Related papers: Reconstruction and subgaussian operators

Let $A$ be an isotropic, sub-gaussian $m \times n$ matrix. We prove that the process $Z_x := \|Ax\|_2 - \sqrt m \|x\|_2$ has sub-gaussian increments. Using this, we show that for any bounded set $T \subseteq \mathbb{R}^n$, the deviation of…

We propose a novel approach for hyperspectral super-resolution, that is based on low-rank tensor approximation for a coupled low-rank multilinear (Tucker) model. We show that the correct recovery holds for a wide range of multilinear ranks.…

Let X be a data matrix of rank \rho, whose rows represent n points in d-dimensional space. The linear support vector machine constructs a hyperplane separator that maximizes the 1-norm soft margin. We develop a new oblivious dimension…

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

This work presents a comprehensive understanding of the estimation of a planted low-rank signal from a general spiked tensor model near the computational threshold. Relying on standard tools from the theory of large random matrices, we…

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

We study the approximability of general convex sets in $\mathbb{R}^n$ by intersections of halfspaces, where the approximation quality is measured with respect to the standard Gaussian distribution $N(0,I_n)$ and the complexity of an…

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

We study the problem of approximating the mixed volume $V(P_1^{(\alpha_1)}, \dots, P_k^{(\alpha_k)})$ of an $k$-tuple of convex polytopes $(P_1, \dots, P_k)$, each of which is defined as the convex hull of at most $m_0$ points in…

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Let $K$ be an isotropic symmetric convex body in ${\mathbb R}^n$. We show that a subspace $F\in G_{n,n-k}$ of codimension $k=\gamma n$, where $\gamma\in (1/\sqrt{n},1)$, satisfies $$K\cap F\subseteq \frac{c}{\gamma }\sqrt{n}L_K (B_2^n\cap…

In geostatistical problems with massive sample size, Gaussian processes can be approximated using sparse directed acyclic graphs to achieve scalable $O(n)$ computational complexity. In these models, data at each location are typically…

The k-nearest-neighbour procedure is a well-known deterministic method used in supervised classification. This paper proposes a reassessment of this approach as a statistical technique derived from a proper probabilistic model; in…

Let $d\geq 3$ be fixed and $G$ be a large random $d$-regular graph on $n$ vertices. We show that if $n$ is large enough then the entry distribution of every almost eigenvector $v$ of $G$ (with entry sum 0 and normalized to have length…

Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data…

We consider the topological and geometric reconstruction of a geodesic subspace of $\mathbb{R}^N$ both from the \v{C}ech and Vietoris-Rips filtrations on a finite, Hausdorff-close, Euclidean sample. Our reconstruction technique leverages…