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Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…

Artificial Intelligence · Computer Science 2012-07-04 Marc Dymetman , Guillaume Bouchard , Simon Carter

Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…

Information Theory · Computer Science 2011-02-22 Amin Khajehnejad , Samet Oymak , Babak Hassibi

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…

Machine Learning · Statistics 2017-03-29 Greg Ongie , Rebecca Willett , Robert D. Nowak , Laura Balzano

Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…

Machine Learning · Computer Science 2018-09-11 Yu Cheng , Rong Ge

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

Consider the approximate sparse recovery problem: given Ax, where A is a known m-by-n dimensional matrix and x is an unknown (approximately) sparse n-dimensional vector, recover an approximation to x. The goal is to design the matrix A such…

Data Structures and Algorithms · Computer Science 2014-11-11 Arnab Bhattacharyya , Vineet Nair

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

A general framework based on Gaussian models and a MAP-EM algorithm is introduced in this paper for solving matrix/table completion problems. The numerical experiments with the standard and challenging movie ratings data show that the…

Machine Learning · Computer Science 2010-10-21 Flavien Léger , Guoshen Yu , Guillermo Sapiro

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

Information Theory · Computer Science 2020-12-15 Jonathan Lacotte , Mert Pilanci

We present solutions to the matrix completion problems proposed by the Alignment Research Center that have a polynomial dependence on the precision $\varepsilon$. The motivation for these problems is to enable efficient computation of…

Machine Learning · Computer Science 2024-01-09 Rico Angell

The inductive matrix completion (IMC) problem is to recover a low rank matrix from few observed entries while incorporating prior knowledge about its row and column subspaces. In this work, we make three contributions to the IMC problem:…

Machine Learning · Computer Science 2022-02-01 Pini Zilber , Boaz Nadler

We propose a theory for matrix completion that goes beyond the low-rank structure commonly considered in the literature and applies to general matrices of low description complexity. Specifically, complexity of the sets of matrices…

Information Theory · Computer Science 2024-10-03 Erwin Riegler , Günther Koliander , David Stotz , Helmut Bölcskei

Packing optimization is a prevalent problem that necessitates robust and efficient algorithms that are also simple to implement. One group of approaches is the raster methods, which rely on approximating the objects with pixelated…

Computational Geometry · Computer Science 2020-12-10 Gokhan Serhat

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

Information Theory · Computer Science 2016-05-25 Mark A. Davenport , Justin Romberg

Matrix completion is widely used in machine learning, engineering control, image processing, and recommendation systems. Currently, a popular algorithm for matrix completion is Singular Value Threshold (SVT). In this algorithm, the singular…

Information Retrieval · Computer Science 2019-12-05 Meng Qiao , Zheng Shan , Fudong Liu , Wenjie Sun

In this paper, a general algorithm is proposed for rate analysis and code design of linear index coding problems. Specifically a solution for minimum rank matrix completion problem over finite fields representing the linear index coding…

Information Theory · Computer Science 2014-08-14 Homa Esfahanizadeh , Farshad Lahouti , Babak Hassibi

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

Adaptive sampling is a useful algorithmic tool for data summarization problems in the classical centralized setting, where the entire dataset is available to the single processor performing the computation. Adaptive sampling repeatedly…

Data Structures and Algorithms · Computer Science 2020-04-24 Sepideh Mahabadi , Ilya Razenshteyn , David P. Woodruff , Samson Zhou

We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…

Machine Learning · Statistics 2022-12-12 Florentin Goyens , Coralia Cartis , Armin Eftekhari

We study coded distributed matrix multiplication from an approximate recovery viewpoint. We consider a system of $P$ computation nodes where each node stores $1/m$ of each multiplicand via linear encoding. Our main result shows that the…

Information Theory · Computer Science 2021-05-06 Haewon Jeong , Ateet Devulapalli , Viveck R. Cadambe , Flavio Calmon
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