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This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

Optimization and Control · Mathematics 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…

Machine Learning · Statistics 2018-06-15 Tal Levy , Alireza Vahid , Raja Giryes

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

In this paper, we consider the problem of recovering an unknown sparse matrix X from the matrix sketch Y = AX B^T. The dimension of Y is less than that of X, and A and B are known matrices. This problem can be solved using standard…

Numerical Analysis · Computer Science 2013-11-12 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney

Subspace recovery from corrupted and missing data is crucial for various applications in signal processing and information theory. To complete missing values and detect column corruptions, existing robust Matrix Completion (MC) methods…

Information Theory · Computer Science 2016-11-18 Hongyang Zhang , Zhouchen Lin , Chao Zhang

We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…

Methodology · Statistics 2025-10-28 Di Wang , Xiaoyu Zhang , Guodong Li , Wenyang Zhang

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well conditioning over all low rank matrices. However, many…

Machine Learning · Statistics 2021-11-17 Lijun Ding , Yuqian Zhang , Yudong Chen

If $A$ is a tridiagonal matrix, then the equations $AX=I$ and $XA=I$ defining the inverse $X$ of $A$ are in fact the second order recurrence relations for the elements in each row and column of $X$. Thus, the recursive algorithms should be…

Numerical Analysis · Mathematics 2015-10-01 Paweł Keller , Iwona Wróbel

We propose a theory for matrix completion that goes beyond the low-rank structure commonly considered in the literature and applies to general matrices of low description complexity. Specifically, complexity of the sets of matrices…

Information Theory · Computer Science 2024-10-03 Erwin Riegler , Günther Koliander , David Stotz , Helmut Bölcskei

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

Learned iterative shrinkage thresholding algorithm (LISTA), which adopts deep learning techniques to learn optimal algorithm parameters from labeled training data, can be successfully applied to small-scale multidimensional harmonic…

Signal Processing · Electrical Eng. & Systems 2021-07-21 Rong Fu , Yimin Liu , Tianyao Huang , Yonina C. Eldar

We introduce a structured low rank algorithm for the calibration-free compensation of field inhomogeneity artifacts in Echo Planar Imaging (EPI) MRI data. We acquire the data using two EPI readouts that differ in echo-time (TE). Using time…

Computer Vision and Pattern Recognition · Computer Science 2018-04-23 Arvind Balachandrasekaran , Merry Mani , Mathews Jacob

Low-rank Matrix Completion (LRMC) describes the problem where we wish to recover missing entries of partially observed low-rank matrix. Most existing matrix completion work deals with sampling procedures that are independent of the…

Machine Learning · Computer Science 2025-04-15 Rishhabh Naik , Nisarg Trivedi , Davoud Ataee Tarzanagh , Laura Balzano

We propose a new algorithm for the problem of recovering data that adheres to multiple, heterogeneous low-dimensional structures from linear observations. Focusing on data matrices that are simultaneously row-sparse and low-rank, we propose…

Machine Learning · Computer Science 2024-01-19 Christian Kümmerle , Johannes Maly

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

This paper develops a novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging, astronomical imaging and many other applications. Our approach combines multiple structured illuminations…

Information Theory · Computer Science 2011-09-21 Emmanuel J. Candes , Yonina Eldar , Thomas Strohmer , Vlad Voroninski

We consider the problem of recovering an $n_1 \times n_2$ low-rank matrix with $k$-sparse singular vectors from a small number of linear measurements (sketch). We propose a sketching scheme and an algorithm that can recover the singular…

Information Theory · Computer Science 2024-07-02 Xiaoqi Liu , Ramji Venkataramanan