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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.

168,742 papers · 148 categories

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11223243 · May 202619922001200920172026
48 results for subspace pursuit

The paper finds non-Gaussian directions in high-dimensional data using Wasserstein distance.

problem Locating interesting non-Gaussian features in high-dimensional data.
method Projection pursuit using 2-Wasserstein distance to maximize the difference from Gaussian.
result Statistical guarantees for accurately approximating an unknown low-dimensional non-Gaussian subspace.

Sparse Subspace Clustering (SSC) is a state-of-the-art method for clustering high-dimensional data points lying in a union of low-dimensional subspaces. However, while 1\ell_1 optimization-based SSC algorithms suffer from high computational complexity, other variants of SSC, such as Orthogonal Matching Pursuit-based S…

2017-08-16abs ↗pdf ↗

In subspace clustering, a group of data points belonging to a union of subspaces are assigned membership to their respective subspaces. This paper presents a new approach dubbed Innovation Pursuit (iPursuit) to the problem of subspace clustering using a new geometrical idea whereby subspaces are identified based on the…

2015-12-02abs ↗pdf ↗

Paper proves noise-tolerant SSC using greedy methods under coherence conditions.

problem Proving noise-tolerant SSC using greedy methods under coherence conditions.
method Derives coherence-based sufficient conditions for correct neighbor identification using MP/OMP in the presence of bounded noise.
result MP/OMP succeed in identifying correct neighbors under certain noise levels, leading to higher clustering accuracy.

A novel PP algorithm using GMMs and GAs for detecting informative structures.

problem Detecting informative structures in multivariate datasets.
method Gaussian mixture models (GMMs) and Genetic Algorithms (GAs) for optimal projection.
result The approach effectively detects informative structures in multivariate datasets.

Paper analyzes and improves GPSP algorithm for block sparse signal recovery.

problem Recovering block sparse signals from noisy data.
method Group Projected Subspace Pursuit (GPSP) with convergence analysis and feature selection criteria.
result GPSP exactly recovers true block sparse signals under certain conditions.

State-of-the-art algorithms for sparse subspace clustering perform spectral clustering on a similarity matrix typically obtained by representing each data point as a sparse combination of other points using either basis pursuit (BP) or orthogonal matching pursuit (OMP). BP-based methods are often prohibitive in practic…

2017-10-31abs ↗pdf ↗

Subspace clustering methods based on 1\ell_1, 2\ell_2 or nuclear norm regularization have become very popular due to their simplicity, theoretical guarantees and empirical success. However, the choice of the regularizer can greatly impact both theory and practice. For instance, 1\ell_1 regularization is guaranteed t…

2015-07-05abs ↗pdf ↗

New method fuses audio and magnetic data to identify underlying subspaces.

problem Identifying complex trends in multi-modality data.
method Robust Group Subspace Recovery (RoGSuRe) algorithm based on group sparsity and bi-sparsity pursuit.
result Competitive performance in clustering and classification of multi-modal data.

Sparsity-based subspace clustering algorithms have attracted significant attention thanks to their excellent performance in practical applications. A prominent example is the sparse subspace clustering (SSC) algorithm by Elhamifar and Vidal, which performs spectral clustering based on an adjacency matrix obtained by sp…

2016-12-11abs ↗pdf ↗

Given an overcomplete dictionary AA and a signal bb that is a linear combination of a few linearly independent columns of AA, classical sparse recovery theory deals with the problem of recovering the unique sparse representation xx such that b=Axb = A x. It is known that under certain conditions on AA, xx can be re…

2015-07-06abs ↗pdf ↗

Paper improves MFC algorithm for clustering linear subspaces.

problem Challenges in subspace clustering, especially with close cluster spans.
method Integrates MFC and iPursuit algorithms, focusing on innovation components.
result MFC/iPursuit algorithms robust to cluster intersections and span closeness.

Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the l1l_1-norm are solved …

2016-09-16abs ↗pdf ↗

The paper tackles subspace-preserving recovery of sparse signals from overcomplete dictionaries.

problem Recovering sparse signals from overcomplete dictionaries when the signal lies in a subspace of the dictionary.
method Geometric conditions and covering radius/angular distance to ensure subspace-preserving recovery.
result Theoretical analysis shows that subspace-preserving recovery is possible without requiring incoherence or restricted isometry of the dictionary.

Efficiently recovers data corrupted by adversarial noise in structured settings.

problem Recovering clean data points from corrupted Gaussian data with low-rank noise and adversarial coordinate corruptions.
method Developed an efficient algorithm using a combinatorial approach to analyze Basis Pursuit (BP) method.
result Achieved nearly-optimal recovery of data points up to a ildeO(ks/d) ilde O(ks/d) error bound.

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same subspace must be identified in order to obtain accurate estimates of the subspace s…

2013-03-19abs ↗pdf ↗

Non-Gaussian component analysis (NGCA) is a problem in multidimensional data analysis which, since its formulation in 2006, has attracted considerable attention in statistics and machine learning. In this problem, we have a random variable XX in nn-dimensional Euclidean space. There is an unknown subspace ΓΓ of the …

2018-07-13abs ↗pdf ↗

The study examines how bias affects hypothesis formation in neural networks.

problem Characterizing the impact of bias on hypothesis formation in neural networks.
method An automated data-driven projection pursuit neural network to extract and select features for binary classification.
result The refinement of a working hypothesis converges to a robust multivariate perception of data.

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding operator that leads to a general family of iterative algorithms. While one extreme of …

2011-06-14abs ↗pdf ↗

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, whose number, orientations, and dimensions are all unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from unde…

2015-07-25abs ↗pdf ↗

We extend the theoretical analysis of a recently proposed single subspace learning algorithm, called Dual Principal Component Pursuit (DPCP), to the case where the data are drawn from of a union of hyperplanes. To gain insight into the properties of the 1\ell_1 non-convex problem associated with DPCP, we develop a geo…

2017-06-06abs ↗pdf ↗

The study examines the distribution of projections of Gaussian data points and its implications for learning models.

problem Understanding the distribution of projections of Gaussian data points in high dimensions.
method Analyzes the asymptotic behavior of projections of i.i.d. standard Gaussian vectors in Rd\mathbb{R}^d onto mm-dimensional subspaces.
result Establishes bounds on the Wasserstein radius of the set of probability distributions arising from these projections.

We study the problem of determining the optimal low dimensional projection for maximising the separability of a binary partition of an unlabelled dataset, as measured by spectral graph theory. This is achieved by finding projections which minimise the second eigenvalue of the graph Laplacian of the projected data, whic…

2015-09-04abs ↗pdf ↗

The recent developments of basis pursuit and compressed sensing seek to extract information from as few samples as possible. In such applications, since the number of samples is restricted, one should deploy the sampling points wisely. We are motivated to study the optimal distribution of finite sampling points. Formul…

2012-07-25abs ↗pdf ↗

We study a form of cyclic pursuit on Riemannian manifolds with positive injectivity radius. We conjecture that on a compact manifold, the piecewise geodesic loop formed by connecting consecutive pursuit agents either collapses in finite time or converges to a closed geodesic. The main result is that this conjecture is …

2016-02-10abs ↗pdf ↗

Study of pursuit-evasion game on sphere and its relation to planar Apollonius circle.

problem Analyzing pursuit-evasion game on a sphere and its properties.
method Extending classical planar pursuit-evasion game to spherical geometry, studying equilibrium intercept points and their relation to Apollonius domain.
result Condition for intercept point to belong to Apollonius domain on sphere, analogous to planar game.

This paper closes the gap on matching pursuit's convergence rate.

problem Improving the understanding of matching pursuit's convergence rate.
method Constructing a worst case dictionary to analyze matching pursuit's performance.
result Sharp characterization of matching pursuit's convergence rate as nαn^{-α}, with α0.182α \approx 0.182.

Sparse representations using learned dictionaries are being increasingly used with success in several data processing and machine learning applications. The availability of abundant training data necessitates the development of efficient, robust and provably good dictionary learning algorithms. Algorithmic stability an…

2013-03-03abs ↗pdf ↗

Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of import application domains including defense and route planning. Learning to opti…

2018-11-11abs ↗pdf ↗

Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the optimization by moving along coordinates, the latter considers a generalized notion of directions. Exploiting the connection be…

2018-03-26abs ↗pdf ↗

Generative ML learns optimal pursuit trajectories in pursuit-evasion games.

problem Optimizing Blue's pursuit trajectory to intercept Red in a game of pursuit-evasion.
method Applying generative machine learning to learn optimal action policies for Blue.
result Generative ML models can learn relevant representations for pursuit-evasion dynamics.

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms…

2019-04-28abs ↗pdf ↗

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented sensitivity to outliers. Recent work has considered the setting where each point has …

2010-10-20abs ↗pdf ↗

In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also supported by simulation comparisons. Reg-mod-BP provides a solution to the spar…

2011-08-16abs ↗pdf ↗

Robust STAP with coprime arrays reduces clutter using sparse modeling.

problem Limited performance due to training samples support in practical applications.
method Two-stage approach: 1) RD virtual snapshot, 2) RD sparse measurement modeling with OMP-like recovery.
result Robust to prior knowledge errors, good clutter suppression performance.

Enhances projection pursuit tree classifier with visual diagnostics for better multi-class classification.

problem Rigidity of original algorithm limits performance in complex high-dimensional classification problems.
method Allowing more splits and flexible class groupings in projection pursuit computation, and developing visual diagnostics.
result Demonstrates enhanced classifier performs as intended through interactive visual diagnostics.

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 optimization problems with complexity that scales with the dimension of the data, which…

2015-02-01abs ↗pdf ↗

Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…

2012-10-19abs ↗pdf ↗