Related papers: Matrix completion by singular value thresholding: …
The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually…
The main challenge with the tensor completion problem is a fundamental tension between computation power and the information-theoretic sample complexity rate. Past approaches either achieve the information-theoretic rate but lack practical…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…
This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…
We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…
We present a concise survey of matrix completion methods and associated implementations of several fundamental algorithms. Our study covers both passive and adaptive strategies. We further illustrate the behavior of a simple adaptive…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
We formulate the problem of matrix completion with and without side information as a non-convex optimization problem. We design fastImpute based on non-convex gradient descent and show it converges to a global minimum that is guaranteed to…
This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
We consider the low rank matrix completion problem over finite fields. This problem has been extensively studied in the domain of real/complex numbers, however, to the best of authors' knowledge, there exists merely one efficient algorithm…
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate…
Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…
The low-rank matrix completion problem asks whether a given real matrix with missing values can be completed so that the resulting matrix has low rank or is close to a low-rank matrix. The completed matrix is often required to satisfy…
In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…
We investigate the problem of completing partial matrices to rank-one matrices in the standard simplex. The motivation for studying this problem comes from statistics: A lack of eligible completion can provide a falsification test for…