Publications related to Online performance guarantees for sparse recovery

Leveraging topology, geometry, and symmetries for efficient Machine Learning

When learning from data, leveraging the symmetries of the domain the data lies on is a principled way to combat the curse of dimensionality: it constrains the set of functions to learn from. It is more data efficient than augmentation and gives a generaliz ...

EPFL2022

Variational Methods For Continuous-Domain Inverse Problems: the Quest for the Sparsest Solution

Thomas Jean Debarre

The goal of this thesis is to study continuous-domain inverse problems for the reconstruction of sparse signals and to develop efficient algorithms to solve such problems computationally. The task is to recover a signal of interest as a continuous function ...

EPFL2022

Subspace clustering in high-dimensions: Phase transitions & Statistical-to-Computational gap

Florent Gérard Krzakala, Lenka Zdeborová, Luca Pesce, Bruno Loureiro, Bruno Loureiro

A simple model to study subspace clustering is the high-dimensional k -Gaussian mixture model where the cluster means are sparse vectors. Here we provide an exact asymptotic characterization of the statistically optimal reconstruction error in this model i ...

2022

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Damir Filipovic

We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting. Our method learns the features necessary for an effective low-dimensi ...

WILEY2022

Statistical limits of dictionary learning: Random matrix theory and the spectral replica method

Nicolas Macris, Jean François Emmanuel Barbier

We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...

AMER PHYSICAL SOC2022

Linearization and Identification of Multiple-Attractor Dynamical Systems through Laplacian Eigenmaps

Aude Billard, Bernardo Fichera

Dynamical Systems (DS) are fundamental to the modeling and understanding time evolving phenomena, and have application in physics, biology and control. As determining an analytical description of the dynamics is often difficult, data-driven approaches are ...

Microtome Publishing2022

RMSSD Is More Sensitive to Artifacts Than Frequency-Domain Parameters: Implication in Athletes? Monitoring

Jean-Marc Vesin, Grégoire Millet, Sasan Yazdani

Easy-to-use and accurate heart rate variability (HRV) assessments are essential in athletes??? follow-up, but artifacts may lead to erroneous analysis. Artifact detection and correction are the purpose of extensive literature and implemented in dedicated a ...

JOURNAL SPORTS SCIENCE & MEDICINE2022

Manifold Learning-Based Polynomial Chaos Expansions For High-Dimensional Surrogate Models

Ketson Roberto Maximiano Dos Santos

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data representing quantitie ...

2022

On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

Daniel Kressner, Alice Cortinovis

Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...

2022

Convex optimization in sums of Banach spaces

Michaël Unser, Shayan Aziznejad

We characterize the solution of a broad class of convex optimization problems that address the reconstruction of a function from a finite number of linear measurements. The underlying hypothesis is that the solution is decomposable as a finite sum of compo ...

2021