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We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

Matrix completion is about recovering a matrix from its partial revealed entries, and it can often be achieved by exploiting the inherent simplicity or low dimensional structure of the target matrix. For instance, a typical notion of matrix…

Information Theory · Computer Science 2019-10-08 Jinchi Chen , Weiguo Gao , Ke Wei

We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…

Machine Learning · Statistics 2018-06-18 Pratik Jawanpuria , Bamdev Mishra

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

As a new color image representation tool, quaternion has achieved excellent results in color image processing problems. In this paper, we propose a novel low-rank quaternion matrix completion algorithm to recover missing data of color…

Numerical Analysis · Mathematics 2019-09-17 Jifei Miao , Kit Ian Kou

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

Iterative least-squares MR reconstructions typically use the Conjugate Gradient algorithm, despite known numerical issues. This paper demonstrates that the more recent LSMR algorithm has favourable numerical properties, and is to be…

Medical Physics · Physics 2022-12-14 Tobias C Wood

The problem of low-rank matrix reconstruction arises in various applications in communications and signal processing. The state of the art research largely focuses on the recovery techniques that utilize affine maps satisfying the…

Signal Processing · Electrical Eng. & Systems 2020-04-07 Wei Zhang , Taejoon Kim , Guojun Xiong , Shu-Hung Leung

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…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

We introduce a fast iterative non-local shrinkage algorithm to recover MRI data from undersampled Fourier measurements. This approach is enabled by the reformulation of current non-local schemes as an alternating algorithm to minimize a…

Computer Vision and Pattern Recognition · Computer Science 2014-05-22 Yasir Q. Moshin , Greg Ongie , Mathews Jacob

A novel framework to construct an efficient sensing (measurement) matrix, called mixed adaptive-random (MAR) matrix, is introduced for directly acquiring a compressed image representation. The mixed sampling (sensing) procedure hybridizes…

Information Theory · Computer Science 2015-04-07 Jun Yang , Wei E. I. Sha , Hongyang Chao , Zhu Jin

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…

Machine Learning · Statistics 2015-04-09 Suriya Gunasekar , Makoto Yamada , Dawei Yin , Yi Chang

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

Low-rank tensor estimation offers a powerful approach to addressing high-dimensional data challenges and can substantially improve solutions to ill-posed inverse problems, such as image reconstruction under noisy or undersampled conditions.…

Machine Learning · Computer Science 2025-02-06 Anh Van Nguyen , Diego Klabjan , Minseok Ryu , Kibaek Kim , Zichao Di

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…

Machine Learning · Statistics 2018-06-15 Tal Levy , Alireza Vahid , Raja Giryes

We introduce a method to recover a continuous domain representation of a piecewise constant two-dimensional image from few low-pass Fourier samples. Assuming the edge set of the image is localized to the zero set of a trigonometric…

Computer Vision and Pattern Recognition · Computer Science 2016-04-25 Greg Ongie , Mathews Jacob

This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…

Statistics Theory · Mathematics 2014-07-15 Kezhi Li , Martin Sundin , Cristian R. Rojas , Saikat Chatterjee , Magnus Jansson