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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 propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…

Numerical Analysis · Mathematics 2025-08-14 Miryam Gnazzo , Vanni Noferini , Lauri Nyman , Federico Poloni

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

Numerical Analysis · Mathematics 2025-05-12 Abinash Nayak

Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from…

Numerical Analysis · Mathematics 2018-01-31 Martin Benning , Martin Burger

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

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with…

Other Condensed Matter · Physics 2007-05-23 Igor Grubisic , Raoul Pietersz

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

While iterative matrix inversion methods excel in computational efficiency, memory optimization, and support for parallel and distributed computing when managing large matrices, their limitations are also evident in multiple-input…

Information Theory · Computer Science 2025-10-17 Jinfei Wang , Yi Ma , Rahim Tafazolli

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Tensor-based methods have recently emerged as a more natural and effective formulation to address many problems in hyperspectral imaging. In hyperspectral unmixing (HU), low-rank constraints on the abundance maps have been shown to act as a…

Computer Vision and Pattern Recognition · Computer Science 2018-11-14 Tales Imbiriba , Ricardo Augusto Borsoi , José Carlos Moreira Bermudez

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

Given a matrix $M\in \mathbb{R}^{m\times n}$, the low rank matrix completion problem asks us to find a rank-$k$ approximation of $M$ as $UV^\top$ for $U\in \mathbb{R}^{m\times k}$ and $V\in \mathbb{R}^{n\times k}$ by only observing a few…

Machine Learning · Computer Science 2024-04-03 Yuzhou Gu , Zhao Song , Junze Yin , Lichen Zhang

We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…

Optimization and Control · Mathematics 2021-12-07 Roman Pogodin , Mikhail Krechetov , Yury Maximov

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…

Optimization and Control · Mathematics 2022-09-28 Kristian Bredies , Marcello Carioni , Martin Holler

This paper provides a new algorithm for solving inverse problems, based on the minimization of the $L^2$ norm and on the control of the Total Variation. It consists in relaxing the role of the Total Variation in the classical Total…

Computer Vision and Pattern Recognition · Computer Science 2011-10-17 Qiyu Jin , Ion Grama , Quansheng Liu
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