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This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…

Information Theory · Computer Science 2009-03-10 Emmanuel J. Candes , Terence Tao

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

Recently theoretical guarantees have been obtained for matrix completion in the non-uniform sampling regime. In particular, if the sampling distribution aligns with the underlying matrix's leverage scores, then with high probability nuclear…

Machine Learning · Statistics 2015-04-03 Jason Jo

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

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

Machine Learning · Computer Science 2022-03-08 Ilqar Ramazanli , Barnabas Poczos

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Low-rank matrix recovery addresses the problem of recovering an unknown low-rank matrix from few linear measurements. Nuclear-norm minimization is a tractible approach with a recent surge of strong theoretical backing. Analagous to the…

Numerical Analysis · Mathematics 2015-05-27 Yonina C. Eldar , Deanna Needell , Yaniv Plan

In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Matan Gavish

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

We study the recovery of Hermitian low rank matrices $X \in \mathbb{C}^{n \times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with…

Information Theory · Computer Science 2014-10-28 Richard Kueng , Holger Rauhut , Ulrich Terstiege

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is…

Machine Learning · Statistics 2015-09-16 Suriya Gunasekar , Pradeep Ravikumar , Joydeep Ghosh

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

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…

Optimization and Control · Mathematics 2022-04-28 Pini Zilber , Boaz Nadler

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Numerical Analysis · Mathematics 2018-01-03 Augustin Cosse , Laurent Demanet

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