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Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

Machine Learning · Computer Science 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

Statistics Theory · Mathematics 2008-06-26 Adam J. Rothman , Peter J. Bickel , Elizaveta Levina , Ji Zhu

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model…

Information Theory · Computer Science 2013-02-12 Henrik Ohlsson , Allen Y. Yang , Roy Dong , Michel Verhaegen , S. Shankar Sastry

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

Sparse signal recovery problems from noisy linear measurements appear in many areas of wireless communications. In recent years, deep learning (DL) based approaches have attracted interests of researchers to solve the sparse linear inverse…

Signal Processing · Electrical Eng. & Systems 2021-01-28 Wei Chen , Bowen Zhang , Shi Jin , Bo Ai , Zhangdui Zhong

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Sparse representation-based classifiers have shown outstanding accuracy and robustness in image classification tasks even with the presence of intense noise and occlusion. However, it has been discovered that the performance degrades…

Computer Vision and Pattern Recognition · Computer Science 2015-12-22 Xiaoxia Sun , Nasser M. Nasrabadi , Trac D. Tran

We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…

Machine Learning · Statistics 2012-07-19 Alekh Agarwal , Sahand Negahban , Martin J. Wainwright

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

The sparse matrix compression problem asks for a one-dimensional representation of a binary $n \times \ell$ matrix, formed by an integer array of row indices and a shift function for each row, such that accessing a matrix entry is possible…

Data Structures and Algorithms · Computer Science 2026-02-18 Vincent Jugé , Dominik Köppl , Vincent Limouzy , Andrea Marino , Jannik Olblich , Giulia Punzi , Takeaki Uno

Parameterized mathematical models play a central role in understanding and design of complex information systems. However, they often cannot take into account the intricate interactions innate to such systems. On the contrary, purely…

Machine Learning · Computer Science 2019-12-13 Shahin Khobahi , Arindam Bose , Mojtaba Soltanalian

Many information systems employ lossy compression as a crucial intermediate stage among other processing components. While the important distortion is defined by the system's input and output signals, the compression usually ignores the…

Information Theory · Computer Science 2018-05-14 Yehuda Dar , Michael Elad , Alfred M. Bruckstein
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