We explore the single-spiked covariance model within the context of sparse principal component analysis (PCA), which aims to recover a sparse unit vector from noisy samples. From an information-theoretic perspective, $O(k \log p)$ observations are sufficient to recover a $k$-sparse $p$-dimensional vector $\mathbf{v}$. However, existing polynomial-time methods require at least $O(k^2)$ samples for successful recovery, highlighting a significant gap in sample efficiency. To bridge this gap, we introduce a novel thresholding-based algorithm that requires only $\Omega(k \log p)$ samples, provided the signal strength $\lambda = \Omega(||\mathbf{v}||_\infty^{-1})$. We also propose a two-stage nonconvex algorithm that further enhances estimation performance. This approach integrates our thresholding algorithm with truncated power iteration, achieving the minimax optimal rate of statistical error under the desired sample complexity. Numerical experiments validate the superior performance of our algorithms in terms of estimation accuracy and computational efficiency.

Tensors play a crucial role in numerous scientific and engineering fields. This paper addresses the low-multilinear-rank tensor completion problem, a fundamental task in tensor-related applications. By exploiting the manifold structure inherent to the fixed-multilinear-rank tensor set, we introduce a simple yet highly effective preconditioned Riemannian metric and propose the Preconditioned Riemannian Gradient Descent (PRGD) algorithm. Compared to the standard Riemannian Gradient Descent (RGD), PRGD achieves faster convergence while maintaining the same order of per-iteration computational complexity. Theoretically, we provide the recovery guarantee for PRGD under near-optimal sampling complexity. Numerical results highlight the efficiency of PRGD, outperforming state-of-the-art methods on both synthetic data and real-world video inpainting tasks.

Finding low-rank matrix weights is a key technique for addressing the high memory usage and computational demands of large models. Most existing algorithms rely on the factorization of the low-rank matrix weights, which is non-unique and redundant. Their convergence is slow especially when the target low-rank matrices are ill-conditioned, because the convergence rate depends on the condition number of the Jacobian operator for the factorization and the Hessian of the loss function with respect to the weight matrix. To address this challenge, we adopt the Riemannian gradient descent (RGD) algorithm on the Riemannian manifold of fixed-rank matrices to update the entire low-rank weight matrix. This algorithm completely avoids the factorization, thereby eliminating the negative impact of the Jacobian condition number. Furthermore, by leveraging the geometric structure of the Riemannian manifold and selecting an appropriate metric, it mitigates the negative impact of the Hessian condition number. Ultimately, this results in our two plug-and-play optimizers: RAdaGrad and RAdamW, which are RGD with metrics adapted from AdaGrad and AdamW and restricted to the manifold. Our algorithms can be seamlessly integrated with various deep neural network architectures without any modifications. We evaluate the effectiveness of our algorithms through fine-tuning experiments on large language models and diffusion models. Experimental results consistently demonstrate that our algorithms provide superior performance compared to state-of-the-art methods. Additionally, our algorithm is not only effective for fine-tuning large models but is also applicable to deep neural network (DNN) compression.

We study the problem of recovering an unknown $d_1 \times d_2$ rank-$r$ matrix from $m$ random linear measurements. Convex methods achieve the optimal sample complexity $m = \Omega(r(d_1 + d_2))$ but are computationally expensive. Non-convex approaches, while more computationally efficient, often require suboptimal sample complexity $m = \Omega(r^2(d_1 + d_2))$. Recent advance achieves $m = \Omega(rd_1)$ for a non-convex approach but relies on the restrictive assumption of positive semidefinite (PSD) matrices and suffers from slow convergence in ill-conditioned settings. Bridging this gap, we show that Riemannian gradient descent (RGD) achieves both optimal sample complexity and computational efficiency without requiring the PSD assumption. Specifically, for Gaussian measurements, RGD exactly recovers the low-rank matrix with $m = \Omega(r(d_1 + d_2))$, matching the information-theoretic lower bound, and converges linearly to the global minimum with an arbitrarily small convergence rate.

Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent linear function classes to approximate the marginal $Q$-value for each agent. However, existing sample complexity bounds under such a framework have a suboptimal dependency on the desired accuracy $\varepsilon$ or the action space. In this work, we introduce a new algorithm, Lin-Confident-FTRL, for learning coarse correlated equilibria (CCE) with local access to the simulator, i.e., one can interact with the underlying environment on the visited states. Up to a logarithmic dependence on the size of the state space, Lin-Confident-FTRL learns $\epsilon$-CCE with a provable optimal accuracy bound $O(\epsilon^{-2})$ and gets rids of the linear dependency on the action space, while scaling polynomially with relevant problem parameters (such as the number of agents and time horizon). Moreover, our analysis of Linear-Confident-FTRL generalizes the virtual policy iteration technique in the single-agent local planning literature, which yields a new computationally efficient algorithm with a tighter sample complexity bound when assuming random access to the simulator.

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we propose an innovative second-order algorithm that employs a Newton-type method with hard thresholding. This algorithm overcomes the linear convergence limitations of first-order methods while preserving their hallmark per-iteration computational efficiency. We provide theoretical guarantees that our algorithm converges to the $s$-sparse ground truth signal $\boldsymbol{x}^{\natural} \in \mathbb{R}^n$ (up to a global sign) at a quadratic convergence rate after at most $O(\log (\Vert\boldsymbol{x}^{\natural} \Vert /x_{\min}^{\natural}))$ iterations, using $\Omega(s^2\log n)$ Gaussian random samples. Numerical experiments show that our algorithm achieves a significantly faster convergence rate than state-of-the-art methods.

The Bures-Wasserstein (BW) gradient descent method has gained considerable attention in various domains, including Gaussian barycenter, matrix recovery and variational inference problems, due to its alignment with the Wasserstein geometry of normal distributions. Despite its popularity, existing convergence analysis are often contingent upon specific loss functions, and the exploration of constrained settings within this framework remains limited. In this work, we make an attempt to bridge this gap by providing a general convergence rate guarantee for BW gradient descent when the Euclidean strong convexity of the loss and the constraints is assumed. In an effort to advance practical implementations, we also derive a closed-form solution for the projection onto BW distance-constrained sets, which enables the fast implementation of projected BW gradient descent for problems that arise in the constrained barycenter and distributionally robust optimization literature. Experimental results demonstrate significant improvements in computational efficiency and convergence speed, underscoring the efficacy of our method in practical scenarios.

Abstract. In recent years, patch-based image restoration approaches have demonstrated superior performance compared to conventional variational methods. This paper delves into the mathematical foundations underlying patch-based image restoration methods, with a specific focus on establishing restoration guarantees for patch-based image inpainting, leveraging the assumption of self-similarity among patches. To accomplish this, we present a reformulation of the image inpainting problem as structured low-rank matrix completion, accomplished by grouping image patches with potential overlaps. By making certain incoherence assumptions, we establish a restoration guarantee, given that the number of samples exceeds the order of [Formula: see text], where [Formula: see text] denotes the size of the image and [Formula: see text] represents the sum of ranks for each group of image patches. Through our rigorous mathematical analysis, we provide valuable insights into the theoretical foundations of patch-based image restoration methods, shedding light on their efficacy and offering guidelines for practical implementation.

We study the spectral super-resolution problem, which concerns the construction of an undamped spectrally sparse signal and its frequencies from its partially revealed entries. We propose a nonconvex method composed of a Hankel-Toeplitz matrix factorization model and a gradient descent algorithm termed as HT-GD. The model is equivalent to an ℓ0norm con-strained problem, which ensures that the all signal structures including the spectral poles lying on the unit circle are exploited. The gradient descent algorithm, consisting of spectral initialization and iterative refinement, is computationally efficient. Numerical results demonstrate that our method out-performs state-of-the-art approaches in terms of accuracy and computational speed.

We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be formulated as a sign-constrained log-determinant program. Current algorithms are designed using the block coordinate descent method or the proximal point algorithm, which becomes computationally challenging in high-dimensional cases due to the requirement to solve numerous nonnegative quadratic programs or large-scale linear systems. To address this issue, we propose a novel algorithm based on the two-metric projection method, incorporating a carefully designed search direction and variable partitioning scheme. Our algorithm substantially reduces computational complexity, and its theoretical convergence is established. Experimental results on synthetic and real-world datasets demonstrate that our proposed algorithm provides a significant improvement in computational efficiency compared to the state-of-the-art methods.

The tensor train (TT) format enjoys appealing advantages in handling structural high-order tensors. The recent decade has witnessed the wide applications of TT-format tensors from diverse disciplines, among which tensor completion has drawn considerable attention. Numerous fast algorithms, including the Riemannian gradient descent (RGrad), have been proposed for the TT-format tensor completion. However, the theoretical guarantees of these algorithms are largely missing or sub-optimal, partly due to the complicated and recursive algebraic operations in TT-format decomposition. Moreover, existing results established for the tensors of other formats, for example, Tucker and CP, are inapplicable because the algorithms treating TT-format tensors are substantially different and more involved. In this paper, we provide, to our best knowledge, the first theoretical guarantees of the convergence of RGrad algorithm for TT-format tensor completion, under a nearly optimal sample size condition. The RGrad algorithm converges linearly with a constant contraction rate that is free of tensor condition number without the necessity of re-conditioning. We also propose a novel approach, referred to as the sequential second-order moment method, to attain a warm initialization under a similar sample size requirement. As a byproduct, our result even significantly refines the prior investigation of RGrad algorithm for matrix completion. Lastly, statistically (near) optimal rate is derived for RGrad algorithm if the observed entries consist of random sub-Gaussian noise. Numerical experiments confirm our theoretical discovery and showcase the computational speedup gained by the TT-format decomposition.

Image inpainting methods usually fail to reconstruct reasonable structure and fine-grained texture simultaneously. This paper handles this problem from a novel perspective of predicting low-frequency semantic structural contents and high-frequency detailed textures respectively, and proposes a multi-frequency probabilistic inference model(MPI model) to predict the multi-frequency information of missing regions by estimating the parametric distribution of multi-frequency features over the corresponding latent spaces. Firstly, in order to extract the information of different frequencies without any interference, wavelet transform is utilized to decompose the input image into low-frequency subband and high-frequency subbands. Furthermore, an MPI model is designed to estimate the underlying multi-frequency distribution of input images. With this model, closer approximation to the true posterior distribution can be constrained and maximum-likelihood assignment can be approximated. Finally, based on the proposed MPI model, a two-path network consisting of inference network(InferenceNet) and generation network(GenerationNet) is trained parallelly to enforce the consistency of global structure and local texture between the generated image and ground truth. We qualitatively and quantitatively compare our method with other state-of-the-art methods on Paris StreetView, CelebA, CelebAMask-HQ and Places2 datasets. The results show the superior performance of our method, especially in the aspects of realistic texture details and semantic structural consistency.

Recently, the finite-rate-of-innovation (FRI) based continuous domain regularization is emerging as an alternative to the conventional on-the-grid sparse regularization for compressed sensing (CS) due to its ability to alleviate the basis mismatch between the true support of the shape in the continuous domain and the discrete grid. In this paper, we propose a new off-the-grid regularization for the CS-MRI reconstruction. Following the recent works on two dimensional FRI, we assume that the discontinuities/edges of the image are localized in the zero level set of a band-limited periodic function. This assumption induces the linear dependencies among the Fourier samples of the gradient of the image, which leads to a low rank twofold Hankel matrix. We further observe that the singular value decomposition of a low rank Hankel matrix corresponds to an adaptive tight frame system which can represent the image with sparse canonical coefficients. Based on this observation, we propose a data driven tight frame based off-the-grid regularization model for the CS-MRI reconstruction. To solve the nonconvex and nonsmooth model, a proximal alternating minimization algorithm with a guaranteed global convergence is adopted. Finally, the numerical experiments show that our proposed data driven tight frame based approach outperforms the existing approaches.

The problem of finding a vector x which obeys a set of quadratic equations |akTx|2= yk, k = 1,⋯, m, plays an important role in many applications. In this paper we consider the case when both x and ak are real-valued vectors of length n. A new loss function is constructed for this problem, which combines the smooth quadratic loss function with an activation function. Under the Gaussian measurement model, we establish that with high probability the target solution x is the only minimizer (up to a global sign) of the new loss function provided m ≳ n. Moreover, the loss function always has a negative directional curvature around its saddle points.

3D depth cameras have become more and more popular in recent years. However, depth maps captured by these cameras can hardly be used in 3D reconstruction directly because they often suffer from low resolution and blurring depth discontinuities. Super resolution of depth maps is necessary. In depth maps, the edge areas play more important role and demonstrate distinct geometry directions compared with natural images. However, most existing super-resolution methods ignore this fact, and they can not handle depth edges properly. Motivated by this, we propose a compound method that combines multi-direction dictionary sparse representation and autoregressive (AR) models, so that the depth edges are presented precisely at different levels. In the patch level, the depth edge patches with geometry directions are well represented by the pre-trained multi-directional dictionaries. Compared with a universal dictionary, multiple dictionaries trained from different directional patches can represent the directional depth patch much better. In the finer pixel level, we utilize an adaptive AR model to represent the local correlation patterns in small areas. Extensive experimental results on both synthetic and real datasets demonstrate that, the proposed model outperforms state-of-the-art depth map super-resolution methods in terms of both quantitative metrics and subjective visual quality.

Removing undesired reflections from images taken through the glass is of great importance in computer vision. It serves as a means to enhance the image quality for aesthetic purposes as well as to preprocess images in machine learning and pattern recognition applications. We propose a convex model to suppress the reflection from a single input image. Our model implies a partial differential equation with gradient thresholding, which is solved efficiently using Discrete Cosine Transform. Extensive experiments on synthetic and real-world images demonstrate that our approach achieves desirable reflection suppression results and dramatically reduces the execution time.

We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\BL$ and a sparse matrix $\BS$ from their sum $\BD=\BL+\BS$. In this paper, a new algorithm, dubbed accelerated alternating projections, is introduced for robust PCA which significantly improves the computational efficiency of the existing alternating projections proposed in (Netrapalli et al., 2014) when updating the low rank factor. The acceleration is achieved by first projecting a matrix onto some low dimensional subspace before obtaining a new estimate of the low rank matrix via truncated SVD. Exact recovery guarantee has been established which shows linear convergence of the proposed algorithm. Empirical performance evaluations establish the advantage of our algorithm over other state-of-the-art algorithms for robust PCA.

We consider the problem of recovering the superposition of R distinct complex exponential functions from compressed non-uniform time-domain samples. Total Variation (TV) minimization or atomic norm minimization was proposed in the literature to recover the R frequencies or the missing data. However, in order for TV minimization and atomic norm minimization to recover the missing data or the frequencies, the underlying R frequencies are required to be well-separated, even when the measurements are noiseless. This paper shows that the Hankel matrix recovery approach can super-resolve the R complex exponentials and their frequencies from compressed nonuniform measurements, regardless of how close their frequencies are to each other. We propose a new concept of orthonormal atomic norm minimization (OANM), and demonstrate that the success of Hankel matrix recovery in separation-free super-resolution comes from the fact that the nuclear norm of a Hankel matrix is an orthonormal atomic norm. More specifically, we show that, in traditional atomic norm minimization, the underlying parameter values must be well separated to achieve successful signal recovery, if the atoms are changing continuously with respect to the continuously-valued parameter. In contrast, for the OANM, it is possible the OANM is successful even though the original atoms can be arbitrarily close.

We consider the problem of spectral compressed sensing in continuous domain, which aims to recover a 2-dimensional spectrally sparse signal from partially observed time samples. The signal is assumed to be a superposition of s complex sinusoids. We propose a semidefinite program for the 2D signal recovery problem. Our model is able to handle large scale 2D signals of size 500 × 500, whereas traditional approaches only handle signals of size around 20 × 20.

We propose fast algorithms that speed up or improve the performance of recovering spectrally sparse signals from un-derdetermined measurements. Our algorithms are based on a non-convex approach of using alternating projected gradient descent for structured matrix recovery. We apply this approach to two formulations of structured matrix recovery: Hankel and Toeplitz mosaic structured matrix, and Hankel structured matrix. Our methods provide better recovery performance, and faster signal recovery than existing algorithms, including atomic norm minimization.

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as ℓ1minimization and nuclear norm minimization are well understood through recent years' research. However, rigorously characterizing the phase transition of total variation (TV) minimization in recovering sparse-gradient signal is still open. In this paper, we fully characterize the phase transition curve of the TV minimization. Our proof builds on Donoho, Johnstone and Montanari's conjectured phase transition curve for the TV approximate message passing algorithm (AMP), together with the linkage between the minmax Mean Square Error (MSE) of a denoising problem and the high-dimensional convex geometry for TV minimization.

Compressed sensing (CS) has exhibited great potential for accelerating magnetic resonance imaging (MRI). In CS-MRI, we want to reconstruct a high-quality image from very few samples in a short time. In this paper, we propose a fast algorithm, called projected iterative soft-thresholding algorithm (pISTA), and its acceleration pFISTA for CS-MRI image reconstruction. The proposed algorithms exploit sparsity of the magnetic resonance (MR) images under the redundant representation of tight frames. We prove that pISTA and pFISTA converge to a minimizer of a convex function with a balanced tight frame sparsity formulation. The pFISTA introduces only one adjustable parameter, the step size, and we provide an explicit rule to set this parameter. Numerical experiment results demonstrate that pFISTA leads to faster convergence speeds than the state-of-art counterpart does, while achieving comparable reconstruction errors. Moreover, reconstruction errors incurred by pFISTA appear insensitive to the step size.

We propose novel algorithms that enhance the performance of recovering unknown continuous-valued frequencies from undersampled signals. Our iterative reweighted frequency recovery algorithms employ the support knowledge gained from earlier steps of our algorithms as block prior information to enhance frequency recovery. Our methods improve the performance of the atomic norm minimization which is a useful heuristic in recovering continuous-valued frequency contents. Numerical results demonstrate that our block iterative reweighted methods provide both better recovery performance and faster speed than other known methods.

Dictionary learning for sparse representation has been an active topic in the field of image processing. Most existing dictionary learning schemes focus on the representation ability of the learned dictionary. However, according to the theory of compressive sensing, the mutual incoherence of the dictionary is of crucial role in the sparse coding. Thus incoherent dictionary is desirable to improve the performance of sparse representation based image restoration. In this paper, we propose a new incoherent dictionary learning model that minimizes the representation error and the mutual incoherence by incorporating the constraint of mutual incoherence into the dictionary update model. The optimal incoherent dictionary is achieved by seeking an optimization solution. An efficient algorithm is developed to solve the optimization problem iteratively. Experimental results on image denoising demonstrate that the proposed scheme achieves better recovery quality and converges faster than K-SVD while keeping lower computation complexity.

Respiration-correlated CBCT, commonly called 4DCBCT, provides respiratory phase-resolved CBCT images. A typical 4DCBCT represents averaged patient images over one breathing cycle and the fourth dimension is actually breathing phase instead of time. In many clinical applications, it is desirable to obtain true 4DCBCT with the fourth dimension being time, i.e., each constituent CBCT image corresponds to an instantaneous projection. Theoretically it is impossible to reconstruct a CBCT image from a single projection. However, if all the constituent CBCT images of a 4DCBCT scan share a lot of redundant information, it might be possible to make a good reconstruction of these images by exploring their sparsity and coherence/redundancy. Though these CBCT images are not completely time resolved, they can exploit both local and global temporal coherence of the patient anatomy automatically and contain much more temporal variation information of the patient geometry than the conventional 4DCBCT. We propose in this work a computational model and algorithms for the reconstruction of this type of semi-time-resolved CBCT, called cine-CBCT, based on low rank approximation that can utilize the underlying temporal coherence both locally and globally, such as slow variation, periodicity or repetition, in those cine-CBCT images.

In recent years, how to learn a dictionary from input images for sparse modelling has been one very active topic in image processing and recognition. Most existing dictionary learning methods consider an over-complete dictionary, e.g. the K-SVD method. Often they require solving some minimization problem that is very challenging in terms of computational feasibility and efficiency. However, if the correlations among dictionary atoms are not well constrained, the redundancy of the dictionary does not necessarily improve the performance of sparse coding. This paper proposed a fast orthogonal dictionary learning method for sparse image representation. With comparable performance on several image restoration tasks, the proposed method is much more computationally efficient than the over-complete dictionary based learning methods.

How to recover a clear image from a single motion-blurred image has long been a challenging open problem in digital imaging. In this paper, we focus on how to recover a motion-blurred image due to camera shake. A regularization-based approach is proposed to remove motion blurring from the image by regularizing the sparsity of both the original image and the motion-blur kernel under tight wavelet frame systems. Furthermore, an adapted version of the split Bregman method is proposed to efficiently solve the resulting minimization problem. The experiments on both synthesized images and real images show that our algorithm can effectively remove complex motion blurring from natural images without requiring any prior information of the motion-blur kernel.

Restoring a clear image from a single motion-blurred image due to camera shake has long been a challenging problem in digital imaging. Existing blind deblurring techniques either only remove simple motion blurring, or need user interactions to work on more complex cases. In this paper, we present an approach to remove motion blurring from a single image by formulating the blind blurring as a new joint optimization problem, which simultaneously maximizes the sparsity of the blur kernel and the sparsity of the clear image under certain suitable redundant tight frame systems (curvelet system for kernels and framelet system for images). Without requiring any prior information of the blur kernel as the input, our proposed approach is able to recover high-quality images from given blurred images. Furthermore, the new sparsity constraints under tight frame systems enable the application of a fast algorithm called linearized Bregman iteration to efficiently solve the proposed minimization problem. The experiments on both simulated images and real images showed that our algorithm can effectively removing complex motion blurring from nature images.

One promising approach to remove motion deblurring is to recover one clear image using an image pair. Existing dual-image methods require an accurate image alignment between the image pair, which could be very challenging even with the help of user interactions. Based on the observation that typical motion-blur kernels will have an extremely sparse representation in the redundant curvelet system, we propose a new minimization model to recover a clear image from the blurred image pair by enhancing the sparsity of blur kernels in the curvelet system. The sparsity prior on the motion-blur kernels improves the robustness of our algorithm to image alignment errors and image formation noise. Also, a numerical method is presented to efficiently solve the resulted minimization problem. The experiments showed that our proposed algorithm is capable of accurately estimating the blur kernels of complex camera motions with low requirement on the accuracy of image alignment, which in turn led to a high-quality recovered image from the blurred image pair.

Real images usually have sparse approximations under some tight frame systems derived from framelets, an oversampled discrete (window) cosine, or a Fourier transform. In this paper, we propose a method for image deblurring in tight frame domains. It is reduced to finding a sparse solution of a system of linear equations whose coefficient matrix is rectangular. Then, a modified version of the linearized Bregman iteration proposed and analyzed in [J.-F. Cai, S. Osher, and Z. Shen, Math. Comp., to appear, UCLA CAM Report (08-52), 2008; J.-F. Cai, S. Osher, and Z. Shen, Math. Comp., to appear, UCLA CAM Report (08-06), 2008; S. Osher et al., UCLA CAM Report (08-37), 2008; W. Yin et al., SIAM J. Imaging Sci., 1 (2008), pp. 143–168] can be applied. Numerical examples show that the method is very simple to implement, robust to noise, and effective for image deblurring.