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In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…
Symmetry, a fundamental concept to understand our environment, often oversimplifies reality from a mathematical perspective. Humans are a prime example, deviating from perfect symmetry in terms of appearance and cognitive biases (e.g.…
This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…
Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…
Recent papers have developed alternating least squares (ALS) methods for CP and tensor ring decomposition with a per-iteration cost which is sublinear in the number of input tensor entries for low-rank decomposition. However, the…
Tensor train decomposition is one of the most powerful approaches for processing high-dimensional data. For low-rank tensor train decomposition of large tensors, the alternating least squares (ALS) algorithm is widely used by updating each…
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…
Performance analysis of $l_0$ norm constrained Recursive least Squares (RLS) algorithm is attempted in this paper. Though the performance pretty attractive compared to its various alternatives, no thorough study of theoretical analysis has…
Spatiotemporal traffic time series (e.g., traffic volume/speed) collected from sensing systems are often incomplete with considerable corruption and large amounts of missing values, preventing users from harnessing the full power of the…
Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…
To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…
A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…
Recently, the stochastic asymptotical regularization (SAR) has been developed in (\emph{Inverse Problems}, 39: 015007, 2023) for the uncertainty quantification of the stable approximate solution of linear ill-posed inverse problems. In this…
Low-Rank Adaptation (LoRA) has proven effective in reducing computational costs while maintaining performance comparable to fully fine-tuned foundation models across various tasks. However, its fixed low-rank structure restricts its…
The affine matrix rank minimization (AMRM) problem is to find a matrix of minimum rank that satisfies a given linear system constraint. It has many applications in some important areas such as control, recommender systems, matrix completion…
This paper studies least-square regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of low-complexity. Indeed, they force…
Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…
Multivariate time series (MTS) anomaly diagnosis, which encompasses both anomaly detection and localization, is critical for the safety and reliability of complex, large-scale real-world systems. The vast majority of existing anomaly…
Tensor train (TT) factorization and corresponding TT rank, which can well express the low-rankness and mode correlations of higher-order tensors, have attracted much attention in recent years. However, TT factorization based methods are…
In this note we take a new look at the local convergence of alternating optimization methods for low-rank matrices and tensors. Our abstract interpretation as sequential optimization on moving subspaces yields insightful reformulations of…