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255
Nuclear norm penalization and optimal rates for noisy low rank matrix completion.
 Annals of Statistics,
, 2011
"... AbstractThis paper deals with the trace regression model where n entries or linear combinations of entries of an unknown m1 × m2 matrix A0 corrupted by noise are observed. We propose a new nuclear norm penalized estimator of A0 and establish a general sharp oracle inequality for this estimator for ..."
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Cited by 107 (7 self)
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AbstractThis paper deals with the trace regression model where n entries or linear combinations of entries of an unknown m1 × m2 matrix A0 corrupted by noise are observed. We propose a new nuclear norm penalized estimator of A0 and establish a general sharp oracle inequality for this estimator for arbitrary values of n, m1, m2 under the condition of isometry in expectation. Then this method is applied to the matrix completion problem. In this case, the estimator admits a simple explicit form and we prove that it satisfies oracle inequalities with faster rates of convergence than in the previous works. They are valid, in particular, in the highdimensional setting m1m2 n. We show that the obtained rates are optimal up to logarithmic factors in a minimax sense and also derive, for any fixed matrix A0, a nonminimax lower bound on the rate of convergence of our estimator, which coincides with the upper bound up to a constant factor. Finally, we show that our procedure provides an exact recovery of the rank of A0 with probability close to 1. We also discuss the statistical learning setting where there is no underlying model determined by A0 and the aim is to find the best trace regression model approximating the data.
Clustering partially observed graphs via convex optimization.
 Journal of Machine Learning Research,
, 2014
"... Abstract This paper considers the problem of clustering a partially observed unweighted graphi.e., one where for some node pairs we know there is an edge between them, for some others we know there is no edge, and for the remaining we do not know whether or not there is an edge. We want to organiz ..."
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Cited by 47 (13 self)
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Abstract This paper considers the problem of clustering a partially observed unweighted graphi.e., one where for some node pairs we know there is an edge between them, for some others we know there is no edge, and for the remaining we do not know whether or not there is an edge. We want to organize the nodes into disjoint clusters so that there is relatively dense (observed) connectivity within clusters, and sparse across clusters. We take a novel yet natural approach to this problem, by focusing on finding the clustering that minimizes the number of "disagreements"i.e., the sum of the number of (observed) missing edges within clusters, and (observed) present edges across clusters. Our algorithm uses convex optimization; its basis is a reduction of disagreement minimization to the problem of recovering an (unknown) lowrank matrix and an (unknown) sparse matrix from their partially observed sum. We evaluate the performance of our algorithm on the classical Planted Partition/Stochastic Block Model. Our main theorem provides sufficient conditions for the success of our algorithm as a function of the minimum cluster size, edge density and observation probability; in particular, the results characterize the tradeoff between the observation probability and the edge density gap. When there are a constant number of clusters of equal size, our results are optimal up to logarithmic factors.
IMPROVED ANALYSIS OF THE SUBSAMPLED RANDOMIZED HADAMARD TRANSFORM
"... Abstract. This paper presents an improved analysis of a structured dimensionreduction map called the subsampled randomized Hadamard transform. This argument demonstrates that the map preserves the Euclidean geometry of an entire subspace of vectors. The new proof is much simpler than previous appro ..."
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Cited by 43 (1 self)
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Abstract. This paper presents an improved analysis of a structured dimensionreduction map called the subsampled randomized Hadamard transform. This argument demonstrates that the map preserves the Euclidean geometry of an entire subspace of vectors. The new proof is much simpler than previous approaches, and it offers—for the first time—optimal constants in the estimate on the number of dimensions required for the embedding. 1.
Spectral clustering of graphs with general degrees in the extended planted partition model
 Journal of Machine Learning Research  Proceedings Track
"... Abstract In this paper, we examine a spectral clustering algorithm for similarity graphs drawn from a simple random graph model, where nodes are allowed to have varying degrees, and we provide theoretical bounds on its performance. The random graph model we study is the Extended Planted Partition ( ..."
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Cited by 42 (0 self)
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Abstract In this paper, we examine a spectral clustering algorithm for similarity graphs drawn from a simple random graph model, where nodes are allowed to have varying degrees, and we provide theoretical bounds on its performance. The random graph model we study is the Extended Planted Partition (EPP) model, a variant of the classical planted partition model. The standard approach to spectral clustering of graphs is to compute the bottom k singular vectors or eigenvectors of a suitable graph Laplacian, project the nodes of the graph onto these vectors, and then use an iterative clustering algorithm on the projected nodes. However a challenge with applying this approach to graphs generated from the EPP model is that unnormalized Laplacians do not work, and normalized Laplacians do not concentrate well when the graph has a number of low degree nodes. We resolve this issue by introducing the notion of a degreecorrected graph Laplacian. For graphs with many low degree nodes, degree correction has a regularizing effect on the Laplacian. Our spectral clustering algorithm projects the nodes in the graph onto the bottom k right singular vectors of the degreecorrected randomwalk Laplacian, and clusters the nodes in this subspace. We show guarantees on the performance of this algorithm, demonstrating that it outputs the correct partition under a wide range of parameter values. Unlike some previous work, our algorithm does not require access to any generative parameters of the model.
A Tensor Spectral Approach to Learning Mixed Membership Community Models
"... Detecting hidden communities from observed interactions is a classical problem. Theoretical analysis of community detection has so far been mostly limited to models with nonoverlapping communities such as the stochastic block model. In this paper, we provide guaranteed community detection for a fam ..."
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Cited by 32 (7 self)
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Detecting hidden communities from observed interactions is a classical problem. Theoretical analysis of community detection has so far been mostly limited to models with nonoverlapping communities such as the stochastic block model. In this paper, we provide guaranteed community detection for a family of probabilistic network models with overlapping communities, termed as the mixed membership Dirichlet model, first introduced in Airoldi et al. (2008). This model allows for nodes to have fractional memberships in multiple communities and assumes that the community memberships are drawn from a Dirichlet distribution. Moreover, it contains the stochastic block model as a special case. We propose a unified approach to learning communities in these models via a tensor spectral decomposition approach. Our estimator uses loworder moment tensor of the observed network, consisting of 3star counts. Our learning method is based on simple linear algebraic operations such as singular value decomposition and tensor power iterations. We provide guaranteed recovery of community memberships and model parameters, and present a careful finite sample analysis of our learning method. Additionally, our results match the best known scaling requirements for the special case of the (homogeneous) stochastic block model.
Compressed Sensing Off the Grid
, 2012
"... This work investigates the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a grid, but can assume any values in the normalized ..."
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Cited by 28 (2 self)
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This work investigates the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a grid, but can assume any values in the normalized frequency domain [0, 1]. An atomic norm minimization approach is proposed to exactly recover the unobserved samples and identify the unknown frequencies, which is then reformulated as an exact semidefinite program. Even with this continuous dictionary, it is shown that O(s log s log n) random samples are sufficient to guarantee exact frequency localization with high probability, provided the frequencies are well separated. Numerical experiments are performed to illustrate the effectiveness of the proposed method.
Phase retrieval using alternating minimization
 In NIPS
, 2013
"... Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. Over the last two decades, a popular generic empirical approach to the many variants of this problem has been one of alternating minimization; i.e. alternating between estima ..."
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Cited by 24 (1 self)
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Phase retrieval problems involve solving linear equations, but with missing sign (or phase, for complex numbers) information. Over the last two decades, a popular generic empirical approach to the many variants of this problem has been one of alternating minimization; i.e. alternating between estimating the missing phase information, and the candidate solution. In this paper, we show that a simple alternating minimization algorithm geometrically converges to the solution of one such problem – finding a vector x from y,A, where y = ATx  and z  denotes a vector of elementwise magnitudes of z – under the assumption that A is Gaussian. Empirically, our algorithm performs similar to recently proposed convex techniques for this variant (which are based on “lifting ” to a convex matrix problem) in sample complexity and robustness to noise. However, our algorithm is much more efficient and can scale to large problems. Analytically, we show geometric convergence to the solution, and sample complexity that is off by log factors from obvious lower bounds. We also establish close to optimal scaling for the case when the unknown vector is sparse. Our work represents the only known theoretical guarantee for alternating minimization for any variant of phase retrieval problems in the nonconvex setting. 1
Recursive robust pca or recursive sparse recovery in large but structured noise
 in IEEE Intl. Symp. on Information Theory (ISIT
, 2013
"... This Dissertation is brought to you for free and open access by the Graduate College at Digital Repository @ Iowa State University. It has been accepted for inclusion in Graduate Theses and Dissertations by an authorized administrator of Digital Repository @ Iowa State University. For more informati ..."
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Cited by 22 (17 self)
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This Dissertation is brought to you for free and open access by the Graduate College at Digital Repository @ Iowa State University. It has been accepted for inclusion in Graduate Theses and Dissertations by an authorized administrator of Digital Repository @ Iowa State University. For more information, please contact