arXiv Machine Learning
Jul 14

Demixing Sparse Signals from Nonlinear Observations using Generalized Non-convex Regularization

arXiv:2607. 10618v1 Announce Type: cross Abstract: We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition: $y_i=g(\inner{\ba_i}{\bPhi\bw^\ast+\bPsi\bz^\ast})+e_i$, $i=1,\dots,m$, with $m\ll n$, incoherent orthonormal bases $\bPhi,\bPsi$, a scalar link $g$, and noise $e_i$ that may be heavy-tailed or contaminated.

By Raziyeh Takbiri
arXiv Machine Learning
Oct 9

Learning structured linear dynamical systems from missing observations

The paper tackles learning structured linear dynamical systems when only a few observations are available at each time step. It proposes an estimator that minimizes a bias‑corrected, potentially non‑convex objective and derives non‑asymptotic error bounds that depend on the local complexity of the constraint set, the trajectory length, and the sub‑sampling probability. The authors also prove convergence of projected gradient descent and demonstrate the theory for three specific constraint sets, showing that accurate recovery of the transition matrix is achievable with much shorter trajectories and very low observation rates.

By Aravinda Kanchana Ruwanpathirana, Hemant Tyagi, Sunny G. W. Wang