相关论文: Mode-wise Principal Subspace Pursuit and Matrix Sp…

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…

The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

The integration of image and event streams offers a promising approach for achieving robust visual object tracking in complex environments. However, current fusion methods achieve high performance at the cost of significant computational…

This work explores multi-modal inference in a high-dimensional simplified model, analytically quantifying the performance gain of multi-modal inference over that of analyzing modalities in isolation. We present the Bayes-optimal performance…

We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

In high-dimensional time series, the component processes are often assembled into a matrix to display their interrelationship. We focus on detecting mean shifts with unknown change point locations in these matrix time series. Series that…

We propose a novel framework for enhancing robotic adaptability and learning efficiency, which integrates unsupervised trajectory segmentation with adaptive probabilistic movement primitives (ProMPs). By employing a cutting-edge deep…

Recently, order-preserving pattern (OPP) mining has been proposed to discover some patterns, which can be seen as trend changes in time series. Although existing OPP mining algorithms have achieved satisfactory performance, they discover…

Mixture models are a standard approach to dealing with heterogeneous data with non-i.i.d. structure. However, when the dimension $p$ is large relative to sample size $n$ and where either or both of means and covariances/graphical models may…

In this paper, we propose first a mmWave channel tracking algorithm based on multidimensional orthogonal matching pursuit algorithm (MOMP) using reduced sparsifying dictionaries, which exploits information from channel estimates in previous…

Frame prediction based on AutoEncoder plays a significant role in unsupervised video anomaly detection. Ideally, the models trained on the normal data could generate larger prediction errors of anomalies. However, the correlation between…

This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. The optimal rate of…

We study real-time detection of low-rank changes in the covariance structure of high-dimensional streaming data, motivated by robotic swarm monitoring. Building on the spiked covariance model, we propose the Multi-rank Subspace-CUSUM…

The accuracy of Koopman operator approximations over finite-dimensional spaces relies critically on their invariance properties. These can be rigorously quantified via the principal angles between a candidate subspace and its image under…

This paper introduces a new data-driven methodology for estimating sparse covariance matrices of the random coefficients in logit mixture models. Researchers typically specify covariance matrices in logit mixture models under one of two…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

We present ModMap, a natively multiview and multimodal framework for 3D anomaly detection and segmentation. Unlike existing methods that process views independently, our method draws inspiration from the crossmodal feature mapping paradigm…