Related papers: Blind Super-resolution via Projected Gradient Desc…
We consider the multichannel blind deconvolution problem where we observe the output of multiple channels that are all excited with the same unknown input. From these observations, we wish to estimate the impulse responses of each of the…
We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…
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…
Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the…
In the blind deconvolution problem, we observe the convolution of an unknown filter and unknown signal and attempt to reconstruct the filter and signal. The problem seems impossible in general, since there are seemingly many more unknowns…
Blind deconvolution problems are severely ill-posed because neither the underlying signal nor the forward operator are not known exactly. Conventionally, these problems are solved by alternating between estimation of the image and kernel…
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…
In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…
Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well conditioning over all low rank matrices. However, many…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…
Hyperspectral imaging is a cutting-edge type of remote sensing used for mapping vegetation properties, rock minerals and other materials. A major drawback of hyperspectral imaging devices is their intrinsic low spatial resolution. In this…
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…
The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…
This paper proposes a super-resolution harmonic retrieval method for uncorrelated strictly non-circular signals, whose covariance and pseudo-covariance present Toeplitz and Hankel structures, respectively. Accordingly, the augmented…
We consider the task of recovering two real or complex $m$-vectors from phaseless Fourier measurements of their circular convolution. Our method is a novel convex relaxation that is based on a lifted matrix recovery formulation that allows…
We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
This paper concerns solving the sparse deconvolution and demixing problem using $\ell_{1,2}$-minimization. We show that under a certain structured random model, robust and stable recovery is possible. The results extend results of Ling and…