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Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as…

Statistics Theory · Mathematics 2016-02-08 Siamak Ravanbakhsh , Barnabas Poczos , Russell Greiner

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

Information Theory · Computer Science 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…

Numerical Analysis · Computer Science 2016-07-19 Yoshiyuki Kabashima , Florent Krzakala , Marc Mézard , Ayaka Sakata , Lenka Zdeborová

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods…

Machine Learning · Computer Science 2013-10-29 Lester Mackey , Ameet Talwalkar , Michael I. Jordan

We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…

Signal Processing · Electrical Eng. & Systems 2022-08-02 Zhengdao Yuan , Qinghua Guo , Yonina C. Eldar , Yonghui Li

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…

Machine Learning · Statistics 2019-05-31 Lifan Liang , Songjian Lu

A new message-passing (MP) method is considered for the matrix completion problem associated with recommender systems. We attack the problem using a (generative) factor graph model that is related to a probabilistic low-rank matrix…

Information Theory · Computer Science 2010-07-06 Byung-Hak Kim , Arvind Yedla , Henry D. Pfister

The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…

Information Theory · Computer Science 2009-07-12 Danny Bickson

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li

Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…

Information Theory · Computer Science 2018-09-14 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira , Ankur Moitra

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

We propose to transfer representational knowledge from multiple sources to a target noisy matrix completion task by aggregating singular subspaces information. Under our representational similarity framework, we first integrate linear…

Machine Learning · Statistics 2024-12-10 Yong He , Zeyu Li , Dong Liu , Kangxiang Qin , Jiahui Xie

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch
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