Related papers: Fast Derandomized Low-rank Approximation and Exten…

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Low-rank matrix approximation is a fundamental tool in data analysis for processing large datasets, reducing noise, and finding important signals. In this work, we present a novel truncated LU factorization called Spectrum-Revealing LU…

The problem of low-rank matrix estimation recently received a lot of attention due to challenging applications. A lot of work has been done on rank-penalized methods and convex relaxation, both on the theoretical and applied sides. However,…

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…

Low-rank decomposition has emerged as a vital tool for enhancing parameter efficiency in neural network architectures, gaining traction across diverse applications in machine learning. These techniques significantly lower the number of…

In this paper, we propose and solve a low phase-rank approximation problem, which serves as a counterpart to the well-known low-rank approximation problem and the Schmidt-Mirsky theorem. More specifically, a nonzero complex number can be…

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…

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…

We introduce a method that uses low-rank approximations of cross-correlation matrices in mixed continuous and categorical Gaussian Process models. This new method -- called Low-Rank Correlation (LRC) -- offers the ability to flexibly adapt…

Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…