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We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

Many practical sensing applications involve multiple sensors simultaneously acquiring measurements of a single object. Conversely, most existing sparse recovery guarantees in compressed sensing concern only single-sensor acquisition…

Information Theory · Computer Science 2023-08-31 Il Yong Chun , Ben Adcock

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

We consider the problem of recovering a matrix from its action on a known vector in the setting where the matrix can be represented efficiently in a known matrix dictionary. Connections with sparse signal recovery allows for the use of…

Numerical Analysis · Mathematics 2015-04-23 Götz E. Pfander , Holger Rauhut , Jared Tanner

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…

Optimization and Control · Mathematics 2020-02-05 Albert Akhriev , Jakub Marecek , Andrea Simonetto

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia

A combinatorial approach to compressive sensing based on a deterministic column replacement technique is proposed. Informally, it takes as input a pattern matrix and ingredient measurement matrices, and results in a larger measurement…

Information Theory · Computer Science 2014-03-10 Charles J. Colbourn , Daniel Horsley , Violet R. Syrotiuk

A novel framework to construct an efficient sensing (measurement) matrix, called mixed adaptive-random (MAR) matrix, is introduced for directly acquiring a compressed image representation. The mixed sampling (sensing) procedure hybridizes…

Information Theory · Computer Science 2015-04-07 Jun Yang , Wei E. I. Sha , Hongyang Chao , Zhu Jin

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Data Structures and Algorithms · Computer Science 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

This paper provides a new tractable lower bound for the sparse recovery threshold of sensing matrices. This lower bound is used as a proxy to quantify the quality of sensing matrices in two different applications. First, it serves as…

Optimization and Control · Mathematics 2020-12-15 Mathieu Barré , Alexandre d'Aspremont

Sparse recovery is widely applied in many fields, since many signals or vectors can be sparsely represented under some frames or dictionaries. Most of fast algorithms at present are based on solving $l^0$ or $l^1$ minimization problems and…

Numerical Analysis · Mathematics 2019-03-06 Chong-Jun Li , Yi-Jun Zhong

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying

We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…

Signal Processing · Electrical Eng. & Systems 2021-10-15 Michael Koller , Wolfgang Utschick

In traditional compressed sensing theory, the dictionary matrix is given a priori, whereas in real applications this matrix suffers from random noise and fluctuations. In this paper we consider a signal model where each column in the…

Information Theory · Computer Science 2015-06-17 Zhao Tan , Peng Yang , Arye Nehorai