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We investigate the power iteration algorithm for the tensor PCA model introduced in Richard and Montanari (2014). Previous work studying the properties of tensor power iteration is either limited to a constant number of iterations, or…
As first-order optimization methods become the method of choice for solving large-scale optimization problems, optimization solvers based on first-order algorithms are being built. Such general-purpose solvers must robustly detect…
Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…
We propose the first fast and certifiable algorithm for the registration of two sets of 3D points in the presence of large amounts of outlier correspondences. We first reformulate the registration problem using a Truncated Least Squares…
The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based optimization algorithms are preferred in practice to update the…
We study the basic computational problem of detecting approximate stationary points for continuous piecewise affine (PA) functions. Our contributions span multiple aspects, including complexity, regularity, and algorithms. Specifically, we…
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…
This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
This paper presents an efficient algorithm for the least-squares problem using the point-to-plane cost, which aims to jointly optimize depth sensor poses and plane parameters for 3D reconstruction. We call this least-squares problem…
Pixel-wise regression is probably the most common problem in fine-grained computer vision tasks, such as estimating keypoint heatmaps and segmentation masks. These regression problems are very challenging particularly because they require,…
Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…
In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…
Principal Component Analysis (PCA) minimizes the reconstruction error given a class of linear models of fixed component dimensionality. Probabilistic PCA adds a probabilistic structure by learning the probability distribution of the PCA…
The tensor-structured parametric analysis (TPA) has been recently developed for simulating and analysing stochastic behaviours of gene regulatory networks [Liao et. al., 2015]. The method employs the Fokker-Planck approximation of the…
Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor…
We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…
This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…
As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees,…