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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…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem…

Optimization and Control · Mathematics 2018-02-15 Jirong Yi , Weiyu Xu

The usual approach to developing and analyzing first-order methods for non-smooth (stochastic or deterministic) convex optimization assumes that the objective function is uniformly Lipschitz continuous with parameter $M_f$. However, in many…

Optimization and Control · Mathematics 2018-08-15 Haihao Lu

Transmission matrix (TM) allows light control through complex media such as multimode fibers (MMFs), gaining great attention in areas like biophotonics over the past decade. The measurement of a complex-valued TM is highly desired as it…

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

Phase retrieval is a prevalent problem in digital signal processing and experimental physics that consists of estimating a complex signal from magnitude measurements. This paper expands the classical phase retrieval framework to electric…

Signal Processing · Electrical Eng. & Systems 2023-05-17 Samuel Talkington , Santiago Grijalva

Short-time Fourier transform (STFT) phase retrieval refers to the reconstruction of a function $f$ from its spectrogram, i.e., the magnitudes of its short-time Fourier transform $V_gf$ with window function $g$. While it is known that for…

Functional Analysis · Mathematics 2024-11-21 Philipp Grohs , Lukas Liehr , Martin Rathmair

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

In this paper, we consider compressive/sparse affine phase retrieval proposed in [B. Gao B, Q. Sun, Y. Wang and Z. Xu, Adv. in Appl. Math., 93(2018), 121-141]. By the lift technique, and heuristic nuclear norm for convex relaxation of rank…

Optimization and Control · Mathematics 2018-09-24 Wengu Chen , Peng Li , Qiyu Sun

We develop a fast phase retrieval method which can utilize a large class of local phaseless correlation-based measurements in order to recover a given signal ${\bf x} \in \mathbb{C}^d$ (up to an unknown global phase) in near-linear…

Numerical Analysis · Mathematics 2016-07-12 Mark Iwen , Aditya Viswanathan , Yang Wang

This paper establishes new restricted isometry conditions for compressed sensing and affine rank minimization. It is shown for compressed sensing that $\delta_{k}^A+\theta_{k,k}^A < 1$ guarantees the exact recovery of all $k$ sparse signals…

Information Theory · Computer Science 2016-11-17 T. Tony Cai , Anru Zhang

A novel phase retrieval method, motivated by ptychographic imaging, is proposed for the approximate recovery of a compactly supported specimen function $f:\mathbb{R}\rightarrow\mathbb{C}$ from its continuous short time Fourier transform…

Numerical Analysis · Mathematics 2017-06-07 Sami Merhi , Aditya Viswanathan , Mark Iwen

We study a phase retrieval problem in the Poisson noise model. Motivated by the PhaseLift approach, we approximate the maximum-likelihood estimator by solving a convex program with a nuclear norm constraint. While the Frank-Wolfe algorithm,…

Optimization and Control · Mathematics 2016-02-03 Gergely Odor , Yen-Huan Li , Alp Yurtsever , Ya-Ping Hsieh , Quoc Tran-Dinh , Marwa El Halabi , Volkan Cevher

Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

Information Theory · Computer Science 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…

Optimization and Control · Mathematics 2023-06-16 Yongchun Li , Weijun Xie

Non-convex sampling is a key challenge in machine learning, central to non-convex optimization in deep learning as well as to approximate probabilistic inference. Despite its significance, theoretically there remain many important…

Machine Learning · Computer Science 2024-09-18 Mohammad Reza Karimi , Ya-Ping Hsieh , Andreas Krause

We investigate the uniqueness of short-time Fourier transform phase retrieval problems in $L^2(\mathbb{R})$. In particular, for underlying window functions whose Fourier transform decay faster than any exponential function, we derive…

Functional Analysis · Mathematics 2025-11-21 Shuang Guan , Kasso A. Okoudjou

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu