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Rearranging the rows or columns of a sparse matrix using an appropriate ordering can significantly reduce fill-ins, i.e., new nonzeros introduced during matrix factorization, decreasing memory usage and runtime. However, finding an ordering…

Machine Learning · Computer Science 2026-05-19 Ziwei Li , Tao Yuan , Fangfang Liu , Shuzi Niu , Huiyuan Li , Wenjia Wu

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich

Traditionally power distribution networks are either not observable or only partially observable. This complicates development and implementation of new smart grid technologies, such as those related to demand response, outage detection and…

Optimization and Control · Mathematics 2015-03-02 Deepjyoti Deka , Scott Backhaus , Michael Chertkov

Low-rank matrix completion is the task of recovering unknown entries of a matrix by assuming that the true matrix admits a good low-rank approximation. Sometimes additional information about the variables is known, and incorporating this…

Machine Learning · Computer Science 2023-06-16 Benoît Loucheur , P. -A. Absil , Michel Journée

Consider a rectangular matrix describing some type of communication or transportation between a set of origins and a set of destinations, or a classification of objects by two attributes. The problem is to infer the entries of the matrix…

Information Theory · Computer Science 2011-10-05 Kostas N. Oikonomou

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

Tensor completion is a technique of filling missing elements of the incomplete data tensors. It being actively studied based on the convex optimization scheme such as nuclear-norm minimization. When given data tensors include some noises,…

Computer Vision and Pattern Recognition · Computer Science 2018-01-11 Tatsuya Yokota , Hidekata Hontani

Unlike matrix completion, tensor completion does not have an algorithm that is known to achieve the information-theoretic sample complexity rate. This paper develops a new algorithm for the special case of completion for nonnegative…

Machine Learning · Computer Science 2022-05-25 Caleb Bugg , Chen Chen , Anil Aswani

We consider the symmetric Toeplitz matrix completion problem, whose matrix under consideration possesses specific row and column structures. This problem, which has wide application in diverse areas, is well-known to be computationally…

Optimization and Control · Mathematics 2024-03-15 Xihong Yan , Jiahao Guo , Yi Xu

We describe a way to complete a correlation matrix that is not fully specified. Such matrices often arise in financial applications when the number of stochastic variables becomes large or when several smaller models are combined in a…

Mathematical Finance · Quantitative Finance 2021-11-25 Olaf Dreyer , Horst Köhler , Thomas Streuer

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…

Machine Learning · Computer Science 2023-08-08 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

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

Tensor completion refers to the problem of recovering the missing, corrupted or unobserved entries in data represented by tensors. In this paper, we tackle the tensor completion problem in the scenario in which multiple tensor acquisitions…

Signal Processing · Electrical Eng. & Systems 2023-12-07 Iain Rolland , Sivasakthy Selvakumaran , Andrea Marinoni

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

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…

Numerical Analysis · Mathematics 2021-04-13 Liyu Su

The main challenge with the tensor completion problem is a fundamental tension between computation power and the information-theoretic sample complexity rate. Past approaches either achieve the information-theoretic rate but lack practical…

Optimization and Control · Mathematics 2024-04-05 Xin Chen , Sukanya Kudva , Yongzheng Dai , Anil Aswani , Chen Chen

The main result of the note describes certain optimal-score partitions, which can be interpreted as optimal resource allocations. This result is based on the fact that any nonnegative square matrix whose column sums are the same as the…

Optimization and Control · Mathematics 2019-06-27 Iosif Pinelis
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