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In this paper we propose a modified version of the simulated annealing algorithm for solving a stochastic global optimization problem. More precisely, we address the problem of finding a global minimizer of a function with noisy…

Machine Learning · Statistics 2017-03-02 Clément Bouttier , Ioana Gavra

In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…

Numerical Analysis · Mathematics 2021-10-15 Jian-Feng Cai , Jingzhi Li , Xiliang Lu , Juntao You

We study the fixed design segmented regression problem: Given noisy samples from a piecewise linear function $f$, we want to recover $f$ up to a desired accuracy in mean-squared error. Previous rigorous approaches for this problem rely on…

Machine Learning · Computer Science 2016-07-15 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

Given a relation and a ranking of its tuples, but no information about the ranking function, we are interested in synthesizing simple scoring functions that reproduce the ranking. Our system RankHow identifies linear scoring functions that…

Databases · Computer Science 2025-04-30 Zixuan Chen , Panagiotis Manolios , Mirek Riedewald

We study binary optimization problems of the form \( \min_{x\in\{-1,1\}^n} f(Ax-b) \) with possibly nonsmooth loss \(f\). Following the lifted rank-one semidefinite programming (SDP) approach\cite{qian2023matrix}, we develop a…

Optimization and Control · Mathematics 2026-01-07 Lianghai Xiao , Yitian Qian , Shaohua Pan

Embedding words in a vector space has gained a lot of attention in recent years. While state-of-the-art methods provide efficient computation of word similarities via a low-dimensional matrix embedding, their motivation is often left…

Computation and Language · Computer Science 2016-09-29 Shihao Ji , Hyokun Yun , Pinar Yanardag , Shin Matsushima , S. V. N. Vishwanathan

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

Data Structures and Algorithms · Computer Science 2013-08-27 Afonso S. Bandeira , Moses Charikar , Amit Singer , Andy Zhu

In this paper, we study the problem of recovering two unknown signals from their convolution, which is commonly referred to as blind deconvolution. Reformulation of blind deconvolution as a low-rank recovery problem has led to multiple…

Information Theory · Computer Science 2023-03-20 Julia Kostin , Felix Krahmer , Dominik Stöger

We consider the problem of clustering in the presence of noise. That is, when on top of cluster structure, the data also contains a subset of \emph{unstructured} points. Our goal is to detect the clusters despite the presence of many…

Machine Learning · Computer Science 2018-08-28 Shrinu Kushagra , Yaoliang Yu , Shai Ben-David

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

Optimization and Control · Mathematics 2022-08-02 Aritra Dutta , Jingwei Liang , Xin Li

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…

Statistics Theory · Mathematics 2015-03-19 Po-Ling Loh , Martin J. Wainwright

The algorithms based on the technique of optimal $k$-thresholding (OT) were recently proposed for signal recovery, and they are very different from the traditional family of hard thresholding methods. However, the computational cost for…

Information Theory · Computer Science 2022-07-21 Yun-Bin Zhao , Zhi-Quan Luo

We consider the problem of matching a template to a noisy signal. Motivated by some recent proposals in the signal processing literature, we suggest a rank-based method and study its asymptotic properties using some well-established…

Statistics Theory · Mathematics 2020-12-16 Ery Arias-Castro , Lin Zheng

A noisy training set usually leads to the degradation of the generalization and robustness of neural networks. In this paper, we propose a novel theoretically guaranteed clean sample selection framework for learning with noisy labels.…

Machine Learning · Computer Science 2023-11-30 Yikai Wang , Yanwei Fu , Xinwei Sun

One of the classical approaches for estimating the frequencies and damping factors in a spectrally sparse signal is the MUSIC algorithm, which exploits the low-rank structure of an autocorrelation matrix. Low-rank matrices have also…

Information Theory · Computer Science 2020-08-20 Shuang Li , Hassan Mansour , Michael B. Wakin