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We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…

Numerical Analysis · Mathematics 2026-02-02 Anna Yesypenko , Per-Gunnar Martinsson

In this paper, we focus on a matrix factorization-based approach to recover low-rank {\it asymmetric} matrices from corrupted measurements. We propose an {\it Overparameterized Preconditioned Subgradient Algorithm (OPSA)} and provide, for…

Optimization and Control · Mathematics 2025-05-30 Paris Giampouras , HanQin Cai , Rene Vidal

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs…

Statistics Theory · Mathematics 2020-09-29 Chao Gao , Anderson Y. Zhang

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

Information Theory · Computer Science 2016-02-18 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

Recent advances have shown that implicit bias of gradient descent on over-parameterized models enables the recovery of low-rank matrices from linear measurements, even with no prior knowledge on the intrinsic rank. In contrast, for robust…

Machine Learning · Computer Science 2020-06-17 Chong You , Zhihui Zhu , Qing Qu , Yi Ma

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…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Matrix-vector multiplication is one of the most fundamental computing primitives. Given a matrix $A\in\mathbb{F}^{N\times N}$ and a vector $b$, it is known that in the worst case $\Theta(N^2)$ operations over $\mathbb{F}$ are needed to…

Data Structures and Algorithms · Computer Science 2017-11-21 Christopher De Sa , Albert Gu , Rohan Puttagunta , Christopher Ré , Atri Rudra

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…

Methodology · Statistics 2026-04-13 Ziyuan Chen , Ying Yang , Fang Yao

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Due to the explosive growth of large-scale data sets, tensors have been a vital tool to analyze and process high-dimensional data. Different from the matrix case, tensor decomposition has been defined in various formats, which can be…

Optimization and Control · Mathematics 2023-12-27 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

As a paradigm to recover unknown entries of a matrix from partial observations, low-rank matrix completion (LRMC) has generated a great deal of interest. Over the years, there have been lots of works on this topic but it might not be easy…

Data Structures and Algorithms · Computer Science 2019-07-30 Luong Trung Nguyen , Junhan Kim , Byonghyo Shim

Given some binary matrix $M$, suppose we are presented with the collection of its rows and columns in independent arbitrary orderings. From this information, are we able to recover the unique original orderings and matrix? We present an…

Probability · Mathematics 2024-04-24 Caelan Atamanchuk , Luc Devroye , Massimo Vicenzo

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…

Machine Learning · Statistics 2017-01-20 Lingxiao Wang , Xiao Zhang , Quanquan Gu
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