Related papers: Matrix Completion under Low-Rank Missing Mechanism
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…
Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the…
We consider the problem of recovering a low-rank matrix from its clipped observations. Clipping is conceivable in many scientific areas that obstructs statistical analyses. On the other hand, matrix completion (MC) methods can recover a…
This paper considers the recovery of a low-rank matrix from an observed version that simultaneously contains both (a) erasures: most entries are not observed, and (b) errors: values at a constant fraction of (unknown) locations are…
We study online robust matrix completion on graphs. At each iteration a vector with some entries missing is revealed and our goal is to reconstruct it by identifying the underlying low-dimensional subspace from which the vectors are drawn.…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
The real-life data have a complex and non-linear structure due to their nature. These non-linearities and the large number of features can usually cause problems such as the empty-space phenomenon and the well-known curse of dimensionality.…
We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…
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…
We study the dynamics of matrix-valued time series with observed network structures by proposing a matrix network autoregression model with row and column networks of the subjects. We incorporate covariate information and a low rank…
Nonlinear dimensionality reduction or, equivalently, the approximation of high-dimensional data using a low-dimensional nonlinear manifold is an active area of research. In this paper, we will present a thematically different approach to…
This paper proposes a novel formulation of the tensor completion problem to impute missing entries of data represented by tensors. The formulation is introduced in terms of tensor train (TT) rank which can effectively capture global…
Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…
In this paper, we study the problem of high-dimensional approximately low-rank covariance matrix estimation with missing observations. We propose a simple procedure computationally tractable in high-dimension and that does not require…
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…
Low-rank matrix factorizations arise in a wide variety of applications -- including recommendation systems, topic models, and source separation, to name just a few. In these and many other applications, it has been widely noted that by…
We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…
In this letter, we study the deterministic sampling patterns for the completion of low rank matrix, when corrupted with a sparse noise, also known as robust matrix completion. We extend the recent results on the deterministic sampling…
Given only a few observed entries from a low-rank matrix $X$, matrix completion is the problem of imputing the missing entries, and it formalizes a wide range of real-world settings that involve estimating missing data. However, when there…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…