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Analysis of low-degree polynomial algorithms is a powerful, newly-popular method for predicting computational thresholds in hypothesis testing problems. One limitation of current techniques for this analysis is their restriction to…

Statistics Theory · Mathematics 2020-11-10 Dmitriy Kunisky

Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An…

Machine Learning · Statistics 2016-10-12 Daniel L. Pimentel-Alarcón , Nigel Boston , Robert D. Nowak

We consider a statistical model for matrix factorization in a regime where the rank of the two hidden matrix factors grows linearly with their dimension and their product is corrupted by additive noise. Despite various approaches,…

Information Theory · Computer Science 2023-06-08 Farzad Pourkamali , Nicolas Macris

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…

Data Structures and Algorithms · Computer Science 2024-08-19 Yi Li , Honghao Lin , David P. Woodruff

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

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…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

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…

Machine Learning · Computer Science 2013-06-05 Prateek Jain , Inderjit S. Dhillon

We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…

Statistics Theory · Mathematics 2013-11-11 Li Zhang

In this paper we develop a theory of matrix completion for the extreme case of noisy 1-bit observations. Instead of observing a subset of the real-valued entries of a matrix M, we obtain a small number of binary (1-bit) measurements…

Statistics Theory · Mathematics 2014-07-02 Mark A. Davenport , Yaniv Plan , Ewout van den Berg , Mary Wootters

Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

While the matrix completion problem has attracted considerable attention over the decades, few works address the nonignorable missing issue and all have their limitations. In this article, we propose a nuclear norm regularized row- and…

Machine Learning · Statistics 2025-06-30 Yuanhong A , Guoyu Zhang , Yongcheng Zeng , Bo Zhang

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

Multiagent Systems · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

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…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…

Methodology · Statistics 2020-12-29 Diederik S. Laman Trip , Wessel N. van Wieringen

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…

Optimization and Control · Mathematics 2017-05-02 Angang Cui , Jigen Peng , Haiyang Li , Chengyi Zhang , Yongchao Yu

The Rank Minimization Problem asks to find a matrix of lowest rank inside a linear variety of the space of n x n matrices. The Low Rank Matrix Completion problem asks to complete a partially filled matrix such that the resulting matrix has…

Numerical Analysis · Computer Science 2015-01-13 Harm Derksen