Related papers: Constrained Low-rank Matrix Estimation: Phase Tran…
This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…
Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…
Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…
Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
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…
Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…
Fine-tuning has become a popular approach to adapting large foundational models to specific tasks. As the size of models and datasets grows, parameter-efficient fine-tuning techniques are increasingly important. One of the most widely used…
We study low-rank matrix estimation for a generic inhomogeneous output channel through which the matrix is observed. This generalizes the commonly considered spiked matrix model with homogeneous noise to include for instance the dense…
We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…
Neural networks have achieved tremendous success in a large variety of applications. However, their memory footprint and computational demand can render them impractical in application settings with limited hardware or energy resources. In…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…
This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
In this survey, we provide a detailed review of recent advances in the recovery of continuous domain multidimensional signals from their few non-uniform (multichannel) measurements using structured low-rank matrix completion formulation.…