Related papers: On the convex geometry of blind deconvolution and …
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 study the question of reconstructing two signals $f$ and $g$ from their convolution $y = f\ast g$. This problem, known as {\em blind deconvolution}, pervades many areas of science and technology, including astronomy, medical imaging,…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
Demixing refers to the challenge of identifying two structured signals given only the sum of the two signals and prior information about their structures. Examples include the problem of separating a signal that is sparse with respect to…
We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…
The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…
The blind deconvolution problem seeks to recover a pair of vectors from a set of rank one bilinear measurements. We consider a natural nonsmooth formulation of the problem and show that under standard statistical assumptions, its moduli of…
The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…
Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…
Non-convex gradient descent is a common approach for estimating a low-rank $n\times n$ ground truth matrix from noisy measurements, because it has per-iteration costs as low as $O(n)$ time, and is in theory capable of converging to a…
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
Low-rank matrix completion has been studied extensively under various type of categories. The problem could be categorized as noisy completion or exact completion, also active or passive completion algorithms. In this paper we focus on…
Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…
The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…
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…
We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…
The blind deconvolution problem amounts to reconstructing both a signal and a filter from the convolution of these two. It constitutes a prominent topic in mathematical and engineering literature. In this work, we analyze a sparse version…
In the blind deconvolution problem, we observe the convolution of an unknown filter and unknown signal and attempt to reconstruct the filter and signal. The problem seems impossible in general, since there are seemingly many more unknowns…
We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…