BZPEERPapers, people, evidence and research paths
Menu

Discover

SearchFind papers, people, topics, institutions and opportunities from one place.GraphSee how papers, authors, topics and evidence connect.

Research tools

HomeContinue from the papers, people and topics that matter now.CollectionsTurn saved papers into reading lists, evidence maps and shareable context.ResearchReconstruct the path that led you from search to paper to question.CollaborationMove from a paper, topic or expert request into a focused thread.PublishCreate full-text research articles with metadata, formulas and versions.

Network

ExpertsFind specialists whose work and reviews explain why they can help.CommunitiesJoin research groups organized around papers, topics and shared evidence.

Opportunities

ListingsBrowse roles, calls and collaborations connected to real research context.

Account

Log inReturn to your saved papers, graph views and active threads.Create accountStart saving papers, building a research trail and joining teams.
Log inCreate account

Source author record

Kiryung Lee

Kiryung Lee appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

ResearcherUnclaimed source record
Information Theorymath.ITMachine Learningmath.STeess.IVeess.SPmath.OCStatistics Theory

Catalog footprint

What is connected

14works
8topics
4close collaborators

Actions

Connect this record

Log in to claim
Open graphBrowse works

Research graph

See the researcher in context

Open full explorer

Inspect adjacent papers, topics, institutions and collaborators without losing the researcher page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Published work

14 published item(s)

preprint2026arXiv

Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions

This paper presents a parametric solution to piecewise linear regression through the Adaptive Block Gradient Descent (ABGD) algorithm. The heart of the method is the parametrization of piecewise linear functions as the difference of max-affine (DoMA) functions. A non-asymptotic local convergence analysis for ABGD is provided under sub-Gaussian covariate and noise distributions. To initialize ABGD, we adapt a prior algorithm originally developed for the simpler setting of max-affine functions. When suitably initialized, ABGD converges linearly to an $ε$-accurate estimate given $\tilde{\mathcal{O}}(d\max(σ_z/ε,1)^2)$ observations where $σ_z^2$ denotes the noise variance. This implies exact recovery given $\tilde{\mathcal{O}}(d)$ samples in the noiseless case. Also, such a rate is shown to be minimax optimal up to logarithmic factors. Synthetic numerical results corroborate the theoretical guarantees for ABGD. We also observe competitive performance compared to the state-of-the-art methods on real-world datasets.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Randomly Initialized Alternating Least Squares: Fast Convergence for Matrix Sensing

We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating Least Squares (ALS) method. While this algorithm has been studied in a number of previous works, most of them only show convergence from an initialization close to the true solution and thus require a carefully designed initialization scheme. However, random initialization has often been preferred by practitioners as it is model-agnostic. In this paper, we show that ALS with random initialization converges to the true solution with $\varepsilon$-accuracy in $O(\log n + \log (1/\varepsilon)) $ iterations using only a near-optimal amount of samples, where we assume the measurement matrices to be i.i.d. Gaussian and where by $n$ we denote the ambient dimension. Key to our proof is the observation that the trajectory of the ALS iterates only depends very mildly on certain entries of the random measurement matrices. Numerical experiments corroborate our theoretical predictions.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Low-Rank Matrix Estimation From Rank-One Projections by Unlifted Convex Optimization

We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical subgradient method operating in a space of dimension $r(d_1+d_2)$. This property makes the estimator significantly more scalable than the convex estimators based on lifting and semidefinite programming. Furthermore, we present a streamlined analysis for exact recovery under the real Gaussian measurement model, as well as the partially derandomized measurement model by using the spherical $t$-design. We show that under both models the estimator succeeds, with high probability, if the number of measurements exceeds $r^2 (d_1+d_2)$ up to some logarithmic factors. This sample complexity improves on the existing results for nonconvex iterative algorithms.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Convolutional Framework for Accelerated Magnetic Resonance Imaging

Magnetic Resonance Imaging (MRI) is a noninvasive imaging technique that provides exquisite soft-tissue contrast without using ionizing radiation. The clinical application of MRI may be limited by long data acquisition times; therefore, MR image reconstruction from highly undersampled k-space data has been an active area of research. Many works exploit rank deficiency in a Hankel data matrix to recover unobserved k-space samples; the resulting problem is non-convex, so the choice of numerical algorithm can significantly affect performance, computation, and memory. We present a simple, scalable approach called Convolutional Framework (CF). We demonstrate the feasibility and versatility of CF using measured data from 2D, 3D, and dynamic applications.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Phase Retrieval of Low-Rank Matrices by Anchored Regression

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix that have been put through a quadratic nonlinearity after being multiplied together. We propose a solution to this problem using the recently introduced technique of anchored regression. This approach uses two different types of convex relaxations: we replace the quadratic equality constraints for the phaseless measurements by a search over a polytope, and enforce the rank constraint through nuclear norm regularization. The result is a convex program that works in the space of $d_1 \times d_2$ matrices. We analyze two specific scenarios. In the first, the target matrix is rank-$1$, and the observations are structured to correspond to a phaseless blind deconvolution. In the second, the target matrix has general rank, and we observe the magnitudes of the inner products against a series of independent Gaussian random matrices. In each of these problems, we show that the anchored regression returns an accurate estimate from a near-optimal number of measurements given that we have access to an anchor matrix of sufficient quality. We also show how to create such an anchor in the phaseless blind deconvolution problem, again from an optimal number of measurements, and present a partial result in this direction for the general rank problem.

0 citations0 reviewsNo code linkedOpen access
preprint2016arXiv

Compressive Sampling using Annihilating Filter-based Low-Rank Interpolation

While the recent theory of compressed sensing provides an opportunity to overcome the Nyquist limit in recovering sparse signals, a solution approach usually takes a form of inverse problem of the unknown signal, which is crucially dependent on specific signal representation. In this paper, we propose a drastically different two-step Fourier compressive sampling framework in continuous domain that can be implemented as a measurement domain interpolation, after which a signal reconstruction can be done using classical analytic reconstruction methods. The main idea is originated from the fundamental duality between the sparsity in the primary space and the low-rankness of a structured matrix in the spectral domain, which shows that a low-rank interpolator in the spectral domain can enjoy all the benefit of sparse recovery with performance guarantees. Most notably, the proposed low-rank interpolation approach can be regarded as a generalization of recent spectral compressed sensing to recover large class of finite rate of innovations (FRI) signals at near optimal sampling rate. Moreover, for the case of cardinal representation, we can show that the proposed low-rank interpolation will benefit from inherent regularization and the optimal incoherence parameter. Using the powerful dual certificates and golfing scheme, we show that the new framework still achieves the near-optimal sampling rate for general class of FRI signal recovery, and the sampling rate can be further reduced for the class of cardinal splines. Numerical results using various type of FRI signals confirmed that the proposed low-rank interpolation approach has significant better phase transition than the conventional CS approaches.

0 citations0 reviewsNo code linkedOpen access
preprint2016arXiv

Near Optimal Compressed Sensing of a Class of Sparse Low-Rank Matrices via Sparse Power Factorization

Compressed sensing of simultaneously sparse and low-rank matrices enables recovery of sparse signals from a few linear measurements of their bilinear form. One important question is how many measurements are needed for a stable reconstruction in the presence of measurement noise. Unlike conventional compressed sensing for sparse vectors, where convex relaxation via the $\ell_1$-norm achieves near optimal performance, for compressed sensing of sparse low-rank matrices, it has been shown recently Oymak et al. that convex programmings using the nuclear norm and the mixed norm are highly suboptimal even in the noise-free scenario. We propose an alternating minimization algorithm called sparse power factorization (SPF) for compressed sensing of sparse rank-one matrices. For a class of signals whose sparse representation coefficients are fast-decaying, SPF achieves stable recovery of the rank-1 matrix formed by their outer product and requires number of measurements within a logarithmic factor of the information-theoretic fundamental limit. For the recovery of general sparse low-rank matrices, we propose subspace-concatenated SPF (SCSPF), which has analogous near optimal performance guarantees to SPF in the rank-1 case. Numerical results show that SPF and SCSPF empirically outperform convex programmings using the best known combinations of mixed norm and nuclear norm.

0 citations0 reviewsNo code linkedOpen access
preprint2015arXiv

A Unified Framework for Identifiability Analysis in Bilinear Inverse Problems with Applications to Subspace and Sparsity Models

Bilinear inverse problems (BIPs), the resolution of two vectors given their image under a bilinear mapping, arise in many applications. Without further constraints, BIPs are usually ill-posed. In practice, properties of natural signals are exploited to solve BIPs. For example, subspace constraints or sparsity constraints are imposed to reduce the search space. These approaches have shown some success in practice. However, there are few results on uniqueness in BIPs. For most BIPs, the fundamental question of under what condition the problem admits a unique solution, is yet to be answered. For example, blind gain and phase calibration (BGPC) is a structured bilinear inverse problem, which arises in many applications, including inverse rendering in computational relighting (albedo estimation with unknown lighting), blind phase and gain calibration in sensor array processing, and multichannel blind deconvolution (MBD). It is interesting to study the uniqueness of such problems. In this paper, we define identifiability of a BIP up to a group of transformations. We derive necessary and sufficient conditions for such identifiability, i.e., the conditions under which the solutions can be uniquely determined up to the transformation group. Applying these results to BGPC, we derive sufficient conditions for unique recovery under several scenarios, including subspace, joint sparsity, and sparsity models. For BGPC with joint sparsity or sparsity constraints, we develop a procedure to compute the relevant transformation groups. We also give necessary conditions in the form of tight lower bounds on sample complexities, and demonstrate the tightness of these bounds by numerical experiments. The results for BGPC not only demonstrate the application of the proposed general framework for identifiability analysis, but are also of interest in their own right.

0 citations0 reviewsNo code linkedOpen access
preprint2015arXiv

Blind Recovery of Sparse Signals from Subsampled Convolution

Subsampled blind deconvolution is the recovery of two unknown signals from samples of their convolution. To overcome the ill-posedness of this problem, solutions based on priors tailored to specific application have been developed in practical applications. In particular, sparsity models have provided promising priors. However, in spite of empirical success of these methods in many applications, existing analyses are rather limited in two main ways: by disparity between the theoretical assumptions on the signal and/or measurement model versus practical setups; or by failure to provide a performance guarantee for parameter values within the optimal regime defined by the information theoretic limits. In particular, it has been shown that a naive sparsity model is not a strong enough prior for identifiability in the blind deconvolution problem. Instead, in addition to sparsity, we adopt a conic constraint, which enforces spectral flatness of the signals. Under this prior, we provide an iterative algorithm that achieves guaranteed performance in blind deconvolution at near optimal sample complexity. Numerical results show the empirical performance of the iterative algorithm agrees with the performance guarantee.

0 citations0 reviewsNo code linkedOpen access
preprint2015arXiv

Identifiability in Blind Deconvolution with Subspace or Sparsity Constraints

Blind deconvolution (BD), the resolution of a signal and a filter given their convolution, arises in many applications. Without further constraints, BD is ill-posed. In practice, subspace or sparsity constraints have been imposed to reduce the search space, and have shown some empirical success. However, existing theoretical analysis on uniqueness in BD is rather limited. As an effort to address the still mysterious question, we derive sufficient conditions under which two vectors can be uniquely identified from their circular convolution, subject to subspace or sparsity constraints. These sufficient conditions provide the first algebraic sample complexities for BD. We first derive a sufficient condition that applies to almost all bases or frames. For blind deconvolution of vectors in $\mathbb{C}^n$, with two subspace constraints of dimensions $m_1$ and $m_2$, the required sample complexity is $n\geq m_1m_2$. Then we impose a sub-band structure on one basis, and derive a sufficient condition that involves a relaxed sample complexity $n\geq m_1+m_2-1$, which we show to be optimal. We present the extensions of these results to BD with sparsity constraints or mixed constraints, with the sparsity level replacing the subspace dimension. The cost for the unknown support in this case is an extra factor of 2 in the sample complexity.

0 citations0 reviewsNo code linkedOpen access
preprint2015arXiv

Optimal Sample Complexity for Blind Gain and Phase Calibration

Blind gain and phase calibration (BGPC) is a structured bilinear inverse problem, which arises in many applications, including inverse rendering in computational relighting (albedo estimation with unknown lighting), blind phase and gain calibration in sensor array processing, and multichannel blind deconvolution. The fundamental question of the uniqueness of the solutions to such problems has been addressed only recently. In a previous paper, we proposed studying the identifiability in bilinear inverse problems up to transformation groups. In particular, we studied several special cases of blind gain and phase calibration, including the cases of subspace and joint sparsity models on the signals, and gave sufficient and necessary conditions for identifiability up to certain transformation groups. However, there were gaps between the sample complexities in the sufficient conditions and the necessary conditions. In this paper, under a mild assumption that the signals and models are generic, we bridge the gaps by deriving tight sufficient conditions with optimal sample complexities.

0 citations0 reviewsNo code linkedOpen access
preprint2015arXiv

RIP-like Properties in Subsampled Blind Deconvolution

We derive near optimal performance guarantees for subsampled blind deconvolution. Blind deconvolution is an ill-posed bilinear inverse problem and additional subsampling makes the problem even more challenging. Sparsity and spectral flatness priors on unknown signals are introduced to overcome these difficulties. While being crucial for deriving desired near optimal performance guarantees, unlike the sparsity prior with a nice union-of-subspaces structure, the spectral flatness prior corresponds to a nonconvex cone structure, which is not preserved by elementary set operations. This prohibits the operator arising in subsampled blind deconvolution from satisfying the standard restricted isometry property (RIP) at near optimal sample complexity, which motivated us to study other RIP-like properties. Combined with the performance guarantees derived using these RIP-like properties in a companion paper, we show that subsampled blind deconvolution is provably solved at near optimal sample complexity by a practical algorithm.

0 citations0 reviewsNo code linkedOpen access
preprint2012arXiv

Oblique Pursuits for Compressed Sensing

Compressed sensing is a new data acquisition paradigm enabling universal, simple, and reduced-cost acquisition, by exploiting a sparse signal model. Most notably, recovery of the signal by computationally efficient algorithms is guaranteed for certain randomized acquisition systems. However, there is a discrepancy between the theoretical guarantees and practical applications. In applications, including Fourier imaging in various modalities, the measurements are acquired by inner products with vectors selected randomly (sampled) from a frame. Currently available guarantees are derived using a so-called restricted isometry property (RIP), which has only been shown to hold under ideal assumptions. For example, the sampling from the frame needs to be independent and identically distributed with the uniform distribution, and the frame must be tight. In practice though, one or more of the ideal assumptions is typically violated and none of the existing guarantees applies. Motivated by this discrepancy, we propose two related changes in the existing framework: (i) a generalized RIP called the restricted biorthogonality property (RBOP); and (ii) correspondingly modified versions of existing greedy pursuit algorithms, which we call oblique pursuits. Oblique pursuits are guaranteed using the RBOP without requiring ideal assumptions; hence, the guarantees apply to practical acquisition schemes. Numerical results show that oblique pursuits also perform competitively with, or sometimes better than their conventional counterparts.

0 citations0 reviewsNo code linkedOpen access
preprint2011arXiv

Subspace Methods for Joint Sparse Recovery

We propose robust and efficient algorithms for the joint sparse recovery problem in compressed sensing, which simultaneously recover the supports of jointly sparse signals from their multiple measurement vectors obtained through a common sensing matrix. In a favorable situation, the unknown matrix, which consists of the jointly sparse signals, has linearly independent nonzero rows. In this case, the MUSIC (MUltiple SIgnal Classification) algorithm, originally proposed by Schmidt for the direction of arrival problem in sensor array processing and later proposed and analyzed for joint sparse recovery by Feng and Bresler, provides a guarantee with the minimum number of measurements. We focus instead on the unfavorable but practically significant case of rank-defect or ill-conditioning. This situation arises with limited number of measurement vectors, or with highly correlated signal components. In this case MUSIC fails, and in practice none of the existing methods can consistently approach the fundamental limit. We propose subspace-augmented MUSIC (SA-MUSIC), which improves on MUSIC so that the support is reliably recovered under such unfavorable conditions. Combined with subspace-based greedy algorithms also proposed and analyzed in this paper, SA-MUSIC provides a computationally efficient algorithm with a performance guarantee. The performance guarantees are given in terms of a version of restricted isometry property. In particular, we also present a non-asymptotic perturbation analysis of the signal subspace estimation that has been missing in the previous study of MUSIC.

0 citations0 reviewsNo code linkedOpen access