Spectral methods for data science: A statistical perspective

Y Chen, Y Chi, J Fan, C Ma - Foundations and Trends® in …, 2021 - nowpublishers.com
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …

Nonconvex robust low-rank matrix recovery

X Li, Z Zhu, A Man-Cho So, R Vidal - SIAM Journal on Optimization, 2020 - SIAM
In this paper, we study the problem of recovering a low-rank matrix from a number of random
linear measurements that are corrupted by outliers taking arbitrary values. We consider a …

From symmetry to geometry: Tractable nonconvex problems

Y Zhang, Q Qu, J Wright - arxiv preprint arxiv:2007.06753, 2020 - arxiv.org
As science and engineering have become increasingly data-driven, the role of optimization
has expanded to touch almost every stage of the data analysis pipeline, from signal and …

Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods

X Li, S Chen, Z Deng, Q Qu, Z Zhu… - SIAM Journal on …, 2021 - SIAM
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which
the objective function is weakly convex in the ambient Euclidean space. Such problems are …

Efficient deterministic search with robust loss functions for geometric model fitting

A Fan, J Ma, X Jiang, H Ling - IEEE Transactions on Pattern …, 2021 - ieeexplore.ieee.org
Geometric model fitting is a fundamental task in computer vision, which serves as the pre-
requisite of many downstream applications. While the problem has a simple intrinsic …

Global linear and local superlinear convergence of IRLS for non-smooth robust regression

L Peng, C Kümmerle, R Vidal - Advances in neural …, 2022 - proceedings.neurips.cc
We advance both the theory and practice of robust $\ell_p $-quasinorm regression for $ p\in
(0, 1] $ by using novel variants of iteratively reweighted least-squares (IRLS) to solve the …

A riemannian admm

J Li, S Ma, T Srivastava - arxiv preprint arxiv:2211.02163, 2022 - arxiv.org
We consider a class of Riemannian optimization problems where the objective is the sum of
a smooth function and a nonsmooth function, considered in the ambient space. This class of …

Arcs: Accurate rotation and correspondence search

L Peng, MC Tsakiris, R Vidal - Proceedings of the IEEE/CVF …, 2022 - openaccess.thecvf.com
This paper is about the old Wahba problem in its more general form, which we call"
simultaneous rotation and correspondence search". In this generalization we need to find a …

Subgradient descent learns orthogonal dictionaries

Y Bai, Q Jiang, J Sun - arxiv preprint arxiv:1810.10702, 2018 - arxiv.org
This paper concerns dictionary learning, ie, sparse coding, a fundamental representation
learning problem. We show that a subgradient descent algorithm, with random initialization …

A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of

C Zhang, X Chen, S Ma - Mathematics of Operations …, 2024 - pubsonline.informs.org
In this paper, we study the generalized subdifferentials and the Riemannian gradient
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …