Related papers: Matrix Recovery with Implicitly Low-Rank Data
Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the…
Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
We describe the Simple Greedy Matrix Completion Algorithm providing an efficient method for restoration of low-rank matrices from incomplete corrupted entries. We provide numerical evidences that, even in the simplest implementation, the…
This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…
A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…
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…
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…
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…
Low-rank matrix completion is a problem of immense practical importance. Recent works on the subject often use nuclear norm as a convex surrogate of the rank function. Despite its solid theoretical foundation, the convex version of the…
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…
We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…
This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…
We present novel techniques for analyzing the problem of low-rank matrix recovery. The methods are both considerably simpler and more general than previous approaches. It is shown that an unknown (n x n) matrix of rank r can be efficiently…
Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…
The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…
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…
Recovering intrinsic low dimensional subspaces from data distributed on them is a key preprocessing step to many applications. In recent years, there has been a lot of work that models subspace recovery as low rank minimization problems. We…
Can one recover a matrix efficiently from only matrix-vector products? If so, how many are needed? This paper describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz-like, and hierarchical…
The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…