no code implementations • 2 May 2024 • Simon Vary, Pierre Ablin, Bin Gao, P. -A. Absil
Optimization over the set of matrices that satisfy $X^\top B X = I_p$, referred to as the generalized Stiefel manifold, appears in many applications involving sampled covariance matrices such as canonical correlation analysis (CCA), independent component analysis (ICA), and the generalized eigenvalue problem (GEVP).
no code implementations • 29 Mar 2023 • Pierre Ablin, Simon Vary, Bin Gao, P. -A. Absil
Finally, our experiments demonstrate the promise of our approach to an array of machine-learning problems that involve orthogonality constraints.
2 code implementations • 18 Jul 2020 • Jared Tanner, Simon Vary
This manuscript develops similar guarantees showing that $m\times n$ matrices that can be expressed as the sum of a rank-$r$ matrix and a $s$-sparse matrix can be recovered by computationally tractable methods from $\mathcal{O}(r(m+n-r)+s)\log(mn/s)$ linear measurements.
no code implementations • 28 Feb 2019 • Giancarlo A. Antonucci, Simon Vary, David Humphreys, Robert A. Lamb, Jonathan Piper, Jared Tanner
Snapshot mosaic multispectral imagery acquires an undersampled data cube by acquiring a single spectral measurement per spatial pixel.