378 citations · 1.2k across the 40 of their papers we have counts for
6 papers · 1 filter
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…
Phase Transitions of Spectral Initialization for High-Dimensional Nonconvex Estimation
Yue M. Lu, Gen Li
We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase r…
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…