Related papers: The rank of sparse random matrices
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…
We formulate the problem of finding the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…
The study of linear codes over a finite field of odd cardinality, derived from determinantal varieties obtained from symmetric matrices of bounded rank, was initiated in a recent paper by the authors. There, one found the minimum distance…
We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…
Let $\mathbf{A}$ be an $n\times n$-matrix over $\mathbb{F}_2$ whose every entry equals $1$ with probability $d/n$ independently for a fixed $d>0$. Draw a vector $\mathbf{y}$ randomly from the column space of $\mathbf{A}$. It is a simple…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…
This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose…
We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…
We introduce the problem of ranking with slot constraints, which can be used to model a wide range of application problems -- from college admission with limited slots for different majors, to composing a stratified cohort of eligible…
The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…
For an $N \times N$ matrix $A$, its rank-$r$ rigidity, denoted $\mathcal{R}_A(r)$, is the minimum number of entries of $A$ that one must change to make its rank become at most $r$. Determining the rigidity of interesting explicit families…
Let $\FF$ be an arbitrary field and $(\bm{G}_{n,d/n})_n$ be a sequence of sparse weighted Erd\H{o}s-R\'enyi random graphs on $n$ vertices with edge probability $d/n$, where weights from $\FF \setminus\{0\}$ are assigned to the edges…
Low Rank Approximation (LRA) of a matrix is a hot research subject, fundamental for Matrix and Tensor Computations and Big Data Mining and Analysis. Computations with low rank matrices can be performed at sublinear cost -- by using much…
The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…
The Rank Minimization Problem asks to find a matrix of lowest rank inside a linear variety of the space of n x n matrices. The Low Rank Matrix Completion problem asks to complete a partially filled matrix such that the resulting matrix has…