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In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…

Optimization and Control · Mathematics 2019-05-14 Angang Cui , Meng Wen , Haiyang Li , Jigen Peng

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

We analyze and improve low rank representation (LRR), the state-of-the-art algorithm for subspace segmentation of data. We prove that for the noiseless case, the optimization model of LRR has a unique solution, which is the shape…

Computer Vision and Pattern Recognition · Computer Science 2015-03-19 Wei Siming , Lin Zhouchen

Recently, low-rank matrix recovery theory has been emerging as a significant progress for various image processing problems. Meanwhile, the group sparse coding (GSC) theory has led to great successes in image restoration (IR) problem with…

Image and Video Processing · Electrical Eng. & Systems 2020-05-26 Yunyi Li , Guan Gui , Xiefeng Cheng

A large number of computational and scientific methods commonly require decomposing a sparse matrix into triangular factors as LU decomposition. A common problem faced during this decomposition is that even though the given matrix may be…

Machine Learning · Computer Science 2023-10-17 Arpan Dasgupta , Pawan Kumar

Hyperspectral super-resolution (HSR) is a problem that aims to estimate an image of high spectral and spatial resolutions from a pair of co-registered multispectral (MS) and hyperspectral (HS) images, which have coarser spectral and spatial…

Image and Video Processing · Electrical Eng. & Systems 2020-10-28 Ruiyuan Wu , Wing-Kin Ma , Xiao Fu , Qiang Li

In tensor completion tasks, the traditional low-rank tensor decomposition models suffer from the laborious model selection problem due to their high model sensitivity. In particular, for tensor ring (TR) decomposition, the number of model…

Machine Learning · Computer Science 2018-12-03 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

Optimization and Control · Mathematics 2024-11-01 Tianyun Tang , Kim-Chuan Toh

Sparse Principal Component Analysis (SPCA) and Sparse Linear Regression (SLR) have a wide range of applications and have attracted a tremendous amount of attention in the last two decades as canonical examples of statistical problems in…

Statistics Theory · Mathematics 2018-11-27 Guy Bresler , Sung Min Park , Madalina Persu

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

Machine Learning · Computer Science 2023-08-10 Jiaqi Zhang , Yinghao Cai , Zhaoyang Wang , Beilun Wang

Semidefinite programs (SDPs) often arise in relaxations of some NP-hard problems, and if the solution of the SDP obeys certain rank constraints, the relaxation will be tight. Decomposition methods based on chordal sparsity have already been…

Optimization and Control · Mathematics 2020-09-17 Jared Miller , Yang Zheng , Biel Roig-Solvas , Mario Sznaier , Antonis Papachristodoulou

Neural networks are predominantly trained using gradient-based methods, yet in many applications their final predictions remain far from the accuracy attainable within the model's expressive capacity. We introduce Linearized Subspace…

Machine Learning · Computer Science 2026-01-21 Wenbo Cao , Weiwei Zhang

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in…

Optimization and Control · Mathematics 2023-10-17 Dian Jin , Xin Bing , Yuqian Zhang

This paper focuses studies the following low rank + sparse (LR+S) column-wise compressive sensing problem. We aim to recover an $n \times q$ matrix, $\X^* =[ \x_1^*, \x_2^*, \cdots , \x_q^*]$ from $m$ independent linear projections of each…

Image and Video Processing · Electrical Eng. & Systems 2023-11-08 Silpa Babu , Namrata Vaswani

We consider regularized least-squares problems of the form $\min_{x} \frac{1}{2}\Vert Ax - b\Vert_2^2 + \mathcal{R}(Lx)$. Recently, Zheng et al., 2019, proposed an algorithm called Sparse Relaxed Regularized Regression (SR3) that employs a…

Numerical Analysis · Mathematics 2020-11-16 Nick Luiken , Tristan van Leeuwen

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

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…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov