Related papers: Adversarial Robust Low Rank Matrix Estimation: Com…
Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in most of the cases the quadratic loss function and its…
This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
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,…
Low-rank matrix completion has been studied extensively under various type of categories. The problem could be categorized as noisy completion or exact completion, also active or passive completion algorithms. In this paper we focus on…
In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…
Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…
We consider robust estimation when outputs are adversarially contaminated. Nguyen and Tran (2012) proposed an extended Lasso for robust parameter estimation and then they showed the convergence rate of the estimation error. Recently,…
This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon…
We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…
The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
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…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…
Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…
Precision matrix estimation is a fundamental topic in multivariate statistics and modern machine learning. This paper proposes an adversarially perturbed precision matrix estimation framework, motivated by recent developments in adversarial…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
In this letter, we study the deterministic sampling patterns for the completion of low rank matrix, when corrupted with a sparse noise, also known as robust matrix completion. We extend the recent results on the deterministic sampling…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…