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The four major asymptotic level density laws of random matrix theory may all be showcased though their Jacobi parameter representation as having a bordered Toeplitz form. We compare and contrast these laws, completing and exploring their…

Probability · Mathematics 2015-02-18 Alexander Dubbs , Alan Edelman

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is…

Optimization and Control · Mathematics 2016-11-17 Benjamin Recht , Weiyu Xu , Babak Hassibi

We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and they have been studied for many decades.…

Optimization and Control · Mathematics 2023-10-02 Levent Tunçel , Stephen A. Vavasis , Jingye Xu

Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An…

Machine Learning · Statistics 2016-10-12 Daniel L. Pimentel-Alarcón , Nigel Boston , Robert D. Nowak

In this paper we study the low rank matrix completion problem using tools from Schur complement. We give a sufficient and necessary condition such that the completed matrix is globally unique with given data. We assume the observed entries…

Optimization and Control · Mathematics 2022-07-01 Fei Wang

We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends…

Statistics Theory · Mathematics 2019-09-24 Daniel Irving Bernstein , Grigoriy Blekherman , Rainer Sinn

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…

Machine Learning · Computer Science 2024-05-30 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…

Signal Processing · Electrical Eng. & Systems 2025-07-03 Yuri Abramovich , Victor Abramovich , Tanit Pongsiri

This paper tackles the problem of Lipschitz regularization of Convolutional Neural Networks. Lipschitz regularity is now established as a key property of modern deep learning with implications in training stability, generalization,…

Machine Learning · Computer Science 2020-11-10 Alexandre Araujo , Benjamin Negrevergne , Yann Chevaleyre , Jamal Atif

We investigate the problem of completing partial matrices to rank-one matrices in the standard simplex. The motivation for studying this problem comes from statistics: A lack of eligible completion can provide a falsification test for…

Statistics Theory · Mathematics 2016-04-29 Kaie Kubjas , Zvi Rosen

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

Machine Learning · Statistics 2014-05-09 Ming Yuan , Cun-Hui Zhang

Superregular matrices have the property that all of their submatrices, which can be full rank are so. Lower triangular superregular matrices are useful for e.g., maximum distance separable convolutional codes as well as for (sequential)…

Information Theory · Computer Science 2016-11-15 Jonas Hansen , Jan Østergaard , Johnny Kudahl , John H. Madsen

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao,…

Methodology · Statistics 2014-10-10 Trevor Hastie , Rahul Mazumder , Jason Lee , Reza Zadeh

We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix completion. We recover a low-rank matrix $X$ by maximizing…

Numerical Analysis · Computer Science 2015-07-03 Yang Cao , Yao Xie

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

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…

Optimization and Control · Mathematics 2016-11-01 Ian Davidson , Henry Wolkowicz