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The paper deals with the problem of penalized empirical risk minimization over a convex set of linear functionals on the space of Hermitian matrices with convex loss and nuclear norm penalty. Such penalization is often used in low rank…

Statistics Theory · Mathematics 2012-10-11 Vladimir Koltchinskii

We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

The aim of the paper is to provide a constructive method for recovering a unitary matrix from experimental data. Since there is a natural immersion of unitary matrices within the set of double stochastic ones, the problem to solve is to…

Mathematical Physics · Physics 2015-06-26 Petre Dita

The purpose of this thesis is to develop new theories on high-dimensional structured signal recovery under a rather weak assumption on the measurements that only a finite number of moments exists. High-dimensional recovery has been one of…

Statistics Theory · Mathematics 2020-03-06 Xiaohan Wei

We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic…

Statistics Theory · Mathematics 2013-02-28 Anatoli Juditsky , Fatma Kılınç Karzan , Arkadi Nemirovski , Boris Polyak

Some problems of the quantum error-correcting codes theory can be reduced to the investigation of the higher-rank numerical ranges of the operators related to the error operators. We constructively verify a conjecture on the structure of…

Quantum Physics · Physics 2007-07-03 A. Ya. Kazakov

In typical microscopic approaches, particularly when pairing correlations are present, nuclei and nuclear fragments do not have well defined quantum numbers and symmetries should be restored. I present here a formalism for the simultaneous…

Nuclear Theory · Physics 2021-11-03 Aurel Bulgac

We consider the problem of recovering the superposition of $R$ distinct complex exponential functions from compressed non-uniform time-domain samples. Total Variation (TV) minimization or atomic norm minimization was proposed in the…

Information Theory · Computer Science 2017-11-07 Weiyu Xu , Jirong Yi , Soura Dasgupta , Jian-Feng Cai , Mathews Jacob , Myung Cho

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…

Optimization and Control · Mathematics 2019-11-26 Masaki Ogura , Masako Kishida , James Lam

Generalizations and variations of the fundamental lemma by Willems et al. are an active topic of recent research. In this note, we explore and formalize the links between kernel regression and some known nonlinear extensions of the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Oleksii Molodchyk , Timm Faulwasser

This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…

Econometrics · Economics 2025-12-09 Qihui Chen

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank…

Machine Learning · Computer Science 2011-05-27 Rina Foygel , Nathan Srebro

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

Information Theory · Computer Science 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

In recent years, a class of dictionaries have been proposed for multidimensional (tensor) data representation that exploit the structure of tensor data by imposing a Kronecker structure on the dictionary underlying the data. In this work, a…

Machine Learning · Statistics 2017-11-15 Mohsen Ghassemi , Zahra Shakeri , Anand D. Sarwate , Waheed U. Bajwa

This paper addresses the problem of identifying linear systems from noisy input-output trajectories. We introduce Thresholded Ho-Kalman, an algorithm that leverages a rank-adaptive procedure to estimate a Hankel-like matrix associated with…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Frédéric Zheng , Yassir Jedra , Alexandre Proutière

Matrix completion has become an extremely important technique as data scientists are routinely faced with large, incomplete datasets on which they wish to perform statistical inferences. We investigate how error introduced via matrix…

Statistics Theory · Mathematics 2019-07-09 Jamie Haddock , Denali Molitor , Deanna Needell , Sneha Sambandam , Joy Song , Simon Sun

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

In this paper, we investigate the sample size requirement for a general class of nuclear norm minimization methods for higher order tensor completion. We introduce a class of tensor norms by allowing for different levels of coherence, which…

Statistics Theory · Mathematics 2016-06-14 Ming Yuan , Cun-Hui Zhang

Let $H\_0, ..., H\_n$ be $m \times m$ matrices with entries in $\QQ$ and Hankel structure, i.e. constant skew diagonals. We consider the linear Hankel matrix $H(\vecx)=H\_0+\X\_1H\_1+...+\X\_nH\_n$ and the problem of computing sample points…

Symbolic Computation · Computer Science 2015-02-10 Didier Henrion , Simone Naldi , Mohab Safey El Din