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We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are…

Information Theory · Computer Science 2009-02-25 M. Amin Khajehnejad , Alexandros G. Dimakis , Weiyu Xu , Babak Hassibi

In this paper, we develop a framework of generalized phase retrieval in which one aims to reconstruct a vector ${\mathbf x}$ in ${\mathbb R}^d$ or ${\mathbb C}^d$ through quadratic samples ${\mathbf x}^*A_1{\mathbf x}, \dots, {\mathbf…

Information Theory · Computer Science 2016-06-06 Yang Wang , Zhiqiang Xu

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

How to construct a suitable measurement matrix is still an open question in compressed sensing. A significant part of the recent work is that the measurement matrices are not completely random on the entries but exhibit considerable…

Information Theory · Computer Science 2017-09-08 Tao Huang , Yi-Zheng Fan , Ming Zhu

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

Phase retrieval in real or complex Hilbert spaces is the task of recovering a vector, up to an overall unimodular multiplicative constant, from magnitudes of linear measurements. In this paper, we assume that the vector is normalized, but…

Probability · Mathematics 2019-11-19 Dylan Domel-White , Bernhard G. Bodmann

Tensor completion recovers a multi-dimensional array from a limited number of measurements. Using the recently proposed tensor ring (TR) decomposition, in this paper we show that a d-order tensor of dimensional size n and TR rank r can be…

Machine Learning · Computer Science 2020-03-17 Huyan Huang , Yipeng Liu , Ce Zhu

Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…

Signal Processing · Electrical Eng. & Systems 2019-05-08 Xiao Peng Li , Lei Huang , Hing Cheung So , Bo Zhao

This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…

Information Theory · Computer Science 2018-12-17 Abiy Tasissa , Rongjie Lai

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 $\widehat x =\mathcal{D}(\Phi x)$,…

Data Structures and Algorithms · Computer Science 2014-02-10 Anna C. Gilbert , Yi Li , Ely Porat , Martin J. Strauss

We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…

Statistics Theory · Mathematics 2021-02-18 Antoine Maillard , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Recovery of sparse vectors and low-rank matrices from a small number of linear measurements is well-known to be possible under various model assumptions on the measurements. The key requirement on the measurement matrices is typically the…

Numerical Analysis · Mathematics 2021-09-23 Mark A. Iwen , Deanna Needell , Michael Perlmutter , Elizaveta Rebrova

Suppose we are given a vector $f$ in $\R^N$. How many linear measurements do we need to make about $f$ to be able to recover $f$ to within precision $\epsilon$ in the Euclidean ($\ell_2$) metric? Or more exactly, suppose we are interested…

Classical Analysis and ODEs · Mathematics 2007-05-23 Emmanuel Candes , Terence Tao

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

We propose an information-theoretic framework for matrix completion. The theory goes beyond the low-rank structure and applies to general matrices of "low description complexity". Specifically, we consider $m\times n$ random matrices…

Information Theory · Computer Science 2016-08-11 Erwin Riegler , David Stotz , Helmut Bölcskei

This paper considers the approximate reconstruction of points, x \in R^D, which are close to a given compact d-dimensional submanifold, M, of R^D using a small number of linear measurements of x. In particular, it is shown that a number of…

Information Theory · Computer Science 2012-04-17 Mark A. Iwen , Mauro Maggioni

We address some theoretical guarantees for Schatten-$p$ quasi-norm minimization ($p \in (0,1]$) in recovering low-rank matrices from compressed linear measurements. Firstly, using null space properties of the measurement operator, we…

Information Theory · Computer Science 2014-10-28 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

Magnetic particle imaging (MPI) data is commonly reconstructed using a system matrix acquired in a time-consuming calibration measurement. The calibration approach has the important advantage over model-based reconstruction that it takes…

Image and Video Processing · Electrical Eng. & Systems 2019-05-09 Ivo Matteo Baltruschat , Patryk Szwargulski , Florian Griese , Mirco Grosser , René Werner , Tobias Knopp

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt