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The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…

Statistics Theory · Mathematics 2025-03-06 BaoLinh Tran , Van Vu

This work proposes a low-complexity estimation approach for an orthogonal time frequency space (OTFS)-based integrated sensing and communication (ISAC) system. In particular, we first define four low-dimensional matrices used to compute the…

Signal Processing · Electrical Eng. & Systems 2023-10-17 Tommaso Bacchielli , Lorenzo Pucci , Enrico Paolini , Andrea Giorgetti

This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix…

Machine Learning · Computer Science 2019-12-17 Jicong Fan , Yuqian Zhang , Madeleine Udell

Modern data analyses frequently encounter settings where samples of variables are contaminated by measurement error. Ignoring measurement noise can substantially degrade statistical inference, while existing correction techniques are often…

Methodology · Statistics 2026-04-15 Ritwik Vashistha , Jeff M. Phillips , Abhra Sarkar , Arya Farahi

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

The essence of distantly supervised relation extraction is that it is an incomplete multi-label classification problem with sparse and noisy features. To tackle the sparsity and noise challenges, we propose solving the classification…

Computation and Language · Computer Science 2014-11-18 Miao Fan , Deli Zhao , Qiang Zhou , Zhiyuan Liu , Thomas Fang Zheng , Edward Y. Chang

A variety of modern applications exhibit multi-view multi-label learning, where each sample has multi-view features, and multiple labels are correlated via common views. Current methods usually fail to directly deal with the setting where…

Machine Learning · Computer Science 2023-08-30 Zhiwei Li , Zijian Yang , Lu Sun , Mineichi Kudo , Kego Kimura

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded $(1+\kappa)$-th moment, for some $\kappa \in (0,1]$, we quantify the convergence rate of…

Machine Learning · Statistics 2022-02-24 Nuri Mert Vural , Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…

Optimization and Control · Mathematics 2021-03-05 Albert S. Berahas , Liyuan Cao , Katya Scheinberg

In this paper, we propose a new algorithm that efficiently separates a directional source and diffuse background noise based on independent low-rank matrix analysis (ILRMA). ILRMA is one of the state-of-the-art techniques of blind source…

Sound · Computer Science 2019-06-19 Yuki Kubo , Norihiro Takamune , Daichi Kitamura , Hiroshi Saruwatari

In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search…

Optimization and Control · Mathematics 2023-07-26 Ziye Ma , Yingjie Bi , Javad Lavaei , Somayeh Sojoudi

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…

Machine Learning · Computer Science 2017-05-01 T. Tony Cai , Wen-Xin Zhou

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and…

Machine Learning · Statistics 2021-10-26 Vivek F. Farias , Andrew A. Li , Tianyi Peng

Rank-constrained spatial covariance matrix estimation (RCSCME) is a state-of-the-art blind speech extraction method applied to cases where one directional target speech and diffuse noise are mixed. In this paper, we proposed a new…

Sound · Computer Science 2021-05-07 Yuto Kondo , Yuki Kubo , Norihiro Takamune , Daichi Kitamura , Hiroshi Saruwatari

We consider the challenges in extracting stimulus-related neural dynamics from other intrinsic processes and noise in naturalistic functional magnetic resonance imaging (fMRI). Most studies rely on inter-subject correlations (ISC) of…

Neurons and Cognition · Quantitative Biology 2021-02-23 Chee-Ming Ting , Jeremy I. Skipper , Steven L. Small , Hernando Ombao

The existence of noisy labels in real-world data negatively impacts the performance of deep learning models. Although much research effort has been devoted to improving robustness to noisy labels in classification tasks, the problem of…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 Chang Liu , Han Yu , Boyang Li , Zhiqi Shen , Zhanning Gao , Peiran Ren , Xuansong Xie , Lizhen Cui , Chunyan Miao

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady