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Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…

Machine Learning · Statistics 2021-04-20 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

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

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

We consider the recovery of a low rank and jointly sparse matrix from under sampled measurements of its columns. This problem is highly relevant in the recovery of dynamic MRI data with high spatio-temporal resolution, where each column of…

Numerical Analysis · Computer Science 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search…

Optimization and Control · Mathematics 2023-07-26 Ziye Ma , Yingjie Bi , Javad Lavaei , Somayeh Sojoudi

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

Machine Learning · Computer Science 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…

Data Structures and Algorithms · Computer Science 2024-02-21 Praneeth Kacham , David P Woodruff

We introduce a structured low rank matrix completion algorithm to recover a series of images from their under-sampled measurements, where the signal along the parameter dimension at every pixel is described by a linear combination of…

Computer Vision and Pattern Recognition · Computer Science 2017-07-13 Arvind Balachandrasekaran , Vincent Magnotta , Mathews Jacob

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

Methodology · Statistics 2016-05-04 Ping Li , Syama Sundar Rangapuram , Martin Slawski

Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well conditioning over all low rank matrices. However, many…

Machine Learning · Statistics 2021-11-17 Lijun Ding , Yuqian Zhang , Yudong Chen

This paper provides novel results for the recovery of signals from undersampled measurements based on analysis $\ell_1$-minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery…

Information Theory · Computer Science 2014-11-04 Holger Rauhut , Maryia Kabanava

In compressed sensing the goal is to recover a signal from as few as possible noisy, linear measurements. The general assumption is that the signal has only a few non-zero entries. The recovery can be performed by multiple different…

Information Theory · Computer Science 2020-10-07 Hendrik Bernd Petersen , Bubacarr Bah , Peter Jung

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

The paper deals with the problem of penalized empirical risk minimization over a convex set of linear functionals on the space of Hermitian matrices with convex loss and nuclear norm penalty. Such penalization is often used in low rank…

Statistics Theory · Mathematics 2012-10-11 Vladimir Koltchinskii

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

This work studies the Low Rank Phase Retrieval (LRPR) problem: recover an $n \times q$ rank-$r$ matrix $X^*$ from $y_k = |A_k^\top x^*_k|$, $k=1, 2,..., q$, when each $y_k$ is an m-length vector containing independent phaseless linear…

Information Theory · Computer Science 2021-02-25 Seyedehsara Nayer , Namrata Vaswani
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