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Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…

Image and Video Processing · Electrical Eng. & Systems 2018-05-15 Yue Hu , Xiaohan Liu , Mathews Jacob

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

The calibration of modern radio interferometers is a significant challenge, specifically at low frequencies. In this perspective, we propose a novel iterative calibration algorithm, which employs the popular sparse representation framework,…

Instrumentation and Methods for Astrophysics · Physics 2016-06-06 Martin Brossard , Mohamed Nabil El Korso , Marius Pesavento , Rémy Boyer , Pascal Larzabal

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…

Methodology · Statistics 2012-09-25 Kun Chen , Hongbo Dong , Kung-Sik Chan

While single measurement vector (SMV) models have been widely studied in signal processing, there is a surging interest in addressing the multiple measurement vectors (MMV) problem. In the MMV setting, more than one measurement vector is…

Signal Processing · Electrical Eng. & Systems 2018-06-15 Natalie Durgin , Rachel Grotheer , Chenxi Huang , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Constrained tensor and matrix factorization models allow to extract interpretable patterns from multiway data. Therefore identifiability properties and efficient algorithms for constrained low-rank approximations are nowadays important…

Machine Learning · Computer Science 2022-01-24 Jeremy E. Cohen

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…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

Matrix completion focuses on recovering a matrix from a small subset of its observed elements, and has already gained cumulative attention in computer vision. Many previous approaches formulate this issue as a low-rank matrix approximation…

Computer Vision and Pattern Recognition · Computer Science 2019-01-08 Shengke Xue , Wenyuan Qiu , Fan Liu , Xinyu Jin

In this paper, the partial relaxation approach is introduced and applied to DOA estimation using spectral search. Unlike existing methods like Capon or MUSIC which can be considered as single source approximations of multi-source estimation…

Signal Processing · Electrical Eng. & Systems 2024-10-30 Minh Trinh-Hoang , Mats Viberg , Marius Pesavento

This paper addresses the problem of direction-of-arrival (DOA) estimation for constant modulus (CM) source signals using a uniform or sparse linear array. Existing methods typically exploit either the Vandermonde structure of the steering…

Signal Processing · Electrical Eng. & Systems 2024-04-23 Xunmeng Wu , Zai Yang , Zhiqiang Wei , Zongben Xu

In this paper we consider the problem of estimating simultaneously low-rank and row-wise sparse matrices from nested linear measurements where the linear operator consists of the product of a linear operator $\mathcal{W}$ and a matrix…

Statistics Theory · Mathematics 2016-03-22 Sohail Bahmani , Justin Romberg

We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

Machine Learning · Computer Science 2020-06-16 Dan Garber

Sparse representation of a single measurement vector (SMV) has been explored in a variety of compressive sensing applications. Recently, SMV models have been extended to solve multiple measurement vectors (MMV) problems, where the…

Optimization and Control · Mathematics 2020-08-25 Jing Qin , Shuang Li , Deanna Needell , Anna Ma , Rachel Grotheer , Chenxi Huang , Natalie Durgin

Low-rank matrix approximation, which aims to construct a low-rank matrix from an observation, has received much attention recently. An efficient method to solve this problem is to convert the problem of rank minimization into a nuclear norm…

Information Theory · Computer Science 2016-09-21 Seyedroohollah Hosseini

We consider the problem of exact recovery of any $m\times n$ matrix of rank $\varrho$ from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom $(m+n)\varrho…

Information Theory · Computer Science 2016-04-08 Abhisek Kundu

We address the inverse problem that arises in compressed sensing of a low-rank matrix. Our approach is to pose the inverse problem as an approximation problem with a specified target rank of the solution. A simple search over the target…

Numerical Analysis · Mathematics 2009-06-15 Kiryung Lee , Yoram Bresler

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova