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In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

This paper presents reduced-rank linearly constrained minimum variance (LCMV) beamforming algorithms based on joint iterative optimization of filters. The proposed reduced-rank scheme is based on a constrained joint iterative optimization…

Other Computer Science · Computer Science 2012-05-22 R. C. de Lamare , L. Wang , R. Fa

We consider a problem of significant practical importance, namely, the reconstruction of a low-rank data matrix from a small subset of its entries. This problem appears in many areas such as collaborative filtering, computer vision and…

Machine Learning · Computer Science 2009-11-04 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…

Methodology · Statistics 2021-07-02 Qiang Sun , Rui Mao , Wen-Xin Zhou

Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…

Machine Learning · Computer Science 2025-08-21 Haoru Tan , Sitong Wu , Xiuzhe Wu , Wang Wang , Bo Zhao , Zeke Xie , Gui-Song Xia , Xiaojuan Qi

The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In…

Machine Learning · Statistics 2015-04-14 Gregory Darnell , Stoyan Georgiev , Sayan Mukherjee , Barbara E Engelhardt

The use of low-rank approximation filters in the field of NMR is increasing due to their flexibility and effectiveness. Despite their ability to reduce the Mean Square Error between the processed signal and the true signal is well known,…

Data Analysis, Statistics and Probability · Physics 2023-10-05 R. Francischello , M. F. Santarelli , A. Flori , L. Menichetti , M. Geppi

An efficient technique based on low-rank separated approximations is proposed for computation of three-dimensional integrals arising in the energy deposition model that describes ion-atomic collisions. Direct tensor-product quadrature…

Computational Physics · Physics 2015-11-17 M. S. Litsarev , I. V. Oseledets

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…

Optimization and Control · Mathematics 2013-06-04 Stephen Becker , Volkan Cevher , Anastasios Kyrillidis

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation…

Numerical Analysis · Mathematics 2025-07-22 Markus Bachmayr , Matthieu Dolbeault , Polina Sachsenmaier

This work presents generalized low-rank signal decompositions with the aid of switching techniques and adaptive algorithms, which do not require eigen-decompositions, for space-time adaptive processing. A generalized scheme is proposed to…

Information Theory · Computer Science 2013-04-09 R. C. de Lamare

This study proposes a low-complexity interpretable classification system. The proposed system contains three main modules including feature extraction, feature reduction, and classification. All of them are linear. Thanks to the linear…

Computer Vision and Pattern Recognition · Computer Science 2020-04-15 Tzu-Wei Tseng , Kai-Jiun Yang , C. -C. Jay Kuo , Shang-Ho , Tsai

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu

In this study, we address the challenge of low-rank model compression in the context of in-memory computing (IMC) architectures. Traditional pruning approaches, while effective in model size reduction, necessitate additional peripheral…

Hardware Architecture · Computer Science 2025-02-13 Kang Eun Jeon , Johnny Rhe , Jong Hwan Ko

A 4D-Var data assimilation technique is applied to a ORCA-2 configuration of the NEMO in order to identify the optimal parametrization of the boundary conditions on the lateral boundaries as well as on the bottom and on the surface of the…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Eugene Kazantsev

We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…

Machine Learning · Statistics 2026-02-05 Dimitris Bertsimas , Nicholas A. G. Johnson