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Related papers: Sample-Efficient Low Rank Phase Retrieval

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We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…

Image and Video Processing · Electrical Eng. & Systems 2018-05-15 Yue Hu , Xiaohan Liu , Mathews Jacob

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

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

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

Machine Learning · Statistics 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal…

Machine Learning · Statistics 2014-06-12 Prateek Jain , Sewoong Oh

The problem of recovering a low $n$-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics…

Optimization and Control · Mathematics 2014-04-09 Min Zhang , Lei Yang , Zheng-Hai Huang

Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…

Optimization and Control · Mathematics 2013-06-04 Stephen Becker , Volkan Cevher , Anastasios Kyrillidis

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

Uncertainty in timing information pertaining to the start time of microphone recordings and sources' emission time pose significant challenges in various applications, such as joint microphones and sources localization. Traditional…

Audio and Speech Processing · Electrical Eng. & Systems 2023-07-25 Faxian Cao , Yongqiang Cheng , Adil Mehmood Khan , Zhijing Yang , S. M. Ahsan Kazmiand Yingxiu Chang

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…

Statistics Theory · Mathematics 2021-02-18 Antoine Maillard , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Information Theory · Computer Science 2015-06-15 David L. Donoho , Matan Gavish , Andrea Montanari

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…

Numerical Analysis · Mathematics 2025-01-17 Victor Y. Pan , John Svadlenka

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank. This criterion differs notably from the…

Methodology · Statistics 2018-10-30 Xin Bing , Marten Wegkamp

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

This paper concerns with a noisy structured low-rank matrix recovery problem which can be modeled as a structured rank minimization problem. We reformulate this problem as a mathematical program with a generalized complementarity constraint…

Optimization and Control · Mathematics 2017-03-14 Shujun Bi , Shaohua Pan , Defeng Sun

The combination of the sparse sampling and the low-rank structured matrix reconstruction has shown promising performance, enabling a significant reduction of the magnetic resonance imaging data acquisition time. However, the low-rank…

Image and Video Processing · Electrical Eng. & Systems 2021-07-27 Xinlin Zhang , Hengfa Lu , Di Guo , Zongying Lai , Huihui Ye , Xi Peng , Bo Zhao , Xiaobo Qu