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Regularized kernel methods such as, e.g., support vector machines and least-squares support vector regression constitute an important class of standard learning algorithms in machine learning. Theoretical investigations concerning…

Machine Learning · Statistics 2012-03-21 Robert Hable

We study the problem of recovering a hidden binary $k$-sparse $p$-dimensional vector $\beta$ from $n$ noisy linear observations $Y=X\beta+W$ where $X_{ij}$ are i.i.d. $\mathcal{N}(0,1)$ and $W_i$ are i.i.d. $\mathcal{N}(0,\sigma^2)$. A…

Statistics Theory · Mathematics 2019-03-13 Galen Reeves , Jiaming Xu , Ilias Zadik

This paper studies how to construct confidence regions for principal component analysis (PCA) in high dimension, a problem that has been vastly under-explored. While computing measures of uncertainty for nonlinear/nonconvex estimators is in…

Statistics Theory · Mathematics 2025-03-18 Yuling Yan , Yuxin Chen , Jianqing Fan

A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed…

Optimization and Control · Mathematics 2015-07-09 Jana Němcová , Mihály Petreczky , Jan H. van Schuppen

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

Machine Learning · Statistics 2026-02-04 Pierre Aguié , Mathieu Even , Laurent Massoulié

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

The angular synchronization problem is to obtain an accurate estimation (up to a constant additive phase) for a set of unknown angles $\theta_1,...,\theta_n$ from $m$ noisy measurements of their offsets $\theta_i-\theta_j \mod 2\pi$. Of…

Spectral Theory · Mathematics 2009-11-20 Amit Singer

Motivated by applications to the theory of error-correcting codes, we give methods for computing a generating set for the ideal generated by $\beta$-graded polynomials vanishing on certain subsets of a simplicial complete toric variety $X$…

Algebraic Geometry · Mathematics 2025-06-02 Mesut Şahin

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

This paper presents a fast and effective computer algebraic method for analyzing and verifying non-linear integer arithmetic circuits using a novel algebraic spectral model. It introduces a concept of algebraic spectrum, a numerical form of…

Symbolic Computation · Computer Science 2019-01-11 Cunxi Yu , Tiankai Su , Atif Yasin , Maciej Ciesielski

This paper is concerned with estimating the column space of an unknown low-rank matrix $\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}$, given noisy and partial observations of its entries. There is no shortage of scenarios where…

Statistics Theory · Mathematics 2022-09-13 Changxiao Cai , Gen Li , Yuejie Chi , H. Vincent Poor , Yuxin Chen

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

Unlabeled sensing is the problem of solving a linear system of equations, where the right-hand-side vector is known only up to a permutation. In this work, we study fields of rational functions related to symmetric polynomials and their…

Commutative Algebra · Mathematics 2024-11-06 Hao Liang , Jingyu Lu , Manolis C. Tsakiris , Lihong Zhi

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

The accurate solution of some of the main problems in numerical linear algebra (linear system solving, eigenvalue computation, singular value computation and the least squares problem) for a totally positive Bernstein-Vandermonde matrix is…

Numerical Analysis · Mathematics 2008-12-17 Ana Marco , Jose-Javier Martinez

This report presents an algorithm for determining the unknown rates in the sequential processes of a Stochastic Process Algebra model, provided that the rates in the combined flat model are given. Such a rate lifting is useful for model…

Performance · Computer Science 2022-06-30 Markus Siegle , Amin Soltanieh

We consider a generalization of polynomial programs: algebraic programs, which are optimization or feasibility problems with algebraic objectives or constraints. Algebraic functions are defined as zeros of multivariate polynomials. They are…

Optimization and Control · Mathematics 2025-02-13 Muhammad Maaz , Adam W. Strzeboński

Principal component analysis (PCA) is a simple and popular tool for processing high-dimensional data. We investigate its effectiveness for matrix denoising. We consider the clean data are generated from a low-dimensional subspace, but…

Statistics Theory · Mathematics 2024-08-29 Xin T. Tong , Wanjie Wang , Yuguan Wang

In this work, we are trying to extent the existing photometric redshift regression models from modeling pure photometric data back to the spectra themselves. To that end, we developed a PCA that is capable of describing the input…

Instrumentation and Methods for Astrophysics · Physics 2016-07-21 S. D. Kügler , N. Gianniotis

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan