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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

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…

Machine Learning · Computer Science 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

We consider a matrix completion problem that exploits social or item similarity graphs as side information. We develop a universal, parameter-free, and computationally efficient algorithm that starts with hierarchical graph clustering and…

Machine Learning · Statistics 2022-01-06 Adel Elmahdy , Junhyung Ahn , Changho Suh , Soheil Mohajer

Data-fusion involves the integration of multiple related datasets. The statistical file-matching problem is a canonical data-fusion problem in multivariate analysis, where the objective is to characterise the joint distribution of a set of…

Methodology · Statistics 2021-04-08 Daniel Ahfock , Saumyadipta Pyne , Geoffrey J. McLachlan

Multi-dimensional data completion is a critical problem in computational sciences, particularly in domains such as computer vision, signal processing, and scientific computing. Existing methods typically leverage either global low-rank…

Machine Learning · Computer Science 2025-08-07 Wenwu Gong , Lili Yang

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

As a tool for estimating networks in high dimensions, graphical models are commonly applied to calcium imaging data to estimate functional neuronal connectivity, i.e. relationships between the activities of neurons. However, in many calcium…

Methodology · Statistics 2024-08-02 Andersen Chang , Lili Zheng , Genevera I. Allen

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

Statistics Theory · Mathematics 2017-08-28 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

The essence of distantly supervised relation extraction is that it is an incomplete multi-label classification problem with sparse and noisy features. To tackle the sparsity and noise challenges, we propose solving the classification…

Computation and Language · Computer Science 2014-11-18 Miao Fan , Deli Zhao , Qiang Zhou , Zhiyuan Liu , Thomas Fang Zheng , Edward Y. Chang

In this paper, we propose two new algorithms for transduction with Matrix Completion (MC) problem. The joint MC and prediction tasks are addressed simultaneously to enhance the accuracy, i.e., the label matrix is concatenated to the data…

Machine Learning · Computer Science 2018-05-22 Ashkan Esmaeili , Kayhan Behdin , Mohammad Amin Fakharian , Farokh Marvasti

In health-pollution cohort studies, accurate predictions of pollutant concentrations at new locations are needed, since the locations of fixed monitoring sites and study participants are often spatially misaligned. For multi-pollution data,…

Applications · Statistics 2022-01-24 Phuong T. Vu , Adam A. Szpiro , Noah Simon

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

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

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in…

Machine Learning · Computer Science 2018-05-31 Madeleine Udell , Alex Townsend

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

Probe-level microarray data are usually stored in matrices, where the row and column correspond to array and probe, respectively. Scientists routinely summarize each array by a single index as the expression level of each probe set (gene).…

Applications · Statistics 2010-09-30 Xingdong Feng , Xuming He

Graphons offer a powerful framework for modeling large-scale networks, yet estimation remains challenging. We propose a novel approach that leverages a low-rank additive representation, yielding both a low-rank connection probability matrix…

Methodology · Statistics 2026-04-14 Xinyuan Fan , Feiyan Ma , Chenlei Leng , Weichi Wu