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We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

This paper explores an energy-modified leverage sampling strategy for matrix completion in radio map construction. The main goal is to address potential identifiability issues in matrix completion with sparse observations by using a…

Signal Processing · Electrical Eng. & Systems 2024-04-15 Hao Sun , Junting Chen

Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…

Optimization and Control · Mathematics 2022-04-28 Pini Zilber , Boaz Nadler

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

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…

Machine Learning · Computer Science 2018-09-06 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…

Optimization and Control · Mathematics 2025-03-24 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Low-rank tensor decomposition generalizes low-rank matrix approximation and is a powerful technique for discovering low-dimensional structure in high-dimensional data. In this paper, we study Tucker decompositions and use tools from…

Data Structures and Algorithms · Computer Science 2021-07-23 Matthew Fahrbach , Mehrdad Ghadiri , Thomas Fu

This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample…

Information Theory · Computer Science 2016-11-15 Yudong Chen

In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the…

Signal Processing · Electrical Eng. & Systems 2024-06-25 Hamideh. Sadat Fazael Ardakani , Sajad Daei , Arash Amini , Mikael Skoglund , Gabor Fodor

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

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…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

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…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

We investigate the low-rank tensor recovery problem using a relaxation of the nuclear p-norm by theta bodies. We provide algebraic descriptions of the norms and compute their Gr\"obner bases. Moreover, we develop geometric properties of…

Optimization and Control · Mathematics 2025-04-15 Felix Röhrich , Yuhuai Zhou

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

Information Theory · Computer Science 2025-12-15 Timm Gilles

The Minimum Volume Covering Ellipsoid (MVCE) problem, characterised by $n$ observations in $d$ dimensions where $n \gg d$, can be computationally very expensive in the big data regime. We apply methods from randomised numerical linear…

Optimization and Control · Mathematics 2024-11-07 Elizabeth Harris , Ali Eshragh , Bishnu Lamichhane , Jordan Shaw-Carmody , Elizabeth Stojanovski

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

Optimization and Control · Mathematics 2017-03-22 Carl Olsson , Marcus Carlsson , Fredrik Andersson , Viktor Larsson