detectors in obtaining the high-dimensional image data, computational…
The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved nonconvex…
Numerous applications require algorithms that can align partially overlapping point sets while maintaining invariance to geometric transformations (e.g., similarity, affine, rigid). This paper introduces a novel global optimization method…
Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…
This article introduces a novel methodology for the massive parallelization of projection-based depths, addressing the computational challenges of data depth in high-dimensional spaces. We propose an algorithmic framework based on Refined…
The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…
Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
Progressive dimensionality reduction algorithms allow for visually investigating intermediate results, especially for large data sets. While different algorithms exist that progressively increase the number of data points, we propose an…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
In this work, we propose a generalized alternating Anderson acceleration method, a periodic scheme composed of $t$ fixed-point iteration steps, interleaved with $s$ steps of Anderson acceleration with window size $m$, to solve linear and…
PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
Multidimensional Scaling (MDS) is one of the most popular methods for dimensionality reduction and visualization of high dimensional data. Apart from these tasks, it also found applications in the field of geometry processing for the…
We propose distributed solutions to the problem of Robust Subspace Recovery (RSR). Our setting assumes a huge dataset in an ad hoc network without a central processor, where each node has access only to one chunk of the dataset.…
We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
This work presents a fast and non-convex algorithm for robust subspace recovery. The data sets considered include inliers drawn around a low-dimensional subspace of a higher dimensional ambient space, and a possibly large portion of…
$3$D structure recovery from a collection of $2$D images requires the estimation of the camera locations and orientations, i.e. the camera motion. For large, irregular collections of images, existing methods for the location estimation…
This work proposes a causal and recursive algorithm for solving the "robust" principal components' analysis (PCA) problem. We primarily focus on robustness to correlated outliers. In recent work, we proposed a new way to look at this…