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We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

Recovery of low-rank matrices from a small number of linear measurements is now well-known to be possible under various model assumptions on the measurements. Such results demonstrate robustness and are backed with provable theoretical…

Numerical Analysis · Mathematics 2019-08-23 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

In this paper we offer a new perspective on the well established agglomerative clustering algorithm, focusing on recovery of hierarchical structure. We recommend a simple variant of the standard algorithm, in which clusters are merged by…

Machine Learning · Statistics 2024-03-04 Annie Gray , Alexander Modell , Patrick Rubin-Delanchy , Nick Whiteley

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

Matrix recovery is raised in many areas. In this paper, we build up a framework for almost everywhere matrix recovery which means to recover almost all the $P\in {\mathcal M}\subset {\mathbb H}^{p\times q}$ from $Tr(A_jP), j=1,\ldots,N$…

Information Theory · Computer Science 2019-09-20 Yi Rong , Yang Wang , Zhiqiang Xu

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix $A$ is known.…

Numerical Analysis · Mathematics 2017-01-09 M. A. Iwen , B. W. Ong

We consider algorithms with access to an unknown matrix $M\in\mathbb{F}^{n \times d}$ via matrix-vector products, namely, the algorithm chooses vectors $\mathbf{v}^1, \ldots, \mathbf{v}^q$, and observes $M\mathbf{v}^1,\ldots,…

Computational Complexity · Computer Science 2019-11-11 Xiaoming Sun , David P. Woodruff , Guang Yang , Jialin Zhang

Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness…

Numerical Analysis · Mathematics 2019-06-13 Steffen Börm

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie

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

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

This paper considers the problem of recovering an unknown sparse p\times p matrix X from an m\times m matrix Y=AXB^T, where A and B are known m \times p matrices with m << p. The main result shows that there exist constructions of the…

Information Theory · Computer Science 2013-03-27 Gautam Dasarathy , Parikshit Shah , Badri Narayan Bhaskar , Robert Nowak

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

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

We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…

Data Structures and Algorithms · Computer Science 2024-02-21 Praneeth Kacham , David P Woodruff

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu