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Modern data are increasingly both high-dimensional and heteroscedastic. This paper considers the challenge of estimating underlying principal components from high-dimensional data with noise that is heteroscedastic across samples, i.e.,…

Statistics Theory · Mathematics 2022-09-14 David Hong , Fan Yang , Jeffrey A. Fessler , Laura Balzano

Recent results suggest that quantum computers possess the potential to speed up nonconvex optimization problems. However, a crucial factor for the implementation of quantum optimization algorithms is their robustness against experimental…

Quantum Physics · Physics 2022-12-07 Weiyuan Gong , Chenyi Zhang , Tongyang Li

Suppose we are given an $n$-dimensional order-3 symmetric tensor $T \in (\mathbb{R}^n)^{\otimes 3}$ that is the sum of $r$ random rank-1 terms. The problem of recovering the rank-1 components is possible in principle when $r \lesssim n^2$…

Computational Complexity · Computer Science 2023-03-28 Alexander S. Wein

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

Tensor clustering, which seeks to extract underlying cluster structures from noisy tensor observations, has gained increasing attention. One extensively studied model for tensor clustering is the tensor block model, which postulates the…

Statistics Theory · Mathematics 2023-11-07 Yuchen Zhou , Yuxin Chen

We study nonconvex optimization in high dimensions through Langevin dynamics, focusing on the multi-spiked tensor PCA problem. This tensor estimation problem involves recovering $r$ hidden signal vectors (spikes) from noisy Gaussian tensor…

Machine Learning · Statistics 2024-12-20 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo

The alternating least squares algorithm for CP and Tucker decomposition is dominated in cost by the tensor contractions necessary to set up the quadratic optimization subproblems. We introduce a novel family of algorithms that uses…

Numerical Analysis · Mathematics 2021-04-15 Linjian Ma , Edgar Solomonik

The estimation of correspondences between two images resp. point sets is a core problem in computer vision. One way to formulate the problem is graph matching leading to the quadratic assignment problem which is NP-hard. Several so called…

Computer Vision and Pattern Recognition · Computer Science 2015-05-01 Quynh Nguyen , Antoine Gautier , Matthias Hein

Removing noise is difficult, but adding noise is easy. In this work, we show how to eliminate mean-shift noisy components from PCA by deliberately introducing knockoff mean-shift perturbation. Standard PCA is highly sensitive to shifts in…

Machine Learning · Statistics 2026-05-26 Mengda Li , Zeng Li , Jianfeng Yao

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

In the noisy tensor completion problem we observe $m$ entries (whose location is chosen uniformly at random) from an unknown $n_1 \times n_2 \times n_3$ tensor $T$. We assume that $T$ is entry-wise close to being rank $r$. Our goal is to…

Machine Learning · Computer Science 2016-02-19 Boaz Barak , Ankur Moitra

We consider finding a zero point of the maximally monotone operator $T$. First, instead of using the proximal point algorithm (PPA) for this purpose, we employ PPA to solve its Yosida regularization $T_{\lambda}$. Then, based on an…

Optimization and Control · Mathematics 2023-12-25 Tao Zhang , Shiru Li , Yong Xia

We study the statistical problem of estimating a rank-one sparse tensor corrupted by additive Gaussian noise, a model also known as sparse tensor PCA. We show that for Bernoulli and Bernoulli-Rademacher distributed signals and \emph{for…

Statistics Theory · Mathematics 2020-09-08 Jonathan Niles-Weed , Ilias Zadik

We investigate the amount of noise required to turn a universal quantum gate set into one that can be efficiently modelled classically. This question is useful for providing upper bounds on fault tolerant thresholds, and for understanding…

Quantum Physics · Physics 2007-05-23 S. Virmani , Susana F. Huelga , Martin B. Plenio

We study the problem of detecting a structured, low-rank signal matrix corrupted with additive Gaussian noise. This includes clustering in a Gaussian mixture model, sparse PCA, and submatrix localization. Each of these problems is…

Statistics Theory · Mathematics 2017-01-24 Jess Banks , Cristopher Moore , Nicolas Verzelen , Roman Vershynin , Jiaming Xu

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

We investigate the problem of computing tensor product multiplicities for complex semisimple Lie algebras. Even though computing these numbers is #P-hard in general, we show that if the rank of the Lie algebra is assumed fixed, then there…

Representation Theory · Mathematics 2016-09-07 Jesús A. De Loera , Tyrrell B. McAllister

We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. While a variety of prior work has been…

Machine Learning · Computer Science 2022-09-13 Changxiao Cai , Gen Li , H. Vincent Poor , Yuxin Chen

Solving linear systems is at the foundation of many algorithms. Recently, quantum linear system algorithms (QLSAs) have attracted great attention since they converge to a solution exponentially faster than classical algorithms in terms of…

Quantum Physics · Physics 2024-04-01 Zeguan Wu , Sidhant Misra , Tamás Terlaky , Xiu Yang , Marc Vuffray

Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

Machine Learning · Computer Science 2025-04-01 Loc Hoang Tran