Related papers: Max-Norm Optimization for Robust Matrix Recovery
Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…
We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…
Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner,…
This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…
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…
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…
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…
For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…
Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…
We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
While the matrix completion problem has attracted considerable attention over the decades, few works address the nonignorable missing issue and all have their limitations. In this article, we propose a nuclear norm regularized row- and…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…
We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…