Related papers: A two-phase rank-based algorithm for low-rank matr…
As a real scenes sensing approach, depth information obtains the widespread applications. However, resulting from the restriction of depth sensing technology, the depth map captured in practice usually suffers terrible noise and missing…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
In this paper, we propose and solve a low phase-rank approximation problem, which serves as a counterpart to the well-known low-rank approximation problem and the Schmidt-Mirsky theorem. More specifically, a nonzero complex number can be…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
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 concerns with a noisy structured low-rank matrix recovery problem which can be modeled as a structured rank minimization problem. We reformulate this problem as a mathematical program with a generalized complementarity constraint…
Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…
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…
The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and…
We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…
We consider a novel algorithm, for the completion of partially observed low-rank matrices in a structured setting where each entry can be chosen from a finite discrete alphabet set, such as in common recommender systems. The proposed…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…
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…
The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…
It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…
Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…
The Nystr\"om method is a convenient heuristic method to obtain low-rank approximations to kernel matrices in nearly linear complexity. Existing studies typically use the method to approximate positive semidefinite matrices with low or…
The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…
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…
We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…