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Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization…

Machine Learning · Computer Science 2016-12-09 Yuanzhi Li , Yingyu Liang , Andrej Risteski

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

We present novel techniques for analyzing the problem of low-rank matrix recovery. The methods are both considerably simpler and more general than previous approaches. It is shown that an unknown (n x n) matrix of rank r can be efficiently…

Information Theory · Computer Science 2011-03-22 David Gross

We investigate non-negative least squares (NNLS) for the recovery of sparse non-negative vectors from noisy linear and biased measurements. We build upon recent results from [1] showing that for matrices whose row-span intersects the…

Information Theory · Computer Science 2019-12-30 Yonatan Shadmi , Peter Jung , Giuseppe Caire

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in…

Quantum Physics · Physics 2012-03-06 Yi-Kai Liu

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

Machine Learning · Statistics 2014-05-09 Ming Yuan , Cun-Hui Zhang

Sparse binary matrices are of great interest in the field of sparse recovery, nonnegative compressed sensing, statistics in networks, and theoretical computer science. This class of matrices makes it possible to perform signal recovery with…

Information Theory · Computer Science 2024-12-09 Pedro Abdalla

In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish

This paper establishes new restricted isometry conditions for compressed sensing and affine rank minimization. It is shown for compressed sensing that $\delta_{k}^A+\theta_{k,k}^A < 1$ guarantees the exact recovery of all $k$ sparse signals…

Information Theory · Computer Science 2016-11-17 T. Tony Cai , Anru Zhang

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

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

Phase retrieval aims to recover a signal $x \in \mathbb{C}^{n}$ from its amplitude measurements $|<x, a_i > |^2$, $i=1,2,...,m$, where $a_i$'s are over-complete basis vectors, with $m$ at least $3n -2$ to ensure a unique solution up to a…

Optimization and Control · Mathematics 2014-10-09 Penghang Yin , Jack Xin

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

We investigate the problem of recovering jointly $r$-rank and $s$-bisparse matrices from as few linear measurements as possible, considering arbitrary measurements as well as rank-one measurements. In both cases, we show that $m \asymp r s…

Numerical Analysis · Mathematics 2019-10-25 Simon Foucart , Rémi Gribonval , Laurent Jacques , Holger Rauhut

An approach to parameter optimization for the low-rank matrix recovery method in hyperspectral imaging is discussed. We formulate an optimization problem with respect to the initial parameters of the low-rank matrix recovery method. The…

Optimization and Control · Mathematics 2023-08-10 Monika Wolfmayr

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Optimization and Control · Mathematics 2010-11-09 Xuan Vinh Doan , Stephen A. Vavasis

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

This work studies low-rank approximation of a positive semidefinite matrix from partial entries via nonconvex optimization. We characterized how well local-minimum based low-rank factorization approximates a fixed positive semidefinite…

Optimization and Control · Mathematics 2019-04-08 Ji Chen , Xiaodong Li