Related papers: Entrywise Eigenvector Analysis of Random Matrices …

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

This paper presents a two-stage online algorithm for recovery of low-rank parameter matrix in non-stationary stochastic systems. The first stage applies the recursive least squares (RLS) estimator combined with its singular value…

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

High-dimensional feature vectors are likely to contain sets of measurements that are approximate replicates of one another. In complex applications, or automated data collection, these feature sets are not known a priori, and need to be…

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,…

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Statistical inference for tensors has emerged as a critical challenge in analyzing high-dimensional data in modern data science. This paper introduces a unified framework for inferring general and low-Tucker-rank linear functionals of…

We consider the eigenvalue problem $Ax = \lambda x$ where $A \in \mathbb{R}^{n \times n}$ and the eigenvalue is also real $\lambda \in \mathbb{R}$. If we are given $A$, $\lambda$ and, additionally, the absolute value of the entries of $x$…

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense…

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small matrices. A new approach to compute approximations of pseudospectra and…

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

We consider the problem of exact community recovery in the Labeled Stochastic Block Model (LSBM) with $k$ communities, where each pair of vertices is associated with a label from the set $\{0,1, \dots, L\}$. A pair of vertices from…

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

In statistics and machine learning, people are often interested in the eigenvectors (or singular vectors) of certain matrices (e.g. covariance matrices, data matrices, etc). However, those matrices are usually perturbed by noises or…

We study the problem of learning a structured approximation (low-rank, sparse, banded, etc.) to an unknown matrix $A$ given access to matrix-vector product (matvec) queries of the form $x \rightarrow Ax$ and $x \rightarrow A^Tx$. This…

We propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned matrices. It is based on the {\it LDLT} decomposition and involves finding a $k \times k$ sub-matrix of the inverse of the…