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Low rank matrix and tensor completion problems are to recover the incomplete two and higher order data by using their low rank structures. The essential problem in the matrix and tensor completion problems is how to improve the efficiency.…

Optimization and Control · Mathematics 2024-08-23 Quan Yu , Xinzhen Zhang

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…

Machine Learning · Statistics 2020-03-23 Xiaojun Mao , Raymond K. W. Wong , Song Xi Chen

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

We consider the recovery of a low rank and jointly sparse matrix from under sampled measurements of its columns. This problem is highly relevant in the recovery of dynamic MRI data with high spatio-temporal resolution, where each column of…

Numerical Analysis · Computer Science 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

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

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…

Information Theory · Computer Science 2011-02-22 Amin Khajehnejad , Samet Oymak , Babak Hassibi

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining…

Machine Learning · Statistics 2015-06-09 Stephane Chretien , Tianwen Wei

In this paper, we propose a novel model to recover a low-rank tensor by simultaneously performing double nuclear norm regularized low-rank matrix factorizations to the all-mode matricizations of the underlying tensor. An block successive…

Computer Vision and Pattern Recognition · Computer Science 2020-05-07 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Zhiyuan Zha , Xin Yuan , Bihan Wen , Jiantao Zhou , Jiachao Zhang , Ce Zhu

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…

Systems and Control · Computer Science 2016-08-04 Frank Ong , Michael Lustig

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Low-rank structures play important role in recent advances of many problems in image science and data science. As a natural extension of low-rank structures for data with nonlinear structures, the concept of the low-dimensional manifold…

Computer Vision and Pattern Recognition · Computer Science 2017-02-10 Rongjie Lai , Jia Li

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

Optimization and Control · Mathematics 2020-11-24 Guang-Jing Song , Xue-Zhong Wang , Michael K. Ng

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under…

Methodology · Statistics 2015-04-09 Tianxi Cai , T. Tony Cai , Anru Zhang