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This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Augusto Aubry , Prabhu Babu , Antonio De Maio , Massimo Rosamilia

In this paper, we propose a novel model to recover a low-rank tensor by simultaneously performing double nuclear norm regularized low-rank matrix factorizations to the all-mode matricizations of the underlying tensor. An block successive…

Computer Vision and Pattern Recognition · Computer Science 2020-05-07 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

In the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

Compressed sensing (CS) enables people to acquire the compressed measurements directly and recover sparse or compressible signals faithfully even when the sampling rate is much lower than the Nyquist rate. However, the pure random sensing…

Information Theory · Computer Science 2016-11-24 Kezhi Li , Shuang Cong

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

We investigate a reconstruction limit of compressed sensing for a reconstruction scheme based on the L1-norm minimization utilizing a correlated compression matrix with a statistical mechanics method. We focus on the compression matrix…

Information Theory · Computer Science 2010-07-08 Koujin Takeda , Yoshiyuki Kabashima

The affine rank minimization (ARM) problem arises in many real-world applications. The goal is to recover a low-rank matrix from a small amount of noisy affine measurements. The original problem is NP-hard, and so directly solving the…

Information Theory · Computer Science 2020-01-08 Zhipeng Xue , Xiaojun Yuan , Junjie Ma , Yi Ma

Recent work has demonstrated that using a carefully designed sensing matrix rather than a random one, can improve the performance of compressed sensing. In particular, a well-designed sensing matrix can reduce the coherence between the…

Information Theory · Computer Science 2010-09-09 Kevin Rosenblum , Lihi Zelnik-Manor , Yonina C. Eldar

Compressed sensing is a novel technique where one can recover sparse signals from the undersampled measurements. In this correspondence, a $K \times N$ measurement matrix for compressed sensing is deterministically constructed via additive…

Information Theory · Computer Science 2010-10-04 Nam Yul Yu

Practical applications of compressed sensing often restrict the choice of its two main ingredients. They may (i) prescribe using particular redundant dictionaries for certain classes of signals to become sparsely represented, or (ii)…

Signal Processing · Electrical Eng. & Systems 2024-07-31 Jinn Ho , Wen-Liang Hwang , Andreas Heinecke

Learned iterative shrinkage thresholding algorithm (LISTA), which adopts deep learning techniques to learn optimal algorithm parameters from labeled training data, can be successfully applied to small-scale multidimensional harmonic…

Signal Processing · Electrical Eng. & Systems 2021-07-21 Rong Fu , Yimin Liu , Tianyao Huang , Yonina C. Eldar

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

Machine Learning · Computer Science 2016-04-20 Yang Cao , Yao Xie

Matrix sensing is a problem in signal processing and machine learning that involves recovering a low-rank matrix from a set of linear measurements. The goal is to reconstruct the original matrix as accurately as possible, given only a set…

Information Theory · Computer Science 2023-03-14 Yichuan Deng , Zhihang Li , Zhao Song

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

This paper proposes a learning method to construct an efficient sensing (measurement) matrix, having orthogonal rows, for compressed sensing of a class of signals. The learning scheme identifies the sensing matrix by maximizing the entropy…

Signal Processing · Electrical Eng. & Systems 2019-04-02 Gayatri Parthasarathy , G. Abhilash

In this paper, we focus on a matrix factorization-based approach to recover low-rank {\it asymmetric} matrices from corrupted measurements. We propose an {\it Overparameterized Preconditioned Subgradient Algorithm (OPSA)} and provide, for…

Optimization and Control · Mathematics 2025-05-30 Paris Giampouras , HanQin Cai , Rene Vidal

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…

Information Theory · Computer Science 2018-04-18 Eric Lybrand , Rayan Saab
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