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The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

We study the problem of symmetric positive semi-definite low-rank matrix completion (MC) with deterministic entry-dependent sampling. In particular, we consider rectified linear unit (ReLU) sampling, where only positive entries are…

Machine Learning · Computer Science 2024-06-11 Huikang Liu , Peng Wang , Longxiu Huang , Qing Qu , Laura Balzano

Recently there has been significant theoretical progress on understanding the convergence and generalization of gradient-based methods on nonconvex losses with overparameterized models. Nevertheless, many aspects of optimization and…

Machine Learning · Computer Science 2022-09-27 Dominik Stöger , Mahdi Soltanolkotabi

This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements…

Machine Learning · Statistics 2017-05-19 Huishuai Zhang , Yuejie Chi , Yingbin Liang

The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…

Optimization and Control · Mathematics 2020-01-31 Angang Cui , Jigen Peng , Haiyang Li

The orthogonal group synchronization problem, which aims to recover a set of $d \times d$ orthogonal matrices from their pairwise noisy products, plays a fundamental role in signal processing, computer vision, and network analysis. In…

Optimization and Control · Mathematics 2026-03-17 Shuyang Ling

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

We study the recovery of Hermitian low rank matrices $X \in \mathbb{C}^{n \times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with…

Information Theory · Computer Science 2014-10-28 Richard Kueng , Holger Rauhut , Ulrich Terstiege

We address the inverse problem that arises in compressed sensing of a low-rank matrix. Our approach is to pose the inverse problem as an approximation problem with a specified target rank of the solution. A simple search over the target…

Numerical Analysis · Mathematics 2009-06-15 Kiryung Lee , Yoram Bresler

Motivated by the desire to understand stochastic algorithms for nonconvex optimization that are robust to their hyperparameter choices, we analyze a mini-batched prox-linear iterative algorithm for the problem of recovering an unknown…

Optimization and Control · Mathematics 2024-02-05 Mengqi Lou , Kabir Aladin Verchand , Ashwin Pananjady

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

Machine Learning · Computer Science 2023-08-22 Hung-Hsu Chou , Carsten Gieshoff , Johannes Maly , Holger Rauhut

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

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

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

Consider the task of recovering an unknown $n$-vector from phaseless linear measurements. This task is the phase retrieval problem. Through the technique of lifting, this nonconvex problem may be convexified into a semidefinite rank-one…

Optimization and Control · Mathematics 2015-02-17 Paul Hand

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…

Information Theory · Computer Science 2011-06-17 Lingchen Kong , Levent Tunçel , Naihua Xiu

We consider the problem of resolving $ r$ point sources from $n$ samples at the low end of the spectrum when point spread functions (PSFs) are not known. Assuming that the spectrum samples of the PSFs lie in low dimensional subspace (let…

Information Theory · Computer Science 2021-09-07 Jinchi Chen , Weiguo Gao , Sihan Mao , Ke Wei
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