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A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

Information Theory · Computer Science 2016-05-25 Mark A. Davenport , Justin Romberg

In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…

Computer Vision and Pattern Recognition · Computer Science 2018-11-12 Xingyu Xie , Jianlong Wu , Guangcan Liu , Jun Wang

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

In this paper, the problem of Magnetic Resonance (MR) image reconstruction from partial Fourier samples has been considered. To this aim, we leverage the evidence that MR images are sparser than their zero-filled reconstructed ones from…

Information Theory · Computer Science 2015-08-19 Fateme Ghayem , Farokh Marvasti

For reconstruction of low-rank matrices from undersampled measurements, we develop an iterative algorithm based on least-squares estimation. While the algorithm can be used for any low-rank matrix, it is also capable of exploiting a-priori…

Statistics Theory · Mathematics 2012-06-13 Dave Zachariah , Martin Sundin , Magnus Jansson , Saikat Chatterjee

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo

This note demonstrates that we can stably recover all symmetric Toeplitz matrices $\pmb{X}_0\in\mathbb{R}^{n\times n}$ of rank at most $r$ from a number of rank-one subgaussian measurements on the order of $r\log^{2} n$ with an…

Information Theory · Computer Science 2026-05-19 Gao Huang , Song Li

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

It has been an important approach of using matrix completion to perform image restoration. Most previous works on matrix completion focus on the low-rank property by imposing explicit constraints on the recovered matrix, such as the…

Machine Learning · Computer Science 2022-06-28 Zhemin Li , Zhi-Qin John Xu , Tao Luo , Hongxia Wang

We propose a federated algorithm for reconstructing images using multimodal tomographic data sourced from dispersed locations, addressing the challenges of traditional unimodal approaches that are prone to noise and reduced image quality.…

Optimization and Control · Mathematics 2025-01-13 Geunyeong Byeon , Minseok Ryu , Zichao Wendy Di , Kibaek Kim

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…

Machine Learning · Statistics 2013-11-12 Akshay Krishnamurthy , Aarti Singh

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

Optimization and Control · Mathematics 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

Numerical Analysis · Mathematics 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

Low rank tensor ring model is powerful for image completion which recovers missing entries in data acquisition and transformation. The recently proposed tensor ring (TR) based completion algorithms generally solve the low rank optimization…

Machine Learning · Statistics 2021-04-07 Zhen Long , Ce Zhu , Jiani Liu , Yipeng Liu

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…

Computer Vision and Pattern Recognition · Computer Science 2014-10-24 Xiaowei Zhou , Can Yang , Hongyu Zhao , Weichuan Yu

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia