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A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…

Information Theory · Computer Science 2013-02-26 M. A. Iwen

The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…

Information Retrieval · Computer Science 2016-02-29 Zhao Kang , Qiang Cheng

We reconstruct a matrix product state (MPS) in reduced spaces using density matrix. This scheme applies to a MPS built on a blocked quantum lattice. Each block contains $N$ physical sites that have a local space of rank $R$. The simulation…

Strongly Correlated Electrons · Physics 2018-09-17 Lihua Wang , Kwang S. Kim

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

In a distributed storage systems (DSS) with $k$ systematic nodes, robustness against node failure is commonly provided by storing redundancy in a number of other nodes and performing repair mechanism to reproduce the content of the failed…

Information Theory · Computer Science 2018-01-01 Kaveh Mahdaviani , Soheil Mohajer , Ashish Khisti

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

Numerical Analysis · Mathematics 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

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

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

Information Theory · Computer Science 2013-01-29 Guangcan Liu , Zhouchen Lin , Shuicheng Yan , Ju Sun , Yong Yu , Yi Ma

We analyze and improve low rank representation (LRR), the state-of-the-art algorithm for subspace segmentation of data. We prove that for the noiseless case, the optimization model of LRR has a unique solution, which is the shape…

Computer Vision and Pattern Recognition · Computer Science 2015-03-19 Wei Siming , Lin Zhouchen

Low rank approximation has been extensively studied in the past. It is most suitable to reproduce rectangular like structures in the data. In this work we introduce a generalization using shifted rank-1 matrices to approximate…

Numerical Analysis · Mathematics 2018-10-04 Florian Boßmann , Jianwei Ma

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

We study the recovery of Hermitian low rank matrices $X \in \mathbb{C}^{n \times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with…

Information Theory · Computer Science 2014-10-28 Richard Kueng , Holger Rauhut , Ulrich Terstiege

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen