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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

We consider the problem of recovering a matrix from its action on a known vector in the setting where the matrix can be represented efficiently in a known matrix dictionary. Connections with sparse signal recovery allows for the use of…

Numerical Analysis · Mathematics 2015-04-23 Götz E. Pfander , Holger Rauhut , Jared Tanner

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

Numerical Analysis · Mathematics 2021-09-23 Congzhou M Sha , Nikolay V Dokholyan

We study the problem of differentially private second moment estimation and present a new algorithm that achieve strong privacy-utility trade-offs even for worst-case inputs under subsamplability assumptions on the data. We call an input…

Machine Learning · Computer Science 2025-05-21 Bar Mahpud , Or Sheffet

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

Numerical Analysis · Mathematics 2015-12-22 Jörg Liesen , Robert Luce

This paper addresses how well we can recover a data matrix when only given a few of its elements. We present a randomized algorithm that element-wise sparsifies the data, retaining only a few its elements. Our new algorithm independently…

Information Theory · Computer Science 2015-03-03 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail

Given only a few observed entries from a low-rank matrix $X$, matrix completion is the problem of imputing the missing entries, and it formalizes a wide range of real-world settings that involve estimating missing data. However, when there…

Machine Learning · Computer Science 2023-06-08 Steven Cao , Percy Liang , Gregory Valiant

In this paper we propose two schemes for the recovery of the spectrum of a covariance matrix from the empirical covariance matrix, in the case where the dimension of the matrix is a subunitary multiple of the number of observations. We…

Probability · Mathematics 2018-04-26 Saba Amsalu , Juntao Duan , Heinrich Matzinger , Ionel Popescu

Nonnegative matrix factorization (NMF) is an effective data representation tool with numerous applications in signal processing and machine learning. However, deploying NMF in a decentralized manner over ad-hoc networks introduces privacy…

Cryptography and Security · Computer Science 2024-03-28 Ehsan Lari , Reza Arablouei , Stefan Werner

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Mathematical Software · Computer Science 2010-06-10 Martin R. Albrecht , Clément Pernet

Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…

Information Theory · Computer Science 2013-07-09 Yi-Zheng Fan , Tao Huang , Ming Zhu

We study two problems of private matrix multiplication, over a distributed computing system consisting of a master node, and multiple servers that collectively store a family of public matrices using Maximum-Distance-Separable (MDS) codes.…

Information Theory · Computer Science 2023-03-01 Jinbao Zhu , Songze Li , Jie Li

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

Recovering the digital input of a time-discrete linear system from its (noisy) output is a significant challenge in the fields of data transmission, deconvolution, channel equalization, and inverse modeling. A variety of algorithms have…

Optimization and Control · Mathematics 2020-12-03 Sophie M. Fosson

This paper considers the problem of recovering an unknown sparse p\times p matrix X from an m\times m matrix Y=AXB^T, where A and B are known m \times p matrices with m << p. The main result shows that there exist constructions of the…

Information Theory · Computer Science 2013-03-27 Gautam Dasarathy , Parikshit Shah , Badri Narayan Bhaskar , Robert Nowak

Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean…

Machine Learning · Computer Science 2009-09-17 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Large matrix multiplications are central to large-scale machine learning applications. These operations are often carried out on a distributed computing platform with a master server and multiple workers in the cloud operating in parallel.…

Information Theory · Computer Science 2019-12-19 Malihe Aliasgari , Osvaldo Simeone , Joerg Kliewer

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov