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Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

The problem of learning a correspondence relationship between nodes of two networks has drawn much attention of the computer science community and recently that of statisticians. The unseeded version of this problem, in which we do not know…

Methodology · Statistics 2018-08-24 Yuan Zhang

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 consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…

Machine Learning · Statistics 2020-05-27 Daqian Sun , Martin T. Wells

The recovery of the underlying low-rank structure of clean data corrupted with sparse noise/outliers is attracting increasing interest. However, in many low-level vision problems, the exact target rank of the underlying structure and the…

Computer Vision and Pattern Recognition · Computer Science 2020-10-29 Anyong Qin , Lina Xian , Yongliang Yang , Taiping Zhang , Yuan Yan Tang

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

Optimization and Control · Mathematics 2011-11-10 Samet Oymak , Karthik Mohan , Maryam Fazel , Babak Hassibi

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

We consider the problem of accurately recovering a matrix B of size M by M , which represents a probability distribution over M2 outcomes, given access to an observed matrix of "counts" generated by taking independent samples from the…

Machine Learning · Computer Science 2018-02-07 Qingqing Huang , Sham M. Kakade , Weihao Kong , Gregory Valiant

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

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…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

Information Theory · Computer Science 2023-06-13 Johannes Maly

The nuclear norm (NN) has been widely explored in matrix recovery problems, such as Robust PCA and matrix completion, leveraging the inherent global low-rank structure of the data. In this study, we introduce a new modified nuclear norm…

Computer Vision and Pattern Recognition · Computer Science 2025-07-25 Jiangjun Peng , Yisi Luo , Xiangyong Cao , Shuang Xu , Deyu Meng

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

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

Given a matrix $M\in \mathbb{R}^{m\times n}$, the low rank matrix completion problem asks us to find a rank-$k$ approximation of $M$ as $UV^\top$ for $U\in \mathbb{R}^{m\times k}$ and $V\in \mathbb{R}^{n\times k}$ by only observing a few…

Machine Learning · Computer Science 2024-04-03 Yuzhou Gu , Zhao Song , Junze Yin , Lichen Zhang