Related papers: On Polynomial Time Methods for Exact Low Rank Tens…

We consider the problem of finding the smallest or largest entry of a tensor of order N that is specified via its rank decomposition. Stated in a different way, we are given N sets of R-dimensional vectors and we wish to select one vector…

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…

We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

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…

We consider the problem of recovering an orthogonally decomposable tensor with a subset of elements distorted by noise with arbitrarily large magnitude. We focus on the particular case where each mode in the decomposition is corrupted by…

Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this…

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

The so-called block-term decomposition (BTD) tensor model, especially in its rank-$(L_r,L_r,1)$ version, has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of…

We propose a block coordinate descent type algorithm for estimating the rank of a given tensor. In addition, the algorithm provides the canonical polyadic decomposition of a tensor. In order to estimate the tensor rank we use sparse…

This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix…

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…

In this paper we show that simple semidefinite programs inspired by degree $4$ SOS can exactly solve the tensor nuclear norm, tensor decomposition, and tensor completion problems on tensors with random asymmetric components. More precisely,…

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

We investigate the reconstruction of multivariate functions from samples using sparse recovery techniques. For Square Root Lasso, Orthogonal Matching Pursuit, and Compressive Sampling Matching Pursuit, we demonstrate both theoretically and…