Related papers: Computing the Rank Profile Matrix
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…
Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…
Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…
Motivated by graphical models, we consider the "Sparse Plus Low-rank" decomposition of a positive definite concentration matrix -- the inverse of the covariance matrix. This is a classical problem for which a rich theory and numerical…
Many algorithms for ranked data become computationally intractable as the number of objects grows due to the complex geometric structure induced by rankings. An additional challenge is posed by partial rankings, i.e. rankings in which the…
CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…
The trace regression model, a direct extension of the well-studied linear regression model, allows one to map matrices to real-valued outputs. We here introduce an even more general model, namely the partial-trace regression model, a family…
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…
Column selection is an essential tool for structure-preserving low-rank approximation, with wide-ranging applications across many fields, such as data science, machine learning, and theoretical chemistry. In this work, we develop unified…
In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…
We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…
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…
In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…
The identity testing of rational formulas (RIT) in the free skew field efficiently reduces to computing the rank of a matrix whose entries are linear polynomials in noncommuting variables\cite{HW15}. This rank computation problem has…
Calculating the log-determinant of a matrix is useful for statistical computations used in machine learning, such as generative learning which uses the log-determinant of the covariance matrix to calculate the log-likelihood of model…
Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…
We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…