Related papers: A Frobenius-Optimal Projection for Enforcing Linea…
The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…
Let $\mathcal H$ be a complex Hilbert space and $\mathcal F_s (\mathcal H)$ the real vector space of all self-adjoint finite rank bounded operators on $\mathcal H$. We generalize the famous Wigner's theorem by characterizing linear maps on…
The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…
We propose two practical non-convex approaches for learning near-isometric, linear embeddings of finite sets of data points. Given a set of training points $\mathcal{X}$, we consider the secant set $S(\mathcal{X})$ that consists of all…
This paper aims to develop a new and robust approach to feature representation. Motivated by the success of Auto-Encoders, we first theoretical summarize the general properties of all algorithms that are based on traditional Auto-Encoders:…
In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…
Procrustes problems are matrix approximation problems searching for a~transformation of the given dataset to fit another dataset. They find applications in numerous areas, such as factor and multivariate analysis, computer vision,…
This paper addresses the problem of finding the closest generalized essential matrix from a given $6\times 6$ matrix, with respect to the Frobenius norm. To the best of our knowledge, this nonlinear constrained optimization problem has not…
In this work we construct an optimal linear shrinkage estimator for the covariance matrix in high dimensions. The recent results from the random matrix theory allow us to find the asymptotic deterministic equivalents of the optimal…
This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and…
We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…
We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…
Deep learning-based models have demonstrated remarkable success in solving illposed inverse problems; however, many fail to strictly adhere to the physical constraints imposed by the measurement process. In this work, we introduce a…
In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…
We propose and justify a matrix reduction method for calculating the optimal approximation of an observed matrix $A \in {\mathbb C}^{m \times n}$ by a sum $\sum_{i=1}^p \sum_{j=1}^q B_iX_{ij}C_j$ of matrix products where each $B_i \in…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
We propose a tensor network framework for approximating the evolution of observables of measure-preserving ergodic systems. Our approach is based on a spectrally-convergent approximation of the skew-adjoint Koopman generator by a…
Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…
We study how much a linear program (LP) can be compressed when solved repeatedly, given prior knowledge about its objective function. Existing data-driven projection methods learn low-dimensional surrogate LPs with approximate…