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Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix…

Machine Learning · Computer Science 2015-12-16 Gintare Karolina Dziugaite , Daniel M. Roy

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…

Machine Learning · Statistics 2020-03-23 Xiaojun Mao , Raymond K. W. Wong , Song Xi Chen

In the low-rank matrix completion (LRMC) problem, the low-rank assumption means that the columns (or rows) of the matrix to be completed are points on a low-dimensional linear algebraic variety. This paper extends this thinking to cases…

Machine Learning · Statistics 2020-09-08 Greg Ongie , Daniel Pimentel-Alarcón , Laura Balzano , Rebecca Willett , Robert D. Nowak

In this paper, we consider the problem of Robust Matrix Completion (RMC) where the goal is to recover a low-rank matrix by observing a small number of its entries out of which a few can be arbitrarily corrupted. We propose a simple…

Machine Learning · Computer Science 2016-12-09 Yeshwanth Cherapanamjeri , Kartik Gupta , Prateek Jain

In this work, we develop and analyze a Gradient Descent (GD) based solution, called Alternating GD and Minimization (AltGDmin), for efficiently solving the low rank matrix completion (LRMC) in a federated setting. LRMC involves recovering…

Machine Learning · Computer Science 2024-10-02 Ahmed Ali Abbasi , Namrata Vaswani

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…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

Matrix sensing has many real-world applications in science and engineering, such as system control, distance embedding, and computer vision. The goal of matrix sensing is to recover a matrix $A_\star \in \mathbb{R}^{n \times n}$, based on a…

Data Structures and Algorithms · Computer Science 2023-03-23 Lianke Qin , Zhao Song , Ruizhe Zhang

To efficiently express tensor data using the Tucker format, a critical task is to minimize the multilinear rank such that the model would not be over-flexible and lead to overfitting. Due to the lack of rank minimization tools in tensor,…

Signal Processing · Electrical Eng. & Systems 2024-09-11 Xueke Tong , Hancheng Zhu , Lei Cheng , Yik-Chung Wu

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…

Numerical Analysis · Mathematics 2021-07-07 Zehan Chao , Longxiu Huang , Deanna Needell

Low-rank matrix completion is the task of recovering unknown entries of a matrix by assuming that the true matrix admits a good low-rank approximation. Sometimes additional information about the variables is known, and incorporating this…

Machine Learning · Computer Science 2023-06-16 Benoît Loucheur , P. -A. Absil , Michel Journée

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization…

Machine Learning · Computer Science 2016-12-09 Yuanzhi Li , Yingyu Liang , Andrej Risteski

We study the following lesser-known low rank (LR) recovery problem: recover an $n \times q$ rank-$r$ matrix, $X^* =[x^*_1 , x^*_2, ..., x^*_q]$, with $r \ll \min(n,q)$, from $m$ independent linear projections of each of its $q$ columns,…

Information Theory · Computer Science 2022-10-07 Seyedehsara , Nayer , Namrata Vaswani

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

In recent years, low-rank tensor completion (LRTC) has received considerable attention due to its applications in image/video inpainting, hyperspectral data recovery, etc. With different notions of tensor rank (e.g., CP, Tucker, tensor…

Machine Learning · Statistics 2020-10-30 Yunfeng Cai , Ping Li

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