Related papers: Continuous dictionaries meet low-rank tensor appro…

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Recently, considerable research efforts have been devoted to the design of methods to learn from data overcomplete dictionaries for sparse coding. However, learned dictionaries require the solution of an optimization problem for coding new…

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…

Matching pursuits are a class of greedy algorithms commonly used in signal processing, for solving the sparse approximation problem. They rely on an atom selection step that requires the calculation of numerous projections, which can be…

In this paper, we propose a novel tensor learning and coding model for third-order data completion. Our model is to learn a data-adaptive dictionary from the given observations, and determine the coding coefficients of third-order tensor…

This work presents an approach for image reconstruction in clinical low-dose tomography that combines principles from sparse signal processing with ideas from deep learning. First, we describe sparse signal representation in terms of…

Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…