Related papers: Well-Conditioned Oblivious Perturbations in Linear…
Quantifying uncertainty in high-dimensional sparse linear regression is a fundamental task in statistics that arises in various applications. One of the most successful methods for quantifying uncertainty is the debiased LASSO, which has a…
We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…
We present a theoretical analysis of the training process for a single-layer GAN fed by high-dimensional input data. The training dynamics of the proposed model at both microscopic and macroscopic scales can be exactly analyzed in the…
Computing the convolution $A\star B$ of two length-$n$ integer vectors $A,B$ is a core problem in several disciplines. It frequently comes up in algorithms for Knapsack, $k$-SUM, All-Pairs Shortest Paths, and string pattern matching…
This paper presents an adaptive Kalman filter for a linear dynamic system perturbed by an additive disturbance. The objective is to estimate both of the state and the unknown disturbance concurrently, while learning the disturbance as a…
We present an algorithm that takes as input an $n$-vertex planar graph $G$ and a $k$-vertex pattern graph $P$, and computes the number of (induced) copies of $P$ in $G$ in $2^{O(k/\log k)}n^{O(1)}$ time. If $P$ is a matching, independent…
Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…
This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…
Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…
This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…
Decentralized algorithms for stochastic optimization and learning rely on the diffusion of information as a result of repeated local exchanges of intermediate estimates. Such structures are particularly appealing in situations where agents…
In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…
This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…
We present a new approach for solving (minimum disagreement) correlation clustering that results in sublinear algorithms with highly efficient time and space complexity for this problem. In particular, we obtain the following algorithms for…
We propose a method to enhance the stability of a neural ordinary differential equation (neural ODE) by reducing the maximum error growth subsequent to a perturbation of the initial value. Since the stability depends on the logarithmic norm…
We consider the problem of finding the minimum element in a list of length $N$ using a noisy comparator. The noise is modelled as follows: given two elements to compare, if the values of the elements differ by at least $\alpha$ by some…