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Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…

Machine Learning · Statistics 2018-01-26 Yining Wang , Aarti Singh

Tensor ring (TR) decomposition has been successfully used to obtain the state-of-the-art performance in the visual data completion problem. However, the existing TR-based completion methods are severely non-convex and computationally…

Computer Vision and Pattern Recognition · Computer Science 2019-03-22 Jinshi Yu , Chao Li , Qibin Zhao , Guoxu Zhou

We study online robust matrix completion on graphs. At each iteration a vector with some entries missing is revealed and our goal is to reconstruct it by identifying the underlying low-dimensional subspace from which the vectors are drawn.…

Information Theory · Computer Science 2016-05-16 Symeon Chouvardas , Mohammed Amin Abdullah , Lucas Claude , Moez Draief

The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…

Data Structures and Algorithms · Computer Science 2025-11-05 Martino Ciaperoni , Aristides Gionis , Heikki Mannila

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil

Completion problems, of recovering a point from a set of observed coordinates, are abundant in applications to image reconstruction, phylogenetics, and data science. We consider a completion problem coming from algebraic statistics: to…

Statistics Theory · Mathematics 2024-12-04 May Cai , Cecilie Olesen Recke , Thomas Yahl

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

Machine Learning · Computer Science 2026-05-22 HanQin Cai , Chandra Kundu , Jialin Liu , Wotao Yin

The completion of matrices with missing values under the rank constraint is a non-convex optimization problem. A popular convex relaxation is based on minimization of the nuclear norm (sum of singular values) of the matrix. For this…

Optimization and Control · Mathematics 2015-06-11 Konstantin Usevich , Pierre Comon

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…

Machine Learning · Computer Science 2017-05-01 T. Tony Cai , Wen-Xin Zhou

Matrix seriation, the problem of permuting the rows and columns of a matrix to uncover latent structure, is a fundamental technique in data science, particularly in the visualization and analysis of relational data. Applications span…

Optimization and Control · Mathematics 2025-06-25 Víctor Blanco , Alfredo Marín , Justo Puerto

In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to…

Machine Learning · Statistics 2020-05-22 Shantanu Prasad Burnwal , Mathukumalli Vidyasagar

In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…

Optimization and Control · Mathematics 2020-02-07 Alberto Del Pia , Santanu S. Dey , Robert Weismantel

Matrix completion estimators are employed in causal panel data models to regulate the rank of the underlying factor model using nuclear norm minimization. This convex optimization problem enables concurrent regularization of a potentially…

Econometrics · Economics 2024-02-05 Sandro Heiniger

In the low-rank matrix completion (LRMC) problem, the low-rank assumption means that the columns (or rows) of the matrix to be completed are points on a low-dimensional linear algebraic variety. This paper extends this thinking to cases…

Machine Learning · Statistics 2020-09-08 Greg Ongie , Daniel Pimentel-Alarcón , Laura Balzano , Rebecca Willett , Robert D. Nowak

Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…

Machine Learning · Computer Science 2025-12-16 Eilon Vaknin Laufer , Boaz Nadler
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