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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…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Total variation (TV) regularization is popular in image restoration and reconstruction due to its ability to preserve image edges. To date, most research activities on TV models concentrate on image restoration from blurry and noisy…

Optimization and Control · Mathematics 2010-01-13 Yunhai Xiao , Junfeng Yang

We propose a new algorithm for approximating the non-asymptotic second moment of the marginal likelihood estimate, or normalizing constant, provided by a particle filter. The computational cost of the new method is $O(M)$ per time step,…

Methodology · Statistics 2016-08-19 Svetoslav Kostov , Nick Whiteley

Low-rank matrix approximation, which aims to construct a low-rank matrix from an observation, has received much attention recently. An efficient method to solve this problem is to convert the problem of rank minimization into a nuclear norm…

Information Theory · Computer Science 2016-09-21 Seyedroohollah Hosseini

We consider three different ways of algorithmization of the Janashia-Lagvilava spectral factorization method. The first algorithm is faster than the second one, however, it is only suitable for matrices of low dimension. The second…

Numerical Analysis · Mathematics 2017-03-20 L. Ephremidze , F. Saied , I. Spitkovsky

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

Statistics Theory · Mathematics 2022-04-25 Sohom Bhattacharya , Sourav Chatterjee

Finite unit norm tight frames provide Parseval-like decompositions of vectors in terms of redundant components of equal weight. They are known to be exceptionally robust against additive noise and erasures, and as such, have great potential…

Functional Analysis · Mathematics 2010-09-29 Peter G. Casazza , Matthew Fickus , Dustin G. Mixon

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

Numerical Analysis · Computer Science 2009-09-08 Mark Tygert

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…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms…

Numerical Analysis · Mathematics 2023-05-23 Nathan Heavner , Chao Chen , Abinand Gopal , Per-Gunnar Martinsson

We propose a loop optimization algorithm based on nuclear norm regularization for tensor network. The key ingredient of this scheme is to introduce a rank penalty term proposed in the context of data processing. Compared to standard…

Statistical Mechanics · Physics 2024-11-07 Kenji Homma , Tsuyoshi Okubo , Naoki Kawashima

In recent years, quaternion matrix completion (QMC) based on low-rank regularization has been gradually used in image de-noising and de-blurring.Unlike low-rank matrix completion (LRMC) which handles RGB images by recovering each color…

Image and Video Processing · Electrical Eng. & Systems 2021-01-08 Liqiao Yang , Kit Ian Kou , Jifei Miao

We describe algorithms to obtain an approximate classical description of a $d$-dimensional quantum state when given access to a unitary (and its inverse) that prepares it. For pure states we characterize the query complexity for…

Quantum Physics · Physics 2022-07-19 Joran van Apeldoorn , Arjan Cornelissen , András Gilyén , Giacomo Nannicini

The classical low rank approximation problem is to find a rank $k$ matrix $UV$ (where $U$ has $k$ columns and $V$ has $k$ rows) that minimizes the Frobenius norm of $A - UV$. Although this problem can be solved efficiently, we study an…

Data Structures and Algorithms · Computer Science 2019-11-20 Frank Ban , David Woodruff , Qiuyi Zhang

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

This paper presents a regenerative variant of the classical Ulam-von Neumann Markov chain Monte Carlo algorithm for the approximation of the matrix inverse. The algorithm presented in this paper, termed regenerative Ulam-von Neumann…

Numerical Analysis · Mathematics 2025-08-21 Soumyadip Ghosh , Lior Horesh , Vassilis Kalantzis , Yingdong Lu , Tomasz Nowicki

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

Starting from the adiabatic time-dependent Hartree-Fock approximation (ATDHF), we propose an efficient method to calculate the Thouless-Valatin moments of inertia for the nuclear system. The method is based on the rapid convergence of the…

Nuclear Theory · Physics 2012-09-28 Z. P. Li , T. Niksic , P. Ring , D. Vretenar , J. M. Yao , J. Meng

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…

Statistics Theory · Mathematics 2007-06-13 Daniel Commenges , Helene Jacqmin-Gadda , Cecile Proust , Jeremie Guedj

The development of energy selective, photon counting X-ray detectors allows for a wide range of new possibilities in the area of computed tomographic image formation. Under the assumption of perfect energy resolution, here we propose a…

Computer Vision and Pattern Recognition · Computer Science 2015-06-16 Oguz Semerci , Ning Hao , Misha E. Kilmer , Eric L. Miller