Related papers: Ranking Recovery from Limited Comparisons using Lo…

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Matrix completion is a fundamental problem that comes up in a variety of applications like the Netflix problem, collaborative filtering, computer vision, and crowdsourcing. The goal of the problem is to recover a k-by-n unknown matrix from…

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…

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…

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

The low-rank matrix completion problem asks whether a given real matrix with missing values can be completed so that the resulting matrix has low rank or is close to a low-rank matrix. The completed matrix is often required to satisfy…

This paper studies the low-rank matrix completion problem from an information theoretic perspective. The completion problem is rephrased as a communication problem of an (uncoded) low-rank matrix source over an erasure channel. The paper…

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Matrix representations are a powerful tool for designing efficient algorithms for combinatorial optimization problems such as matching, and linear matroid intersection and parity. In this paper, we initiate the study of matrix…

The affine matrix rank minimization (AMRM) problem is to find a matrix of minimum rank that satisfies a given linear system constraint. It has many applications in some important areas such as control, recommender systems, matrix completion…

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

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…

This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…