Related papers: Robust Matrix Completion with Mixed Data Types
This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…
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…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an…
This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix…
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization…
In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…
Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…
Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean…
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…
We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…
Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…
In this paper, we study the problems of detection and recovery of hidden submatrices with elevated means inside a large Gaussian random matrix. We consider two different structures for the planted submatrices. In the first model, the…
Robust Principal Component Analysis (RPCA) and its associated non-convex relaxation methods constitute a significant component of matrix completion problems, wherein matrix factorization strategies effectively reduce dimensionality and…
It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…
Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…
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…
This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…
Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…