Related papers: Regularization parameter selection for low rank ma…
Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by…
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…
We consider the tuning parameter selection rules for nuclear norm regularized multivariate linear regression (NMLR) in high-dimensional setting. High-dimensional multivariate linear regression is widely used in statistics and machine…
The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…
This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…
This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…
Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…
Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…
This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…
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…
In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…
When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…