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Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…

Numerical Analysis · Mathematics 2014-02-07 Bubacarr Bah , Luca Baldassarre , Volkan Cevher

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

High-dimensional representations, such as radial basis function networks or tile coding, are common choices for policy evaluation in reinforcement learning. Learning with such high-dimensional representations, however, can be expensive,…

Machine Learning · Computer Science 2017-08-07 Yangchen Pan , Erfan Sadeqi Azer , Martha White

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

Let $x\in\mathbb{C}^n$ be a spectrally sparse signal consisting of $r$ complex sinusoids with or without damping. We consider the spectral compressed sensing problem, which is about reconstructing $x$ from its partial revealed entries. By…

Optimization and Control · Mathematics 2017-08-01 Jian-Feng Cai , Tianming Wang , Ke Wei

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

Information Theory · Computer Science 2009-03-19 Emmanuel J. Candes , Yaniv Plan

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

We consider the recovery of a low rank and jointly sparse matrix from under sampled measurements of its columns. This problem is highly relevant in the recovery of dynamic MRI data with high spatio-temporal resolution, where each column of…

Numerical Analysis · Computer Science 2015-06-03 Sampurna Biswas , Sunrita Poddar , Soura Dasgupta , Raghuraman Mudumbai , Mathews Jacob

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…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

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

In this work we develop a fully decentralized, federated, and fast solution to the recently studied Low Rank Compressive Sensing (LRCS) problem: recover an nxq low-rank matrix from column-wise linear projections. An important application…

Data Structures and Algorithms · Computer Science 2021-12-28 Shana Moothedath , Namrata Vaswani

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

We address the problem of fast time-varying channel estimation in millimeter-wave (mmWave) MIMO systems with imperfect channel state information (CSI) and facilitate efficient channel reconstruction. Specifically, leveraging the low-rank…

Signal Processing · Electrical Eng. & Systems 2025-11-11 Tianyu Jiang , Yan Yang , Hongjin Liu , Runyu Han , Bo Ai , Mohsen Guizani

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

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

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 problem of error control in random linear network coding is addressed from a matrix perspective that is closely related to the subspace perspective of K\"otter and Kschischang. A large class of constant-dimension subspace codes is…

Information Theory · Computer Science 2019-05-07 Danilo Silva , Frank R. Kschischang , Ralf Kötter

Expressing a matrix as the sum of a low-rank matrix plus a sparse matrix is a flexible model capturing global and local features in data popularized as Robust PCA (Candes et al., 2011; Chandrasekaran et al., 2009). Compressed sensing,…

Numerical Analysis · Mathematics 2022-04-28 Jared Tanner , Simon Vary
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