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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

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…

Optimization and Control · Mathematics 2024-01-15 Hang Xu , Song Li , Junhong Lin

In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the…

Signal Processing · Electrical Eng. & Systems 2024-06-25 Hamideh. Sadat Fazael Ardakani , Sajad Daei , Arash Amini , Mikael Skoglund , Gabor Fodor

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

Information Theory · Computer Science 2009-03-19 Emmanuel J. Candes , Yaniv Plan

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate…

Optimization and Control · Mathematics 2020-09-08 Christian Kümmerle , Claudio M. Verdun

Matrix completion, where we wish to recover a low rank matrix by observing a few entries from it, is a widely studied problem in both theory and practice with wide applications. Most of the provable algorithms so far on this problem have…

Machine Learning · Computer Science 2016-05-27 Chi Jin , Sham M. Kakade , Praneeth Netrapalli

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

This paper studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…

Methodology · Statistics 2025-10-31 Congyuan Duan , Wanteng Ma , Dong Xia , Kan Xu

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

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

We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…

Optimization and Control · Mathematics 2022-06-22 Dan Garber

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 propose a relax-and-round approach combined with a greedy search strategy for performing complex lattice basis reduction. Taking an optimization perspective, we introduce a relaxed version of the problem that, while still nonconvex, has…

Signal Processing · Electrical Eng. & Systems 2018-08-16 Marius Arvinte , Ahmed H. Tewfik

Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…

Information Theory · Computer Science 2021-11-02 Hamideh. Sadat Fazael Ardakani , Niloufar Rahmani , Sajad Daei

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

Numerical Analysis · Mathematics 2010-06-29 Rick Ma , Samuel Cheng

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan