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Related papers: On the Optimality of Nuclear-norm-based Matrix Com…

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This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

Statistics Theory · Mathematics 2016-03-24 Vladimir Koltchinskii , Alexandre B. Tsybakov , Karim Lounici

This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…

Information Theory · Computer Science 2009-03-10 Emmanuel J. Candes , Terence Tao

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…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

We study the completion of approximately low rank matrices with entries missing not at random (MNAR). In the context of typical large-dimensional statistical settings, we establish a framework for the performance analysis of the nuclear…

Information Theory · Computer Science 2024-01-02 Agostino Capponi , Mihailo Stojnic

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

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…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

Statistics Theory · Mathematics 2022-04-25 Sohom Bhattacharya , Sourav Chatterjee

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is…

Optimization and Control · Mathematics 2016-11-17 Benjamin Recht , Weiyu Xu , Babak Hassibi

Recently theoretical guarantees have been obtained for matrix completion in the non-uniform sampling regime. In particular, if the sampling distribution aligns with the underlying matrix's leverage scores, then with high probability nuclear…

Machine Learning · Statistics 2015-04-03 Jason Jo

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

In this paper we address the problem of recovering a matrix, with inherent low rank structure, from its lower dimensional projections. This problem is frequently encountered in wide range of areas including pattern recognition, wireless…

Numerical Analysis · Computer Science 2013-12-25 Anupriya Gogna , Ankita Shukla , Angshul Majumdar

Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…

Machine Learning · Computer Science 2019-03-05 Fei Wen , Rendong Ying , Peilin Liu , Trieu-Kien Truong

While the matrix completion problem has attracted considerable attention over the decades, few works address the nonignorable missing issue and all have their limitations. In this article, we propose a nuclear norm regularized row- and…

Machine Learning · Statistics 2025-06-30 Yuanhong A , Guoyu Zhang , Yongcheng Zeng , Bo Zhang

We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix completion. We recover a low-rank matrix $X$ by maximizing…

Numerical Analysis · Computer Science 2015-07-03 Yang Cao , Yao Xie

This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small…

Methodology · Statistics 2023-08-07 Jungjun Choi , Ming Yuan

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem…

Optimization and Control · Mathematics 2018-02-15 Jirong Yi , Weiyu Xu

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra