no code implementations • 18 Mar 2024 • Junyi Fan, Yuxuan Han, Jialin Zeng, Jian-Feng Cai, Yang Wang, Yang Xiang, Jiheng Zhang
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).
no code implementations • 6 Jun 2023 • Jian-Feng Cai, Jingyang Li, Dong Xia
Under the fixed step size regime, a fascinating trilemma concerning the convergence rate, statistical error rate, and regret is observed.
no code implementations • 10 May 2023 • Yinan Shen, Jingyang Li, Jian-Feng Cai, Dong Xia
The algorithm is not only computationally efficient with linear convergence but also statistically optimal, be the noise Gaussian or heavy-tailed with a finite 1 + epsilon moment.
no code implementations • 2 Mar 2022 • Yinan Shen, Jingyang Li, Jian-Feng Cai, Dong Xia
Lastly, RsGrad is applicable for low-rank tensor estimation under heavy-tailed noise where a statistically optimal rate is attainable with the same phenomenon of dual-phase convergence, and a novel shrinkage-based second-order moment method is guaranteed to deliver a warm initialization.
no code implementations • 27 Aug 2021 • Jian-Feng Cai, Jingyang Li, Dong Xia
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.
2 code implementations • 13 Oct 2019 • HanQin Cai, Jian-Feng Cai, Tianming Wang, Guojian Yin
We study the robust recovery problem for the spectrally sparse signal under the fully observed setting, which is about recovering $\boldsymbol{x}$ and a sparse corruption vector $\boldsymbol{s}$ from their sum $\boldsymbol{z}=\boldsymbol{x}+\boldsymbol{s}$.
no code implementations • 14 Jun 2019 • Jian-Feng Cai, Yuling Jiao, Xiliang Lu, Juntao You
Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention.
no code implementations • 12 Jun 2019 • Jian-Feng Cai, Lizhang Miao, Yang Wang, Yin Xian
We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries.
1 code implementation • CVPR 2019 • Yang Yang, Wenye Ma, Yin Zheng, Jian-Feng Cai, Weiyu Xu
Removing undesired reflections from images taken through the glass is of great importance in computer vision.
1 code implementation • 22 Nov 2018 • Jian-Feng Cai, Dong Li, Jiaze Sun, Ke Wang
The key in our proof is that random projections embed stably the set of sparse vectors or a low-dimensional smooth manifold into a low-dimensional subspace.
1 code implementation • 20 Oct 2018 • Yin Xian, Hanlin Gu, Wei Wang, Xuhui Huang, Yuan YAO, Yang Wang, Jian-Feng Cai
We introduce the use of data-driven tight frame (DDTF) algorithm for cryo-EM image denoising.
Computation Image and Video Processing
1 code implementation • 15 Nov 2017 • HanQin Cai, Jian-Feng Cai, Ke Wei
We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$.
no code implementations • 4 Nov 2017 • Weiyu Xu, Jirong Yi, Soura Dasgupta, Jian-Feng Cai, Mathews Jacob, Myung Cho
However, it is known that 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.
no code implementations • 6 Apr 2016 • Jiaxi Ying, Hengfa Lu, Qingtao Wei, Jian-Feng Cai, Di Guo, Jihui Wu, Zhong Chen, Xiaobo Qu
Signals are generally modeled as a superposition of exponential functions in spectroscopy of chemistry, biology and medical imaging.
no code implementations • 15 Sep 2015 • Bingwen Zhang, Weiyu Xu, Jian-Feng Cai, Lifeng Lai
Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics.
no code implementations • 14 Jul 2015 • Jian-Feng Cai, Suhui Liu, Weiyu Xu
This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples.
no code implementations • 29 Apr 2015 • Yunsong Liu, Zhifang Zhan, Jian-Feng Cai, Di Guo, Zhong Chen, Xiaobo Qu
It has been shown that, redundant image representations, e. g. tight frames, can significantly improve the image quality.
no code implementations • 10 Mar 2015 • Jian-Feng Cai, Xiaobo Qu, Weiyu Xu, Gui-Bo Ye
Our method can be applied to spectral compressed sensing where the signal of interest is a superposition of $R$ complex sinusoids.
no code implementations • 10 Mar 2015 • Zhifang Zhan, Jian-Feng Cai, Di Guo, Yunsong Liu, Zhong Chen, Xiaobo Qu
The proposed method is compared with state-of-the-art magnetic resonance image reconstruction methods.
no code implementations • 2 Dec 2013 • Weiyu Xu, Jian-Feng Cai, Kumar Vijay Mishra, Myung Cho, Anton Kruger
Recent research in off-the-grid compressed sensing (CS) has demonstrated that, under certain conditions, one can successfully recover a spectrally sparse signal from a few time-domain samples even though the dictionary is continuous.
no code implementations • 28 Jan 2013 • Jian-Feng Cai, Weiyu Xu
In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements.
4 code implementations • 18 Oct 2008 • Jian-Feng Cai, Emmanuel J. Candes, Zuowei Shen
Off-the-shelf algorithms such as interior point methods are not directly amenable to large problems of this kind with over a million unknown entries.
Optimization and Control