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Rank estimation is a classical model order selection problem that arises in a variety of important statistical signal and array processing systems, yet is addressed relatively infrequently in the extant literature. Here we present sample…

Methodology · Statistics 2011-08-25 Patrick O. Perry , Patrick J. Wolfe

Suppose that we observe entries or, more generally, linear combinations of entries of an unknown $m\times T$-matrix $A$ corrupted by noise. We are particularly interested in the high-dimensional setting where the number $mT$ of unknown…

Statistics Theory · Mathematics 2011-05-16 Angelika Rohde , Alexandre B. Tsybakov

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 positive semidefinite (psd) rank of a polytope is the smallest $k$ for which the cone of $k \times k$ real symmetric psd matrices admits an affine slice that projects onto the polytope. In this paper we show that the psd rank of a…

Optimization and Control · Mathematics 2013-08-01 João Gouveia , Richard Z. Robinson , Rekha R. Thomas

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…

Optimization and Control · Mathematics 2018-11-06 Sander Gribling , David de Laat , Monique Laurent

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

Motivated by recent works on statistics of matrices over sets of number theoretic interest, we study matrices with entries from arbitrary finite subsets $\mathcal A$ of finite rank multiplicative groups infields of characteristic zero. We…

Number Theory · Mathematics 2025-02-12 Aaron Manning , Alina Ostafe , Igor E. Shparlinski

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…

Statistics Theory · Mathematics 2023-01-04 Victor Chernozhukov , Christian Hansen , Yuan Liao , Yinchu Zhu

A tropical matrix is a matrix defined over the max-plus semiring. For such matrices, there exist several non-coinciding notions of rank: the row rank, the column rank, the Schein/Barvinok rank, the Kapranov rank, or the tropical rank, among…

Rings and Algebras · Mathematics 2013-05-21 Pierre Guillon , Zur Izhakian , Jean Mairesse , Glenn Merlet

The low-rank matrix optimization with affine set (rank-MOA) is to minimize a continuously differentiable function over a low-rank set intersecting with an affine set. Under some suitable assumptions, the intersection rule of the Fr\'{e}chet…

Spectral Theory · Mathematics 2019-12-09 Xinrong Li , Naihua Xiu , Ziyan Luo

A novel lower bound is introduced for the full rank probability of random finite field matrices, where a number of elements with known location are identically zero, and remaining elements are chosen independently of each other, uniformly…

Information Theory · Computer Science 2016-08-17 Daniel Salmond , Alex Grant , Ian Grivell , Terence Chan

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

The Theta rank of a finite point configuration $V$ is the maximal degree necessary for a sum-of-squares representation of a non-negative linear function on $V$. This is an important invariant for polynomial optimization that is in general…

Combinatorics · Mathematics 2016-11-04 Francesco Grande , Raman Sanyal

Under the action of the general linear group with tensor structure, the ranks of matrices $A$ and $B$ forming an $m \times n$ pencil $A + \lambda B$ can change, but in a restricted manner. Specifically, with every pencil one can associate a…

Numerical Analysis · Mathematics 2018-06-20 José Henrique de Morais Goulart , Pierre Comon

For a simple graph, the minimum rank problem is to determine the smallest rank among the symmetric matrices whose off-diagonal nonzero entries occur in positions corresponding to the edges of the graph. Bounds on this minimum rank (and on…

Combinatorics · Mathematics 2025-11-03 Louis Deaett , Derek Young

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

Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we…

Machine Learning · Computer Science 2017-11-03 Morteza Ashraphijuo , Xiaodong Wang , Vaneet Aggarwal

The notion of fractional minimal rank of a partial matrix is introduced, a quantity that lies between the triangular minimal rank and the minimal rank of a partial matrix. The fractional minimal rank of partial matrices whose bipartite…

Functional Analysis · Mathematics 2017-10-23 Ben W. Grossmann , Hugo J. Woerdeman