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01/24/2019
Overcomplete Independent Component Analysis via SDP
We present a novel algorithm for overcomplete independent components ana...
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07/02/2018
Optimality and Sub-optimality of PCA I: Spiked Random Matrix Models
A central problem of random matrix theory is to understand the eigenvalu...
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03/29/2018
Notes on computational-to-statistical gaps: predictions using statistical physics
In these notes we describe heuristics to predict computational-to-statis...
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12/29/2017
Estimation under group actions: recovering orbits from invariants
Motivated by geometric problems in signal processing, computer vision, a...
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12/22/2016
Statistical limits of spiked tensor models
We study the statistical limits of both detecting and estimating a rank-...
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10/14/2016
Message-passing algorithms for synchronization problems over compact groups
Various alignment problems arising in cryo-electron microscopy, communit...
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09/19/2016