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The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…

Information Theory · Computer Science 2009-03-30 Kiryung Lee , Yoram Bresler

The nuclear norm (NN) has been widely explored in matrix recovery problems, such as Robust PCA and matrix completion, leveraging the inherent global low-rank structure of the data. In this study, we introduce a new modified nuclear norm…

Computer Vision and Pattern Recognition · Computer Science 2025-07-25 Jiangjun Peng , Yisi Luo , Xiangyong Cao , Shuang Xu , Deyu Meng

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Machine Learning · Computer Science 2019-10-08 Abdallah Chehade , Zunya Shi

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

Matrix completion is often applied to data with entries missing not at random (MNAR). For example, consider a recommendation system where users tend to only reveal ratings for items they like. In this case, a matrix completion method that…

Machine Learning · Statistics 2019-10-30 Wei Ma , George H. Chen

We consider the problem of exact recovery of any $m\times n$ matrix of rank $\varrho$ from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom $(m+n)\varrho…

Information Theory · Computer Science 2016-04-08 Abhisek Kundu

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem…

Optimization and Control · Mathematics 2018-02-15 Jirong Yi , Weiyu Xu

Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…

Machine Learning · Computer Science 2015-02-11 Shusen Wang , Tong Zhang , Zhihua Zhang

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

It was recently shown that low rank matrix completion theory can be employed for designing new sampling schemes in the context of MIMO radars, which can lead to the reduction of the high volume of data typically required for accurate target…

Information Theory · Computer Science 2023-07-19 Dionysios S. Kalogerias , Athina P. Petropulu

The noisy matrix completion problem, which aims to recover a low-rank matrix $\mathbf{X}$ from a partial, noisy observation of its entries, arises in many statistical, machine learning, and engineering applications. In this paper, we…

Methodology · Statistics 2021-07-15 Simon Mak , Henry Shaowu Yushi , Yao Xie

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…

Numerical Analysis · Mathematics 2024-07-02 Paul Breiding , Nick Vannieuwenhoven

The problem of completing a large low rank matrix using a subset of revealed entries has received much attention in the last ten years. The main result of this paper gives a necessary and sufficient condition, stated in the language of…

Statistics Theory · Mathematics 2021-04-19 Sourav Chatterjee

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

We consider the problem of reconstructing a low rank matrix from noisy observations of a subset of its entries. This task has applications in statistical learning, computer vision, and signal processing. In these contexts, "noise"…

Machine Learning · Statistics 2010-01-05 Raghunandan H. Keshavan , Andrea Montanari

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon