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The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

This article provides a new type of analysis of a compressed-sensing based technique for recovering column-sparse matrices, namely minimization of the $\ell_{1,2}$-norm. Rather than providing conditions on the measurement matrix which…

Numerical Analysis · Computer Science 2016-09-09 Axel Flinth

Limited measurement availability at the distribution grid presents challenges for state estimation and situational awareness. This paper combines the advantages of two sparsity-based state estimation approaches (matrix completion and…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Shweta Dahale , Balasubramaniam Natarajan

Recovering linear subspaces from data is a fundamental and important task in statistics and machine learning. Motivated by heterogeneity in Federated Learning settings, we study a basic formulation of this problem: the principal component…

Machine Learning · Computer Science 2022-10-26 John Duchi , Vitaly Feldman , Lunjia Hu , Kunal Talwar

We propose methodology for estimation of sparse precision matrices and statistical inference for their low-dimensional parameters in a high-dimensional setting where the number of parameters $p$ can be much larger than the sample size. We…

Statistics Theory · Mathematics 2016-07-21 Jana Janková , Sara van de Geer

This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…

Methodology · Statistics 2016-03-18 Zhuang Ma , Zongming Ma , Tingni Sun

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

We consider the problem of positioning a cloud of points in the Euclidean space $\mathbb{R}^d$, using noisy measurements of a subset of pairwise distances. This task has applications in various areas, such as sensor network localization and…

Statistics Theory · Mathematics 2012-11-22 Adel Javanmard , Andrea Montanari

Spatial frequency estimation from a mixture of noisy sinusoids finds applications in various fields. While subspace-based methods offer cost-effective super-resolution parameter estimation, they demand precise array calibration, posing…

Signal Processing · Electrical Eng. & Systems 2024-10-23 Tianyi Liu , Sai Pavan Deram , Khaled Ardah , Martin Haardt , Marc E. Pfetsch , Marius Pesavento

In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…

Information Theory · Computer Science 2018-08-14 Ayed M. Alrashdi , Ismail Ben Atitallah , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

This paper is concerned with the low-rank approximation for large-scale nonsymmetric matrices. Inspired by the classical Nystrom method, which is a popular method to find the low-rank approximation for symmetric positive semidefinite…

Numerical Analysis · Mathematics 2024-10-30 Yatian Wang , Hua Xiang , Chi Zhang , Songling Zhang

We give a new deterministic construction of integer sensing matrices that can be used for the recovery of integer-valued signals in compressed sensing. This is a family of $n \times d$ integer matrices, $d \geq n$, with bounded sup-norm and…

Combinatorics · Mathematics 2021-12-30 Lenny Fukshansky , Alexander Hsu

Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the `Netflix…

Machine Learning · Computer Science 2012-04-10 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

Power spectrum estimation is an important tool in many applications, such as the whitening of noise. The popular multitaper method enjoys significant success, but fails for short signals with few samples. We propose a statistical model…

Statistics Theory · Mathematics 2018-12-10 Joakim Andén , Amit Singer

A common observation in data-driven applications is that high dimensional data has a low intrinsic dimension, at least locally. In this work, we consider the problem of estimating a $d$ dimensional sub-manifold of $\mathbb{R}^D$ from a…

Statistics Theory · Mathematics 2021-07-21 Yariv Aizenbud , Barak Sober

Matrix completion is a ubiquitous tool in machine learning and data analysis. Most work in this area has focused on the number of observations necessary to obtain an accurate low-rank approximation. In practice, however, the cost of…

Machine Learning · Computer Science 2021-04-19 Dong Hu , Alex Gittens , Malik Magdon-Ismail

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…

Optimization and Control · Mathematics 2017-04-13 Ankit Parekh , Ivan W. Selesnick

The most important purpose of this article is to investigate perfect reconstruction underlying range space of operators in finite dimensional Hilbert spaces by matrix methods. To this end, first we obtain more structures of the canonical…

Functional Analysis · Mathematics 2020-08-12 Fahimeh Arabyani Neyshaburi , Rajab Ali Kamyabi-Gol