Related papers: Exploring Algorithmic Limits of Matrix Rank Minimi…
In this paper, we consider the matrix recovery from rank-one projection measurements proposed in [Cai and Zhang, Ann. Statist., 43(2015), 102-138], via nonconvex minimization. We establish a sufficient identifiability condition, which can…
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…
In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…
In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…
The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining…
Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…
Rank-constrained matrix problems appear frequently across science and engineering. The convergence analysis of iterative algorithms developed for these problems often hinges on local error bounds, which correlate the distance to the…
Low-rank matrix recovery is a fundamental problem in signal processing and machine learning. A recent very popular approach to recovering a low-rank matrix X is to factorize it as a product of two smaller matrices, i.e., X = UV^T, and then…
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…
We consider the problem of recovering a low-rank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved…
This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…
Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…
For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…
In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…
Since the matrix formed by nonlocal similar patches in a natural image is of low rank, the nuclear norm minimization (NNM) has been widely used in various image processing studies. Nonetheless, nuclear norm based convex surrogate of the…
Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…
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…
Recently theoretical guarantees have been obtained for matrix completion in the non-uniform sampling regime. In particular, if the sampling distribution aligns with the underlying matrix's leverage scores, then with high probability nuclear…
Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…
Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…