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The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…

Machine Learning · Computer Science 2024-05-30 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In this paper, we investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. We show that a gradient descent algorithm with initial value obtained from a spectral method can,…

Machine Learning · Statistics 2017-02-27 Dong Xia , Ming Yuan

This paper presents several novel theoretical results regarding the recovery of a low-rank matrix from just a few measurements consisting of linear combinations of the matrix entries. We show that properly constrained nuclear-norm…

Information Theory · Computer Science 2010-01-05 Emmanuel J. Candes , Yaniv Plan

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

Machine Learning · Statistics 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores…

Machine Learning · Statistics 2019-01-25 Alessandro Rudi , Daniele Calandriello , Luigi Carratino , Lorenzo Rosasco

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…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

We study extensions of compressive sensing and low rank matrix recovery to the recovery of low rank tensors from incomplete linear information. While the reconstruction of low rank matrices via nuclear norm minimization is rather…

Information Theory · Computer Science 2017-02-16 Holger Rauhut , Željka Stojanac

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

Weighted nuclear norm minimization has been recently recognized as a technique for reconstruction of a low-rank matrix from compressively sampled measurements when some prior information about the column and row subspaces of the matrix is…

Information Theory · Computer Science 2022-04-27 Hamideh Sadat Fazael Ardakani , Sajad Daei , Farzan Haddadi

Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…

Machine Learning · Statistics 2023-06-06 Hanbyul Lee , Rahul Mazumder , Qifan Song , Jean Honorio

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by…

Optimization and Control · Mathematics 2026-04-22 Andrew D. McRae , Richard Y. Zhang

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

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

We study the Low Rank Phase Retrieval (LRPR) problem defined as follows: recover an $n \times q$ matrix $X^*$ of rank $r$ from a different and independent set of $m$ phaseless (magnitude-only) linear projections of each of its columns. To…

Machine Learning · Computer Science 2020-11-30 Seyedehsara Nayer , Praneeth Narayanamurthy , Namrata Vaswani

Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…

Information Theory · Computer Science 2011-02-22 Amin Khajehnejad , Samet Oymak , Babak Hassibi