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Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the…

Machine Learning · Computer Science 2025-04-15 Rishhabh Naik , Nisarg Trivedi , Davoud Ataee Tarzanagh , Laura Balzano

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

Let $A$ be an $m \times n$ matrix with rank $r$ and spectral decomposition $A = \sum_{i=1}^r \sigma_i u_i v_i^\top,$ where $\sigma_i$ are its singular values, ordered decreasingly, and $u_i, v_i$ are the corresponding left and right…

Numerical Analysis · Mathematics 2026-03-17 Phuc Tran , Van Vu

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

As a paradigm to recover unknown entries of a matrix from partial observations, low-rank matrix completion (LRMC) has generated a great deal of interest. Over the years, there have been lots of works on this topic but it might not be easy…

Data Structures and Algorithms · Computer Science 2019-07-30 Luong Trung Nguyen , Junhan Kim , Byonghyo Shim

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

In this lecture note, we discuss a fundamental concept, referred to as the {\it characteristic rank}, which suggests a general framework for characterizing the basic properties of various low-dimensional models used in signal processing.…

Statistics Theory · Mathematics 2020-11-12 Alexander Shapiro , Yao Xie , Rui Zhang

This paper studies the stability of low-rank implicit regularization in perturbed deep matrix factorization, where the target matrix is corrupted by a noise matrix. We first derive sufficient spectral conditions under which gradient descent…

Optimization and Control · Mathematics 2026-05-28 Jingzhe Wang , Hung-Hsu Chou

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

A well-known method for completing low-rank matrices based on convex optimization has been established by Cand{\`e}s and Recht. Although theoretically complete, the method may not entirely solve the low-rank matrix completion problem. This…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

In this paper, we show that the low rank matrix completion problem can be reduced to the problem of finding the rank of a certain tensor.

Optimization and Control · Mathematics 2013-07-24 Harm Derksen

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

In this work, we develop a new complexity metric for an important class of low-rank matrix optimization problems in both symmetric and asymmetric cases, where the metric aims to quantify the complexity of the nonconvex optimization…

Optimization and Control · Mathematics 2023-07-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Somayeh Sojoudi

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…

Information Theory · Computer Science 2010-06-11 Wei Dai , Ely Kerman , Olgica Milenkovic

We develop a flexible framework for low-rank matrix estimation that allows us to transform noise models into regularization schemes via a simple bootstrap algorithm. Effectively, our procedure seeks an autoencoding basis for the observed…

Methodology · Statistics 2016-06-29 Julie Josse , Stefan Wager