Research
On-device research index

arXiv research

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.

168,657 papers · 148 categories

Trend · papers per month

228456684912 · Jun 202019922001200920172026
48 results for recovery problems

We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a cor…

2014-11-26abs ↗pdf ↗

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few …

2019-12-05abs ↗pdf ↗

Partial recovery of node mappings between correlated graphs is possible under specific conditions.

problem Recovering a one-to-one mapping between nodes of two correlated graphs with a fraction of correct matches.
method Analyzing the graph isomorphism problem as a noisy version, considering Erdős-Rényi graphs, and providing conditions for partial recovery.
result Necessary and sufficient conditions for partial recovery of node mappings in correlated graphs are given.

New algorithm recovers model coefficients and supports from noisy data.

problem Simultaneous estimation and support recovery in linear models with Gaussian noise.
method Projection-based algorithm for STG regularized minimization problem, proving convergence and support recovery guarantees.
result New algorithm outperforms existing methods in support recovery for various data setups.

This paper investigates the problem of sparse signal recovery in the presence of additive impulsive noise. The heavytailed impulsive noise is well modelled with stable distributions. Since there is no explicit formulation for the probability density function of SαSSαS distribution, alternative approximations like Genera…

2018-04-12abs ↗pdf ↗

Detection of dense cycles in graphs reveals a gap between easy detection and hard recovery.

problem Detecting and recovering dense cycles in Erdős-Rényi graphs.
method Characterization of computational thresholds for detection and recovery using low-degree polynomial algorithms.
result A gap exists between the detection and recovery thresholds for certain parameter regimes.

This paper will serve as an introduction to the body of work on robust subspace recovery. Robust subspace recovery involves finding an underlying low-dimensional subspace in a dataset that is possibly corrupted with outliers. While this problem is easy to state, it has been difficult to develop optimal algorithms due t…

2018-03-02abs ↗pdf ↗

New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.

problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.

New method explains computational barriers in high-dimensional statistical models.

problem Understanding detection-recovery gaps in high-dimensional inference.
method Combining algorithmic contiguity and cross-validation reduction to obtain conditional computational lower bounds.
result Mild control of low-degree advantage is sufficient to explain computational barriers for recovery.

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs of regression coefficients, cyclic shifts, and even group elements from a unified…

2019-11-04abs ↗pdf ↗

Study optimal portfolio selection with Recovery Average Value at Risk, showing better control over liabilities.

problem Optimizing portfolios with a new risk measure under known or uncertain distributions.
method Existence results for mean-risk optimal portfolios under different distributional assumptions.
result Portfolio selection under Recovery Average Value at Risk provides better control over liabilities.

Efficient algorithms for sparse parameter recovery in mixture models.

problem Support recovery of high-dimensional sparse latent vectors in mixture models.
method Efficient algorithms with logarithmic sample complexity dependence on dimensionality.
result First guarantees on support recovery for various mixture models.

Recovering edge activities from node activity data in temporal networks.

problem Recovering lost edge activity data from aggregated node activity data in temporal networks.
method Analyzing the relationship between edge activity and node activity data, using both theoretical and empirical methods to show recovery is possible and under what conditions.
result Recovery of edge activities from node activities is possible with surprising accuracy, even when network density increases.

This paper advances FL algorithms for composite optimization and statistical recovery.

problem Federated learning optimization and statistical recovery in composite settings.
method Proposes Fast Federated Dual Averaging for strongly convex and smooth loss, and Multi-stage Federated Dual Averaging for restricted strongly convex and smooth loss.
result Establishes state-of-the-art iteration and communication complexity, and high probability complexity bound with linear speedup.

This work provides a guaranteed tensor recovery method by combining low-rankness and smoothness priors.

problem Guaranteed tensor recovery with theoretical guarantees for low-rank and smoothness priors.
method Developed a new regularization term that combines low-rankness and smoothness priors, proving exact recovery guarantees.
result Rigorously proved exact recovery guarantees for tensor completion and tensor robust principal component analysis.

New algorithm recovers matrices with unknown correspondences.

problem Recovering matrices from observations with unknown correspondences.
method Solves a nuclear norm minimization problem via proximal gradient with a Max-Oracle.
result Achieves state-of-the-art performance and high accuracy in recovering ground-truth correspondences.

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between recovery rates and default probabilities is lost and the tails of the loss distri…

2011-02-23abs ↗pdf ↗

Sharp threshold for exact recovery in non-uniform hypergraph stochastic block model.

problem Community detection in random hypergraphs with non-uniform hyperedge probabilities.
method Sharp threshold established; two efficient algorithms for exact recovery.
result Sharp threshold for exact recovery; information-theoretic lower bound on misclassification.

In this paper, we consider the problem of estimating the underlying graph associated with an Ising model given a number of independent and identically distributed samples. We adopt an \emph{approximate recovery} criterion that allows for a number of missed edges or incorrectly-included edges, in contrast with the widel…

2016-02-11abs ↗pdf ↗

Estimates spatio-temporal Hawkes processes using tensor recovery.

problem Estimating influence functions for spatio-temporal Hawkes processes.
method Formulates influence function as a tensor kernel, assumes low-rank structure, solves as convex optimization problem.
result Provides theoretical guarantees and demonstrates efficiency with simulations.

Study recovers community structure from coarse graph measurements.

problem Community recovery from low-resolution graph measurements.
method Formalized coarsening process of graph measurements, developed conditions for perfect recovery.
result Simple and closed-form asymptotic conditions for perfect recovery of coarse graph communities.

Unified framework for pattern recovery in penalized and thresholded estimation.

problem Pattern recovery in penalized and thresholded estimation methods.
method Defining a novel pattern notion based on subdifferentials, introducing accessibility and noiseless recovery conditions.
result Unified and extended conditions for pattern recovery in a broad class of penalized estimators.

New method recovers matrices with nonlinear structures using optimization on Grassmann manifold.

problem Recovering high-rank matrices with nonlinear structures like subspaces or clusters.
method Formulated as rank minimization of a nonlinear feature map, approximated by constrained non-convex optimization on the Grassmann manifold, using Riemannian and alternating minimization schemes.
result Global convergence and worst-case complexity bounds for alternating minimization scheme, leading to unique limit point.

We study the problem of recovering a hidden community of cardinality KK from an n×nn \times n symmetric data matrix AA, where for distinct indices i,ji,j, AijPA_{ij} \sim P if i,ji, j both belong to the community and AijQA_{ij} \sim Q otherwise, for two known probability distributions PP and QQ depending on nn. If $P={\r…

2015-09-25abs ↗pdf ↗

WARPd method solves inverse problems with approximate sharpness conditions.

problem Reconstruction of signals from undersampled and noisy measurements.
method First-order method based on primal-dual iterations with restart-reweight scheme.
result WARPd achieves stable linear convergence under generic approximate sharpness condition.

New algorithm improves signal recovery from noisy measurements with theoretical guarantees.

problem Recovering signals from noisy measurements in inverse problems.
method Wasserstein-based projections (WP) replacing analytic regularization with data-driven denoising.
result WP approximates true projection with high probability, providing theoretical guarantees.

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of methods have been developed for this recovery problem. However, a principled meth…

2011-02-25abs ↗pdf ↗

Study shows DNNs can recover functions with fewer samples than model parameters at overparameterization.

problem Determining reliable function recovery in overparameterized deep neural networks.
method Introducing 'local linear recovery' (LLR) and proving upper bounds on sample sizes for recovery.
result Upper bounds on optimistic sample sizes for function recovery in overparameterized DNNs are achieved.

Low-degree method fails to predict robust subspace recovery problem.

problem Predicting computational tractability of robust subspace recovery problem.
method Low-degree polynomial framework, anti-concentration properties.
result Low-degree method fails to predict computational tractability of robust subspace recovery problem even up to high degree.

In recent years, a class of dictionaries have been proposed for multidimensional (tensor) data representation that exploit the structure of tensor data by imposing a Kronecker structure on the dictionary underlying the data. In this work, a novel algorithm called "STARK" is provided to learn Kronecker structured dictio…

2017-11-13abs ↗pdf ↗

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.