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We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

Machine Learning · Computer Science 2023-11-15 Canzhe Zhao , Ruofeng Yang , Baoxiang Wang , Xuezhou Zhang , Shuai Li

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem…

Optimization and Control · Mathematics 2018-02-15 Jirong Yi , Weiyu Xu

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

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

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…

Machine Learning · Statistics 2015-12-31 Ravi Ganti , Laura Balzano , Rebecca Willett

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

We consider the inverse problem of finding a magnitude-symmetric matrix (matrix with opposing off-diagonal entries equal in magnitude) with a prescribed set of principal minors. This problem is closely related to the theory of recognizing…

Combinatorics · Mathematics 2024-09-09 Victor-Emmanuel Brunel , John Urschel

We study the $\ell_0$-Low Rank Approximation Problem, where the goal is, given an $m \times n$ matrix $A$, to output a rank-$k$ matrix $A'$ for which $\|A'-A\|_0$ is minimized. Here, for a matrix $B$, $\|B\|_0$ denotes the number of its…

Data Structures and Algorithms · Computer Science 2018-10-02 Karl Bringmann , Pavel Kolev , David P. Woodruff

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

Machine Learning · Statistics 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

A distance matrix $A \in \mathbb R^{n \times m}$ represents all pairwise distances, $A_{ij}=\mathrm{d}(x_i,y_j)$, between two point sets $x_1,...,x_n$ and $y_1,...,y_m$ in an arbitrary metric space $(\mathcal Z, \mathrm{d})$. Such matrices…

Data Structures and Algorithms · Computer Science 2019-06-05 Piotr Indyk , Ali Vakilian , Tal Wagner , David Woodruff

We consider the problem of high-dimensional channel estimation in fast time-varying millimeter-wave MIMO systems with a hybrid architecture. By exploiting the low-rank and sparsity properties of the channel matrix, we propose a two-phase…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Tianyu Jiang , Yan Yang , Hongjin Liu , Runyu Han , Bo Ai , Mohsen Guizani

This paper presents a novel factorization-based, low-rank regularization method for solving multidimensional deconvolution problems in the frequency domain. In this approach, each frequency component of the unknown wavefield is represented…

Geophysics · Physics 2024-10-29 Fuqiang Chen , Matteo Ravasi , David Keyes

In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…

Numerical Analysis · Mathematics 2007-05-23 Shmuel Friedland , Mostafa Kaveh , Amir Niknejad , Hossein Zare

A Euclidean Distance Matrix (EDM) is a table of distance-square between points on a k- dimensional Euclidean space, with applications in many fields (e.g. engineering, geodesy, economics, genetics, biochemistry, psychology). A problem that…

Optimization and Control · Mathematics 2017-11-17 Nilson Moreira , Leonardo Duarte , Carlile Lavor , Cristiano Torezzan

The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…

Statistics Theory · Mathematics 2025-03-06 BaoLinh Tran , Van Vu