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Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

We introduce the broad subclass of algebraic compressed sensing problems, where structured signals are modeled either explicitly or implicitly via polynomials. This includes, for instance, low-rank matrix and tensor recovery. We employ…

Numerical Analysis · Mathematics 2024-07-02 Paul Breiding , Fulvio Gesmundo , Mateusz Michałek , Nick Vannieuwenhoven

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

A matrix network is a family of matrices, with relatedness modeled by a weighted graph. We consider the task of completing a partially observed matrix network. We assume a novel sampling scheme where a fraction of matrices might be…

Machine Learning · Computer Science 2018-06-11 Qingyun Sun , Mengyuan Yan David Donoho , Stephen Boyd

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

We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…

Information Theory · Computer Science 2019-02-25 Sajad Daei , Farzan Haddadi , Arash Amini

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

Machine Learning · Statistics 2025-07-29 Dominik Stöger , Yizhe Zhu

We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…

Signal Processing · Electrical Eng. & Systems 2021-10-15 Michael Koller , Wolfgang Utschick

A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…

Optimization and Control · Mathematics 2025-03-24 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

Machine Learning · Computer Science 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

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

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

This paper studies the problem of completing a low-rank matrix from a few of its random entries with the aid of prior information. We suggest a strategy to incorporate prior information into the standard matrix completion procedure by…

Information Theory · Computer Science 2020-07-15 Xu Zhang , Wei Cui , Yulong Liu

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

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

Recently, convex formulations of low-rank matrix factorization problems have received considerable attention in machine learning. However, such formulations often require solving for a matrix of the size of the data matrix, making it…

Machine Learning · Computer Science 2017-08-29 Benjamin D. Haeffele , Rene Vidal

This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix…

Machine Learning · Computer Science 2019-12-17 Jicong Fan , Yuqian Zhang , Madeleine Udell

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell
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