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We introduce a novel framework for an approxi- mate recovery of data matrices which are low-rank on graphs, from sampled measurements. The rows and columns of such matrices belong to the span of the first few eigenvectors of the graphs…

Machine Learning · Computer Science 2016-10-05 Nauman Shahid , Nathanael Perraudin , Gilles Puy , Pierre Vandergheynst

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

In this paper, we propose a new global analysis framework for a class of low-rank matrix recovery problems on the Riemannian manifold. We analyze the global behavior for the Riemannian optimization with random initialization. We use the…

Machine Learning · Statistics 2021-04-20 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

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

Matrix completion aims to reconstruct a data matrix based on observations of a small number of its entries. Usually in matrix completion a single matrix is considered, which can be, for example, a rating matrix in recommendation system.…

Machine Learning · Statistics 2019-10-22 Mokhtar Z. Alaya , Olga Klopp

Recent work in the matrix completion literature has shown that prior knowledge of a matrix's row and column spaces can be successfully incorporated into reconstruction programs to substantially benefit matrix recovery. This paper proposes a…

Information Theory · Computer Science 2025-09-10 Oscar López

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

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

Numerical Analysis · Mathematics 2023-10-10 Taejun Park , Yuji Nakatsukasa

The noisy matrix completion problem, which aims to recover a low-rank matrix $\mathbf{X}$ from a partial, noisy observation of its entries, arises in many statistical, machine learning, and engineering applications. In this paper, we…

Methodology · Statistics 2021-07-15 Simon Mak , Henry Shaowu Yushi , Yao Xie

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

Information Theory · Computer Science 2025-12-15 Timm Gilles

We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix.…

Machine Learning · Computer Science 2014-07-16 Moritz Hardt , Mary Wootters

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi

We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…

Statistics Theory · Mathematics 2021-02-18 Antoine Maillard , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent…

Machine Learning · Statistics 2016-11-23 Qinqing Zheng , John Lafferty

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

We study the problem of solving a linear sensing system when the observations are unlabeled. Specifically we seek a solution to a linear system of equations y = Ax when the order of the observations in the vector y is unknown. Focusing on…

Information Theory · Computer Science 2015-12-02 Jayakrishnan Unnikrishnan , Saeid Haghighatshoar , Martin Vetterli

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

Optimization and Control · Mathematics 2020-11-24 Guang-Jing Song , Xue-Zhong Wang , Michael K. Ng

Matrix completion focuses on recovering missing or incomplete information in matrices. This problem arises in various applications, including image processing and network analysis. Previous research proposed Poisson matrix completion for…

Machine Learning · Computer Science 2024-08-30 Yu Lu , Kevin Bui , Roummel F. Marcia

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford