Related papers: Near-optimal matrix recovery from random linear me…
Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…
Matrix completion has become an extremely important technique as data scientists are routinely faced with large, incomplete datasets on which they wish to perform statistical inferences. We investigate how error introduced via matrix…
Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…
In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…
We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…
Recent work has demonstrated the effectiveness of gradient descent for directly recovering the factors of low-rank matrices from random linear measurements in a globally convergent manner when initialized properly. However, the performance…
We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…
An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $\Phi$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(\Phi x)$,…
The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…
We propose and analyze an approximate message passing (AMP) algorithm for the matrix tensor product model, which is a generalization of the standard spiked matrix models that allows for multiple types of pairwise observations over a…
In this paper, we consider the problem of sparse recovery from nonlinear measurements, which has applications in state estimation and bad data detection for power networks. An iterative mixed $\ell_1$ and $\ell_2$ convex program is used to…
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…
In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…
The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…
Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…
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…
We consider a phase retrieval problem, where the goal is to reconstruct a $n$-dimensional complex vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that,…
We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…
Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…