19 citations · 38 across the 7 of their papers we have counts for
7 papers
Scaling Limit: Exact and Tractable Analysis of Online Learning Algorithms with Applications to Regularized Regression and PCA
Chuang Wang, Jonathan Mattingly, Yue M. Lu
We present a framework for analyzing the exact dynamics of a class of online learning algorithms in the high-dimensional scaling limit. Our results are applied to two concrete exam…
The Scaling Limit of High-Dimensional Online Independent Component Analysis
Chuang Wang, Yue M. Lu
We analyze the dynamics of an online algorithm for independent component analysis in the high-dimensional scaling limit. As the ambient dimension tends to infinity, and with proper…
Phase Retrieval via Linear Programming: Fundamental Limits and Algorithmic Improvements
Oussama Dhifallah, Christos Thrampoulidis, Yue M. Lu
A recently proposed convex formulation of the phase retrieval problem estimates the unknown signal by solving a simple linear program. This new scheme, known as PhaseMax, is comput…
Fundamental Limits of PhaseMax for Phase Retrieval: A Replica Analysis
Oussama Dhifallah, Yue M. Lu
We consider a recently proposed convex formulation, known as the PhaseMax method, for solving the phase retrieval problem. Using the replica method from statistical mechanics, we a…
Multiprocessor Approximate Message Passing with Column-Wise Partitioning
Yanting Ma, Yue M. Lu, Dror Baron
Solving a large-scale regularized linear inverse problem using multiple processors is important in various real-world applications due to the limitations of individual processors a…
Optimal Detection of Random Walks on Graphs: Performance Analysis via Statistical Physics
Ameya Agaskar, Yue M. Lu
We study the problem of detecting a random walk on a graph from a sequence of noisy measurements at every node. There are two hypotheses: either every observation is just meaningle…