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We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…

Data Structures and Algorithms · Computer Science 2025-09-29 Aditya Bhaskara , Eric Evert , Vaidehi Srinivas , Aravindan Vijayaraghavan

We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…

Information Theory · Computer Science 2011-05-17 Sahand Negahban , Martin J. Wainwright

The {\em discrepancy} of a matrix $M \in \mathbb{R}^{d \times n}$ is given by $\mathrm{DISC}(M) := \min_{\boldsymbol{x} \in \{-1,1\}^n} \|M\boldsymbol{x}\|_\infty$. An outstanding conjecture, attributed to Koml\'os, stipulates that…

Combinatorics · Mathematics 2024-07-08 Elad Aigner-Horev , Dan Hefetz , Michael Trushkin

Smoothed analysis is a powerful paradigm in overcoming worst-case intractability in unsupervised learning and high-dimensional data analysis. While polynomial time smoothed analysis guarantees have been obtained for worst-case intractable…

Data Structures and Algorithms · Computer Science 2019-04-25 Aditya Bhaskara , Aidao Chen , Aidan Perreault , Aravindan Vijayaraghavan

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…

Statistics Theory · Mathematics 2016-05-17 Matan Gavish , David L. Donoho

The smallest singular value and condition number play important roles in numerical linear algebra and the analysis of algorithms. In numerical analysis with randomness, many previous works make Gaussian assumptions, which are not general…

Probability · Mathematics 2022-11-09 Haoyu Wang

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

A recent trend in compressed sensing is to consider non-convex optimization techniques for sparse recovery. The important case of $F$-minimization has become of particular interest, for which the exact reconstruction condition (ERC) in the…

Information Theory · Computer Science 2017-02-22 Jingbo Liu , Jian Jin , Yuantao Gu

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We consider the compressed sensing problem, where the object $x_0 \in \bR^N$ is to be recovered from incomplete measurements $y = Ax_0 + z$; here the sensing matrix $A$ is an $n \times N$ random matrix with iid Gaussian entries and $n < N$.…

Information Theory · Computer Science 2011-03-25 David Donoho , Iain Johnstone , Arian Maleki , Andrea Montanari

Monotonicity constraints are powerful regularizers in statistical modelling. They can support fairness in computer-aided decision making and increase plausibility in data-driven scientific models. The seminal min-max (MM) neural network…

Machine Learning · Computer Science 2024-05-28 Christian Igel

We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…

Information Theory · Computer Science 2012-01-19 Xiaodong Li

We investigate recovery of nonnegative vectors from non-adaptive compressive measurements in the presence of noise of unknown power. In the absence of noise, existing results in the literature identify properties of the measurement that…

Information Theory · Computer Science 2017-03-13 Richard Kueng , Peter Jung

We prove, using the subspace embedding guarantee in a black box way, that one can achieve the spectral norm guarantee for approximate matrix multiplication with a dimensionality-reducing map having $m = O(\tilde{r}/\varepsilon^2)$ rows.…

Data Structures and Algorithms · Computer Science 2016-03-03 Michael B. Cohen , Jelani Nelson , David P. Woodruff

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

We study the recovery of sparse vectors from subsampled random convolutions via $\ell_1$-minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian…

Information Theory · Computer Science 2018-03-28 Shahar Mendelson , Holger Rauhut , Rachel Ward

Randomness supports many critical functions in the field of machine learning (ML) including optimisation, data selection, privacy, and security. ML systems outsource the task of generating or harvesting randomness to the compiler, the cloud…

Machine Learning · Computer Science 2024-02-13 Pranav Dahiya , Ilia Shumailov , Ross Anderson

Randomized smoothing is considered to be the state-of-the-art provable defense against adversarial perturbations. However, it heavily exploits the fact that classifiers map input objects to class probabilities and do not focus on the ones…

Machine Learning · Computer Science 2023-06-06 Mikhail Pautov , Olesya Kuznetsova , Nurislam Tursynbek , Aleksandr Petiushko , Ivan Oseledets

We construct minimax optimal non-asymptotic confidence sets for low rank matrix recovery algorithms such as the Matrix Lasso or Dantzig selector. These are employed to devise adaptive sequential sampling procedures that guarantee recovery…

Statistics Theory · Mathematics 2019-12-10 Alexandra Carpentier , Jens Eisert , David Gross , Richard Nickl
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