Africa
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula
Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost none of them can estimate the uncertainty of its imputations. This paper proposes a probabilistic and scalable framework for missing value imputation with quantified uncertainty.
9e3b203e72c4e058de26d02a92a81844-Paper-Conference.pdf
In other words, a person's subsequent trajectory has likely been traveled by others. Based on this hypothesis, we propose to forecast a person's future trajectory by learning from the implicit scene regularities. We call the regularities, inherently derived from the past dynamics of the people and the environment in the scene, scene history.
Optimal Estimation in Orthogonally Invariant Generalized Linear Models: Spectral Initialization and Approximate Message Passing
Zhang, Yihan, Ji, Hong Chang, Venkataramanan, Ramji, Mondelli, Marco
We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only assumes that its singular vectors are generic. It is a vast generalization of the i.i.d. Gaussian design typically considered in the theoretical literature, and is motivated by the fact that real data often have a complex correlation structure so that methods relying on i.i.d. assumptions can be highly suboptimal. Building on the paradigm of spectrally-initialized iterative optimization, this paper proposes optimal spectral estimators and combines them with an approximate message passing (AMP) algorithm, establishing rigorous performance guarantees for these two algorithmic steps. Both the spectral initialization and the subsequent AMP meet existing conjectures on the fundamental limits to estimation -- the former on the optimal sample complexity for efficient weak recovery, and the latter on the optimal errors. Numerical experiments suggest the effectiveness of our methods and accuracy of our theory beyond orthogonally invariant data.