Related papers: Stable low-rank matrix recovery via null space pro…

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

In this paper we investigate the reconstruction conditions of nuclear norm minimization for low-rank matrix recovery. We obtain sufficient conditions $\delta_{tr}<t/(4-t)$ with $0<t<4/3$ to guarantee the robust reconstruction $(z\neq0)$ or…

We construct minimax optimal non-asymptotic confidence sets for low rank matrix recovery algorithms such as the Matrix Lasso or Dantzig selector. These are employed to devise adaptive sequential sampling procedures that guarantee recovery…

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

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…

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…

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

We analyze quantum state tomography in scenarios where measurements and states are both constrained. States are assumed to live in a semi-algebraic subset of state space and measurements are supposed to be rank-one POVMs, possibly with…

This paper focuses on recovering an underlying matrix from its noisy partial entries, a problem commonly known as matrix completion. We delve into the investigation of a non-convex regularization, referred to as transformed $L_1$ (TL1),…

In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with $\ell_1$-loss, where the goal is to recover a low-rank matrix from a limited number of…

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…