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Motivated by multimodal estimation, we study a multi-view spiked Wigner model in which several noisy matrix observations contain correlated latent spikes. We derive a spectral estimator for the latent spikes by linearizing approximate…
This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
Modern deep networks are heavily overparameterized yet often generalize well, suggesting a form of low intrinsic complexity not reflected by parameter counts. We study this complexity at initialization through the effective rank of the…
Stochastic gradient descent (SGD) is the workhorse of large-scale learning, yet classical analyses rely on assumptions that can be either too strong (bounded variance) or too coarse (uniform noise). The expected smoothness (ES) condition…
We analyze inexact Riemannian gradient descent (RGD) where Riemannian gradients and retractions are inexactly (and cheaply) computed. Our focus is on understanding when inexact RGD converges and what is the complexity in the general…
We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…
Black hole spectroscopy is a powerful tool to probe the Kerr nature of astrophysical compact objects and their environment. The observation of multiple ringdown modes in gravitational waveforms could soon lead to high-precision…
In this paper, we study the implicit regularization of stochastic gradient descent (SGD) through the lens of {\em dynamical stability} (Wu et al., 2018). We start by revising existing stability analyses of SGD, showing how the Frobenius…
Let T and S be two bounded linear operators from Banach spaces X into Y and suppose that T is Fredholm and the stability number k(T;S) is 0. Let d(T;S) be the supremum of all r > 0 such that dim N(T-\lambda S) and codim R(T-\lambda S) are…
We study stability of the sharp spectral gap bounds for metric-measure spaces satisfying a curvature bound. Our main result, new even in the smooth setting, is a sharp quantitative estimate showing that if the spectral gap of an RCD$(N-1,…
Let a graph be observed through a finite random sampling mechanism. Spectral methods are routinely applied to such graphs, yet their outputs are treated as deterministic objects. This paper develops finite-sample inference for spectral…
High-dimensional Kronecker-structured estimation faces a conflict between non-convex scaling ambiguities and statistical robustness. The arbitrary factor scaling distorts gradient magnitudes, rendering standard fixed-threshold robust…
Recently, Benzoni--Gavage, Danchin, Descombes, and Jamet have given a sufficient condition for linear and nonlinear stability of solitary wave solutions of Korteweg's model for phase-transitional isentropic gas dynamics in terms of…
The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…
We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as Recursive One-Over-T SGD (ROOT-SGD), based on an easily…
Super-resolution is a fundamental task in imaging, where the goal is to extract fine-grained structure from coarse-grained measurements. Here we are interested in a popular mathematical abstraction of this problem that has been widely…
Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…
Regular convergence, together with various other types of convergence, has been studied since the 1970s for the discrete approximations of linear operators. In this paper, we consider the eigenvalue approximation of compact operators whose…
The word stable is used to describe a situation when mathematical objects that almost satisfy an equation are close to objects satisfying it exactly. We study operator-algebraic forms of stability for unitary representations of groups and…