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In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search…

Optimization and Control · Mathematics 2023-07-26 Ziye Ma , Yingjie Bi , Javad Lavaei , Somayeh Sojoudi

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

A well-known method for completing low-rank matrices based on convex optimization has been established by Cand{\`e}s and Recht. Although theoretically complete, the method may not entirely solve the low-rank matrix completion problem. This…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li

We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in…

Quantum Physics · Physics 2012-03-06 Yi-Kai Liu

It was recently shown that low rank matrix completion theory can be employed for designing new sampling schemes in the context of MIMO radars, which can lead to the reduction of the high volume of data typically required for accurate target…

Information Theory · Computer Science 2023-07-19 Dionysios S. Kalogerias , Athina P. Petropulu

The restricted isometry property (RIP) is essential for the linear map to guarantee the successful recovery of low-rank matrices. The existing works show that the linear map generated by the measurement matrices with independent and…

Information Theory · Computer Science 2024-05-08 Wei Zhang , Zhenni Wang

The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and…

Machine Learning · Computer Science 2009-02-24 Amit Singer , Mihai Cucuringu

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

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…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…

Machine Learning · Statistics 2017-03-29 Greg Ongie , Rebecca Willett , Robert D. Nowak , Laura Balzano

This work studies the Low Rank Phase Retrieval (LRPR) problem: recover an $n \times q$ rank-$r$ matrix $X^*$ from $y_k = |A_k^\top x^*_k|$, $k=1, 2,..., q$, when each $y_k$ is an m-length vector containing independent phaseless linear…

Information Theory · Computer Science 2021-02-25 Seyedehsara Nayer , Namrata Vaswani

We study the Low Rank Phase Retrieval (LRPR) problem defined as follows: recover an $n \times q$ matrix $X^*$ of rank $r$ from a different and independent set of $m$ phaseless (magnitude-only) linear projections of each of its columns. To…

Machine Learning · Computer Science 2020-11-30 Seyedehsara Nayer , Praneeth Narayanamurthy , Namrata Vaswani

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

Estimating the linear dimensionality of a data set in the presence of noise is a common problem. However, data may also be corrupted by monotone nonlinear distortion that preserves the ordering of matrix entries but causes linear methods…

Combinatorics · Mathematics 2024-01-01 Caitlin Lienkaemper

We study the problem of low-rank matrix completion for symmetric matrices. The minimum rank of a completion of a generic partially specified symmetric matrix depends only on the location of the specified entries, and not their values, if…

Combinatorics · Mathematics 2020-10-16 Daniel Irving Bernstein , Grigoriy Blekherman , Kisun Lee

As a real scenes sensing approach, depth information obtains the widespread applications. However, resulting from the restriction of depth sensing technology, the depth map captured in practice usually suffers terrible noise and missing…

Computer Vision and Pattern Recognition · Computer Science 2020-01-09 Wenxiang Zuo , Qiang Li , Xianming Liu

The problem of completing a large low rank matrix using a subset of revealed entries has received much attention in the last ten years. The main result of this paper gives a necessary and sufficient condition, stated in the language of…

Statistics Theory · Mathematics 2021-04-19 Sourav Chatterjee