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Related papers: Low-rank Approximation of Linear Maps

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In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Pontus Giselsson

We study the $\ell_1$-low rank approximation problem, where for a given $n \times d$ matrix $A$ and approximation factor $\alpha \geq 1$, the goal is to output a rank-$k$ matrix $\widehat{A}$ for which $$\|A-\widehat{A}\|_1 \leq \alpha…

Data Structures and Algorithms · Computer Science 2020-04-17 Zhao Song , David P. Woodruff , Peilin Zhong

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

For linear inverse problems with Gaussian priors and Gaussian observation noise, the posterior is Gaussian, with mean and covariance determined by the conditioning formula. The covariance is the central object for uncertainty…

Statistics Theory · Mathematics 2025-08-13 Giuseppe Carere , Han Cheng Lie

Accurate approximation of scalar-valued functions from sample points is a key task in computational science. Recently, machine learning with Deep Neural Networks (DNNs) has emerged as a promising tool for scientific computing, with…

Machine Learning · Computer Science 2021-03-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

In this short paper we bridge two seemingly unrelated sparse approximation topics: continuous sparse coding and low-rank approximations. We show that for a specific choice of continuous dictionary, linear systems with nuclear-norm…

Information Theory · Computer Science 2020-09-15 Clement Elvira , Jeremy E. Cohen , Cedric Herzet , Remi Gribonval

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

Optimization and Control · Mathematics 2019-12-20 Saman Khoramian

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

Data Structures and Algorithms · Computer Science 2017-05-19 Flavio Chierichetti , Sreenivas Gollapudi , Ravi Kumar , Silvio Lattanzi , Rina Panigrahy , David P. Woodruff

This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the…

Statistics Theory · Mathematics 2021-10-19 Shaogao Lv , Xin He , Junhui Wang

In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both…

Numerical Analysis · Computer Science 2016-09-01 Alexander N. Gorban , Ivan Yu. Tyukin , Danil V. Prokhorov , Konstantin I. Sofeikov

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

This paper presents generalizations of semidefinite programming formulations of 1-norm optimization problems over infinite dictionaries of vectors of complex exponentials, which were recently proposed for superresolution, gridless…

Optimization and Control · Mathematics 2016-04-12 Hsiao-Han Chao , Lieven Vandenberghe

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Mario Sznaier

Tensors with unit Frobenius norm are fundamental objects in many fields, including scientific computing and quantum physics, which are able to represent normalized eigenvectors and pure quantum states. While the tensor train decomposition…

Numerical Analysis · Mathematics 2025-11-07 Renfeng Peng , Chengkai Zhu , Bin Gao , Xin Wang , Ya-xiang Yuan

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…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

Dual complex numbers can represent rigid body motion in 2D spaces. Dual complex matrices are linked with screw theory, and have potential applications in various areas. In this paper, we study low rank approximation of dual complex…

Numerical Analysis · Mathematics 2022-02-01 Liqun Qi , David M. Alexander , Zhongming Chen , Chen Ling , Ziyan Luo

This paper presents a framework for computing random operator-valued feature maps for operator-valued positive definite kernels. This is a generalization of the random Fourier features for scalar-valued kernels to the operator-valued case.…

Machine Learning · Computer Science 2016-08-22 Ha Quang Minh

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes