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In this work, we develop implicit rank-adaptive schemes for time-dependent matrix differential equations. The dynamic low rank approximation (DLRA) is a well-known technique to capture the dynamic low rank structure based on Dirac-Frenkel…

Numerical Analysis · Mathematics 2025-01-27 Daniel Appelö , Yingda Cheng

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

Large Language Models have shown remarkable capabilities in the NLP domain. Their effectiveness can mainly be attributed to their ability to adapt to an array of downstream tasks. However, generally, full fine-tuning is a computationally…

Computation and Language · Computer Science 2025-06-10 Harsh Bihany , Shubham Patel , Ashutosh Modi

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

Low-rank training methods reduce the number of trainable parameters by re-parameterizing the weights with matrix decompositions (e.g., singular value decomposition). However, enforcing a fixed low-rank structure caps the rank of the weight…

Machine Learning · Computer Science 2025-10-16 Hyuntak Shin , Aecheon Jung , Sungeun Hong , Sunwoo Lee

Weighted low rank approximation (WLRA) is an important yet computationally challenging primitive with applications ranging from statistical analysis, model compression, and signal processing. To cope with the NP-hardness of this problem,…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

In this survey, we provide a detailed review of recent advances in the recovery of continuous domain multidimensional signals from their few non-uniform (multichannel) measurements using structured low-rank matrix completion formulation.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-19 Mathews Jacob , Merry P. Mani , Jong Chul Ye

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…

Machine Learning · Statistics 2013-11-07 Stoyan Georgiev , Sayan Mukherjee

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

In this work, we discuss low-parametric approaches for approximating SimRank matrices, which estimate the similarity between pairs of nodes in a graph. Although SimRank matrices and their computation require a significant amount of memory,…

Numerical Analysis · Mathematics 2026-02-25 Egor P. Berezin , Robert T. Zaks , German Z. Alekhin , Stanislav V. Morozov , Sergey A. Matveev

Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…

Optimization and Control · Mathematics 2017-02-23 Giorgio Ottaviani , Pierre-Jean Spaenlehauer , Bernd Sturmfels

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

Statistics Theory · Mathematics 2013-02-14 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

Low-rank multivariate regression (LRMR) is an important statistical learning model that combines highly correlated tasks as a multiresponse regression problem with low-rank priori on the coefficient matrix. In this paper, we study quantized…

Machine Learning · Statistics 2023-10-10 Junren Chen , Yueqi Wang , Michael K. Ng

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank…

Machine Learning · Statistics 2017-09-04 Teng Zhang , Yi Yang

Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…

Machine Learning · Computer Science 2016-07-28 Quanming Yao , James T. Kwok

In this paper, we present a predictor-corrector strategy for constructing rank-adaptive dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches…

Numerical Analysis · Mathematics 2022-09-09 Cory Hauck , Stefan Schnake

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

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller
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