Kabir Aladin Verchand

Kabir Aladin Verchand, Ankit Pensia, Saminul Haque et al.

We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $ε$ fraction of the observations are subject to an arbitrary (and unknown) missing not at random (MNAR) mechanism. When the true data is Gaussian, we provide evidence towards statistical-computational gaps in several problems. For mean estimation in $\ell_2$ norm, we show that in order to obtain error at most $ρ$, for any constant contamination $ε\in (0, 1)$, (roughly) $n \gtrsim d e^{1/ρ^2}$ samples are necessary and that there is a computationally-inefficient algorithm which achieves this error. On the other hand, we show that any computationally-efficient method within certain popular families of algorithms requires a much larger sample complexity of (roughly) $n \gtrsim d^{1/ρ^2}$ and that there exists a polynomial time algorithm based on sum-of-squares which (nearly) achieves this lower bound. For covariance estimation in relative operator norm, we show that a parallel development holds. Finally, we turn to linear regression with missing observations and show that such a gap does not persist. Indeed, in this setting we show that minimizing a simple, strongly convex empirical risk nearly achieves the information-theoretic lower bound in polynomial time.

Mengqi Lou, Kabir Aladin Verchand, Sara Fridovich-Keil et al.

We consider the problem of signal reconstruction for computed tomography (CT) under a nonlinear forward model that accounts for exponential signal attenuation, a polychromatic X-ray source, general measurement noise (e.g. Poisson shot noise), and observations acquired over multiple wavelength windows. We develop a simple iterative algorithm for single-material reconstruction, which we call EXACT (EXtragradient Algorithm for Computed Tomography), based on formulating our estimate as the fixed point of a monotone variational inequality. We prove guarantees on the statistical and computational performance of EXACT under practical assumptions on the measurement process. We also consider a recently introduced variant of this model with Gaussian measurements, and present sample and iteration complexity bounds for EXACT that improve upon those of existing algorithms. We apply our EXACT algorithm to a CT phantom image recovery task and show that it often requires fewer X-ray projection exposures, lower source intensity, and less computation time to achieve similar reconstruction quality to existing methods.

Michael Celentano, Chen Cheng, Ashwin Pananjady et al.

We develop a toolbox for exact analysis of iterative algorithms on a class of high-dimensional nonconvex optimization problems with random data. While prior work has shown that low-dimensional statistics of (generalized) first-order methods can be predicted by a deterministic recursion known as state evolution, our focus is on developing such a prediction for a more general class of algorithms. We provide a state evolution for any method whose iterations are given by (possibly interleaved) first-order and saddle point updates, showing two main results. First, we establish a rigorous state evolution prediction that holds even when the updates are not coordinate-wise separable. Second, we establish finite-sample guarantees bounding the deviation of the empirical updates from the established state evolution. In the process, we develop a technical toolkit that may prove useful in related problems. One component of this toolkit is a general Hilbert space lifting technique to prove existence and uniqueness of a convenient parameterization of the state evolution. Another component of the toolkit combines a generic application of Bolthausen's conditioning method with a sequential variant of Gordon's Gaussian comparison inequality, and provides additional ingredients that enable a general finite-sample analysis.