Related papers: Optimal Bias-variance Tradeoff in Matrix and Tenso…

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0$ corrupted by noise. We propose a new method for estimating…

We present an algorithm for distributed estimation of an unknown vector parameter $\boldsymbol{\theta}^\ast \in {\mathbb R}^M$ in the presence of heavy-tailed observation and communication noises. Heavy-tailed noises frequently appear,…

We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diagonal component D. The rank of L can either be chosen to be…

In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…

Randomized methods, such as the randomized SVD (singular value decomposition) and Nystr\"om approximation, are an effective way to compute low-rank approximations of large matrices. Motivated by applications to operator learning, Boull\'e…

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…

Tensors, which give a faithful and effective representation to deliver the intrinsic structure of multi-dimensional data, play a crucial role in an increasing number of signal processing and machine learning problems. However, tensor data…

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

We consider estimating a matrix from noisy observations coming from an arbitrary additive bi-rotational invariant perturbation. We propose an estimator which is optimal among the class of rectangular rotational invariant estimators and can…

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

We consider the problem of structured tensor denoising in the presence of unknown permutations. Such data problems arise commonly in recommendation system, neuroimaging, community detection, and multiway comparison applications. Here, we…

We consider rank-one symmetric tensor estimation when the tensor is corrupted by Gaussian noise and the spike forming the tensor is a structured signal coming from a generalized linear model. The latter is a mathematically tractable model…

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics \cite{pukelsheim2006optimal}, convex geometry \cite{Khachiyan1996}, fair allocations\linebreak \cite{anari2016nash},…

Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple…

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…