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Recent work in the matrix completion literature has shown that prior knowledge of a matrix's row and column spaces can be successfully incorporated into reconstruction programs to substantially benefit matrix recovery. This paper proposes a…

Information Theory · Computer Science 2025-09-10 Oscar López

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

Machine Learning · Computer Science 2016-04-20 Yang Cao , Yao Xie

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…

Optimization and Control · Mathematics 2023-05-05 Fengmiao Bian , Jian-Feng Cai , Rui Zhang

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

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

In this paper, we consider the matrix recovery from rank-one projection measurements proposed in [Cai and Zhang, Ann. Statist., 43(2015), 102-138], via nonconvex minimization. We establish a sufficient identifiability condition, which can…

Information Theory · Computer Science 2018-06-29 Peng Li , Wengu Chen

Low rank matrix recovery is the focus of many applications, but it is a NP-hard problem. A popular way to deal with this problem is to solve its convex relaxation, the nuclear norm regularized minimization problem (NRM), which includes…

Optimization and Control · Mathematics 2019-09-17 Pan Shang , Lingchen Kong

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

Numerical Analysis · Computer Science 2013-01-30 Raghunandan H. Keshavan , Sewoong Oh

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

The affine matrix rank minimization (AMRM) problem is to find a matrix of minimum rank that satisfies a given linear system constraint. It has many applications in some important areas such as control, recommender systems, matrix completion…

Optimization and Control · Mathematics 2018-11-26 Angang Cui , Jigen Peng , Haiyang Li , Junxiong Jia , Meng Wen

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…

Machine Learning · Statistics 2020-01-28 Kaiyi Ji , Jian Tan , Jinfeng Xu , Yuejie Chi

We consider the problem of finding a low rank symmetric matrix satisfying a system of linear equations, as appears in phase retrieval. In particular, we solve the gauge dual formulation, but use a fast approximation of the spectral…

Optimization and Control · Mathematics 2020-06-02 Ron Estrin , Yifan Sun , Halyun Jeong , Michael Friedlander

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…

Numerical Analysis · Mathematics 2021-01-14 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…

Machine Learning · Statistics 2018-06-18 Pratik Jawanpuria , Bamdev Mishra

We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…

Image and Video Processing · Electrical Eng. & Systems 2018-05-15 Yue Hu , Xiaohan Liu , Mathews Jacob

Matrix recovery is the problem of recovering a low-rank matrix from a few linear measurements. Recently, this problem has gained a lot of attention as it is employed in many applications such as Netflix prize problem, seismic data…

Information Theory · Computer Science 2019-07-30 Hamideh. S Fazael Ardakani , Sajad Daei , Farzan Haddadi