no code implementations • 11 May 2013 • Rina Foygel, Lester Mackey
While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corruption are suitably structured.
no code implementations • NeurIPS 2012 • Rina Foygel, Nathan Srebro, Ruslan R. Salakhutdinov
We introduce a new family of matrix norms, the ''local max'' norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed weighted trace norms, which have been extensively used in the literature as regularizers for matrix reconstruction problems.
no code implementations • NeurIPS 2012 • Andreas Argyriou, Rina Foygel, Nathan Srebro
We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an $\ell_2$ penalty.
no code implementations • NeurIPS 2012 • Rina Foygel, Michael Horrell, Mathias Drton, John D. Lafferty
We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models.
no code implementations • NeurIPS 2011 • Rina Foygel, Ohad Shamir, Nati Srebro, Ruslan R. Salakhutdinov
We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions.
2 code implementations • NeurIPS 2010 • Rina Foygel, Mathias Drton
Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications.
Statistics Theory Statistics Theory