Nonconvex optimization meets low-rank matrix factorization: An overview

Y Chi, YM Lu, Y Chen - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
Substantial progress has been made recently on developing provably accurate and efficient
algorithms for low-rank matrix factorization via nonconvex optimization. While conventional …

Spectral methods for data science: A statistical perspective

Y Chen, Y Chi, J Fan, C Ma - Foundations and Trends® in …, 2021 - nowpublishers.com
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …

[HTML][HTML] Entrywise eigenvector analysis of random matrices with low expected rank

E Abbe, J Fan, K Wang, Y Zhong - Annals of statistics, 2020 - ncbi.nlm.nih.gov
Recovering low-rank structures via eigenvector perturbation analysis is a common problem
in statistical machine learning, such as in factor analysis, community detection, ranking …

Implicit regularization in nonconvex statistical estimation: Gradient descent converges linearly for phase retrieval and matrix completion

C Ma, K Wang, Y Chi, Y Chen - International Conference on …, 2018 - proceedings.mlr.press
Recent years have seen a flurry of activities in designing provably efficient nonconvex
optimization procedures for solving statistical estimation problems. For various problems like …

Gradient descent with random initialization: Fast global convergence for nonconvex phase retrieval

Y Chen, Y Chi, J Fan, C Ma - Mathematical Programming, 2019 - Springer
This paper considers the problem of solving systems of quadratic equations, namely,
recovering an object of interest x^ ♮ ∈ R^ nx♮∈ R n from m quadratic equations/samples …

[图书][B] Statistical foundations of data science

J Fan, R Li, CH Zhang, H Zou - 2020 - taylorfrancis.com
Statistical Foundations of Data Science gives a thorough introduction to commonly used
statistical models, contemporary statistical machine learning techniques and algorithms …

Breaking the sample size barrier in model-based reinforcement learning with a generative model

G Li, Y Wei, Y Chi, Y Gu… - Advances in neural …, 2020 - proceedings.neurips.cc
We investigate the sample efficiency of reinforcement learning in a $\gamma $-discounted
infinite-horizon Markov decision process (MDP) with state space S and action space A …

Inference and uncertainty quantification for noisy matrix completion

Y Chen, J Fan, C Ma, Y Yan - Proceedings of the National …, 2019 - National Acad Sciences
Noisy matrix completion aims at estimating a low-rank matrix given only partial and
corrupted entries. Despite remarkable progress in designing efficient estimation algorithms …

Nonconvex low-rank tensor completion from noisy data

C Cai, G Li, HV Poor, Y Chen - Advances in neural …, 2019 - proceedings.neurips.cc
We study a completion problem of broad practical interest: the reconstruction of a low-rank
symmetric tensor from highly incomplete and randomly corrupted observations of its entries …

Noisy matrix completion: Understanding statistical guarantees for convex relaxation via nonconvex optimization

Y Chen, Y Chi, J Fan, C Ma, Y Yan - SIAM journal on optimization, 2020 - SIAM
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a
large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently …