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In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…

Numerical Analysis · Mathematics 2017-05-11 Loic Giraldi , Anthony Nouy , Gregory Legrain

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

Blind super-resolution can be cast as a low rank matrix recovery problem by exploiting the inherent simplicity of the signal and the low dimensional structure of point spread functions. In this paper, we develop a simple yet efficient…

Information Theory · Computer Science 2022-11-23 Sihan Mao , Jinchi Chen

There has been an emerging trend in non-Euclidean statistical analysis of aiming to recover a low dimensional structure, namely a manifold, underlying the high dimensional data. Recovering the manifold requires the noise to be of certain…

Machine Learning · Statistics 2024-06-11 Zhigang Yao , Yuqing Xia

In this paper, we extend the previous convergence results for the generalized alternating projection method applied to subspaces in [arXiv:1703.10547] to hold also for smooth manifolds. We show that the algorithm locally behaves similarly…

Optimization and Control · Mathematics 2024-04-10 Mattias Fält , Pontus Giselsson

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

In recent studies, the tensor ring (TR) rank has shown high effectiveness in tensor completion due to its ability of capturing the intrinsic structure within high-order tensors. A recently proposed TR rank minimization method is based on…

Computer Vision and Pattern Recognition · Computer Science 2020-05-21 Meng Ding , Ting-Zhu Huang , Xi-Le Zhao , Tian-Hui Ma

Generalized alternating projections is an algorithm that alternates relaxed projections onto a finite number of sets to find a point in their intersection. We consider the special case of two linear subspaces, for which the algorithm…

Optimization and Control · Mathematics 2017-03-31 Mattias Fält , Pontus Giselsson

Quaternion matrices are employed successfully in many color image processing applications. In particular, a pure quaternion matrix can be used to represent red, green and blue channels of color images. A low-rank approximation for a pure…

Numerical Analysis · Mathematics 2021-01-01 Guangjing Song , Weiyang Ding , Michael K. Ng

We develop computational methods for approximating the solution of a linear multi-term matrix equation in low rank. We follow an alternating minimization framework, where the solution is represented as a product of two matrices, and…

Numerical Analysis · Mathematics 2020-06-16 Kookjin Lee , Howard C. Elman , Catherine E. Powell , Dongeun Lee

In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison…

Numerical Analysis · Computer Science 2009-08-25 Ngoc-Diep Ho , Paul Van Dooren , Vincent D. Blondel

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

In this paper, we study the convergence of Alternating Projection (AP) algorithm for the matrix completion and compressed sensing problems. We also present computational evidence for the excellent performance of the algorithm. Also, in the…

Optimization and Control · Mathematics 2017-11-08 Ming Jun Lai , Abraham Varghese

Alternating projections and their variants are classical tools for computing points in intersections of sets. Existing analyses for smooth manifolds mainly focus on local convergence rates under transversality or related regularity…

Optimization and Control · Mathematics 2026-05-21 Shixiang Chen , Yixiao He , Wen Huang

This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…

Statistics Theory · Mathematics 2014-07-15 Kezhi Li , Martin Sundin , Cristian R. Rojas , Saikat Chatterjee , Magnus Jansson

Nonlinear dimensionality reduction or, equivalently, the approximation of high-dimensional data using a low-dimensional nonlinear manifold is an active area of research. In this paper, we will present a thematically different approach to…

Machine Learning · Computer Science 2019-12-21 Kelum Gajamannage , Randy Paffenroth

We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equation. We propose to use "low-rank plus diagonal" PSD…

Numerical Analysis · Mathematics 2024-07-08 Silvère Bonnabel , Marc Lambert , Francis Bach

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer

We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…

Machine Learning · Statistics 2025-01-07 Tong Deng , Tianming Wang