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Rank minimization has attracted a lot of attention due to its robustness in data recovery. To overcome the computational difficulty, rank is often replaced with nuclear norm. For several rank minimization problems, such a replacement has…

Machine Learning · Statistics 2013-07-02 Hongyang Zhang , Zhouchen Lin , Chao Zhang

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Zhanxuan Hu , Feiping Nie , Rong Wang , Xuelong Li

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

Methodology · Statistics 2016-05-04 Ping Li , Syama Sundar Rangapuram , Martin Slawski

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

Information Theory · Computer Science 2025-12-15 Timm Gilles

Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…

Computer Vision and Pattern Recognition · Computer Science 2014-10-24 Xiaowei Zhou , Can Yang , Hongyu Zhao , Weichuan Yu

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by…

Optimization and Control · Mathematics 2026-04-22 Andrew D. McRae , Richard Y. Zhang

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Machine Learning · Computer Science 2017-10-06 Paris V. Giampouras , Athanasios A. Rontogiannis , Konstantinos D. Koutroumbas

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

Information Theory · Computer Science 2009-03-19 Emmanuel J. Candes , Yaniv Plan

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

Optimization and Control · Mathematics 2017-03-22 Carl Olsson , Marcus Carlsson , Fredrik Andersson , Viktor Larsson

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova