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We study the matrix denoising problem of estimating the singular vectors of a rank-$1$ signal corrupted by noise with both column and row correlations. Existing works are either unable to pinpoint the exact asymptotic estimation error or,…

Statistics Theory · Mathematics 2024-10-29 Yihan Zhang , Marco Mondelli

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…

Machine Learning · Statistics 2024-04-22 Andrew D. McRae , Mark A. Davenport

Though achieving excellent performance in some cases, current unsupervised learning methods for single image denoising usually have constraints in applications. In this paper, we propose a new approach which is more general and applicable…

Computer Vision and Pattern Recognition · Computer Science 2023-04-18 Yutong Xie , Mingze Yuan , Bin Dong , Quanzheng Li

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

This work concerns noise reduction for one-dimensional spectra in the case that the signal is corrupted by an additive white noise. The proposed method starts with mapping the noisy spectrum to a partial circulant matrix. In virtue of…

Data Analysis, Statistics and Probability · Physics 2020-10-29 X. C. Chen , Yu. A. Litvinov , M. Wang , Q. Wang , Y. H. Zhang

We consider the problems of compressed sensing and optimal denoising for signals $\mathbf{x_0}\in\mathbb{R}^N$ that are monotone, i.e., $\mathbf{x_0}(i+1) \geq \mathbf{x_0}(i)$, and sparsely varying, i.e., $\mathbf{x_0}(i+1) >…

Statistics Theory · Mathematics 2017-01-03 Eftychios A. Pnevmatikakis

We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. We show that an iterative thresholding algorithm achieves (near) optimal rates adaptively under mild conditions for a large class of loss…

Statistics Theory · Mathematics 2014-05-05 Dan Yang , Zongming Ma , Andreas Buja

This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many…

Machine Learning · Computer Science 2026-05-07 Rihuan Ke

A wide variety of image denoising methods are available now. However, the performance of a denoising algorithm often depends on individual input noisy images as well as its parameter setting. In this paper, we present a no-reference image…

Image and Video Processing · Electrical Eng. & Systems 2018-10-16 Si Lu

We make use of recent results from random matrix theory to identify a derived threshold, for isolating noise from image features. The procedure assumes the existence of a set of noisy images, where denoising can be carried out on individual…

Data Analysis, Statistics and Probability · Physics 2010-04-09 Gaurab Basu , Kaushik Ray , Prasanta K. Panigrahi

In this manuscript we consider denoising of large rectangular matrices: given a noisy observation of a signal matrix, what is the best way of recovering the signal matrix itself? For Gaussian noise and rotationally-invariant signal priors,…

Disordered Systems and Neural Networks · Physics 2022-10-03 Emanuele Troiani , Vittorio Erba , Florent Krzakala , Antoine Maillard , Lenka Zdeborová

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

We study the problem of estimating a large, low-rank matrix corrupted by additive noise of unknown covariance, assuming one has access to additional side information in the form of noise-only measurements. We study the Whiten-Shrink-reColor…

Statistics Theory · Mathematics 2023-07-18 Matan Gavish , William Leeb , Elad Romanov

We develop a data-driven optimal shrinkage algorithm for matrix denoising in the presence of high-dimensional noise with a separable covariance structure; that is, the noise is colored and dependent across samples. The algorithm, coined…

Applications · Statistics 2024-05-14 Pei-Chun Su , Hau-Tieng Wu

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets
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