Spectral methods for data science: A statistical perspective
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …
Nonconvex robust low-rank matrix recovery
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 …
linear measurements that are corrupted by outliers taking arbitrary values. We consider a …
From symmetry to geometry: Tractable nonconvex problems
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 …
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
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 …
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
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 …
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
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 …
(0, 1] $ by using novel variants of iteratively reweighted least-squares (IRLS) to solve the …
A riemannian admm
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 …
a smooth function and a nonsmooth function, considered in the ambient space. This class of …
Arcs: Accurate rotation and correspondence search
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 …
simultaneous rotation and correspondence search". In this generalization we need to find a …
Subgradient descent learns orthogonal dictionaries
This paper concerns dictionary learning, ie, sparse coding, a fundamental representation
learning problem. We show that a subgradient descent algorithm, with random initialization …
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
In this paper, we study the generalized subdifferentials and the Riemannian gradient
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …