A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Nonnegative low-rank matrix recovery can have spurious local minima.
problem Nonnegative low-rank matrix recovery problems can have spurious local minima.
method Investigated projected gradient methods for nonnegative low-rank recovery problems.
result Benign nonconvexity holds in the fully-observed case with RIP constant δ=0 but fails in the partially-observed case and higher-rank ground truths.
We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global optimum. Together with a curvature bound at saddle points, this yields a polynomial ti…
This paper presents the first theoretical results showing that stable identification of overcomplete μ-coherent dictionaries Φ∈Rd×K is locally possible from training signals with sparsity levels S up to the order O(μ−2) and signal to noise ratios up to O(d). In particular the di…
The study examines how side information quality and quantity affect community recovery in graphs.
problem Recovering a hidden community of size K=o(n) in a graph of size n.
method Maximum likelihood detection and belief propagation are used to calculate necessary and sufficient conditions for exact and weak recovery. A local voting procedure is also designed and analyzed.
result Tight necessary and sufficient conditions for exact and weak recovery are derived, showing how side information needs to evolve with n to improve recovery thresholds.
The paper provides recovery guarantees for CNNs with multiple kernels under polynomial sample and computational complexities.
problem Parameter recovery for non-overlapping CNNs with multiple kernels.
method Showed local strong convexity of squared loss for most popular activations, used tensor methods for initialization, and proved convergence of gradient descent.
result Gradient descent following tensor initialization converges to the global optimal with polynomial time complexity.
Concave regularization methods provide natural procedures for sparse recovery. However, they are difficult to analyze in the high dimensional setting. Only recently a few sparse recovery results have been established for some specific local solutions obtained via specialized numerical procedures. Still, the fundamental…
In this paper, we generalize Huber's criterion to multichannel sparse recovery problem of complex-valued measurements where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known elementary vec…
We consider the problem of recovering a complete (i.e., square and invertible) matrix A0, from Y∈Rn×p with Y=A0X0, provided X0 is sufficiently sparse. This recovery problem is central to the theoretical understanding of dictionary lear…
The principal submatrix localization problem deals with recovering a K×K principal submatrix of elevated mean μ in a large n×n symmetric matrix subject to additive standard Gaussian noise. This problem serves as a prototypical example for community detection, in which the community corresponds to the …
In the context of sparse recovery, it is known that most of existing regularizers such as ℓ1 suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class of models with partial regularizers for recovering a sparse solution of a linear …
We consider the problem of recovering a complete (i.e., square and invertible) matrix A0, from Y∈Rn×p with Y=A0X0, provided X0 is sufficiently sparse. This recovery problem is central to theoretical understanding of dictionary learnin…
Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local tangent plane. Principal component analysis (PCA) is often the tool of choice, as…
We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal correlations and thus their performance degrades significantly with the correlations. I…