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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

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

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

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

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

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…

Numerical Analysis · Mathematics 2024-07-02 Paul Breiding , Nick Vannieuwenhoven

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…

Information Theory · Computer Science 2011-06-17 Lingchen Kong , Levent Tunçel , Naihua Xiu

Low-rank matrix recovery addresses the problem of recovering an unknown low-rank matrix from few linear measurements. Nuclear-norm minimization is a tractible approach with a recent surge of strong theoretical backing. Analagous to the…

Numerical Analysis · Mathematics 2015-05-27 Yonina C. Eldar , Deanna Needell , Yaniv Plan

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with $\ell_1$-loss, where the goal is to recover a low-rank matrix from a limited number of…

Machine Learning · Computer Science 2022-02-18 Jianhao Ma , Salar Fattahi

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

Restricted isometry property (RIP), essentially stating that the linear measurements are approximately norm-preserving, plays a crucial role in studying low-rank matrix recovery problem. However, RIP fails in the robust setting, when a…

Machine Learning · Computer Science 2021-09-29 Jianhao Ma , Salar Fattahi

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

This paper focuses on recovering an underlying matrix from its noisy partial entries, a problem commonly known as matrix completion. We delve into the investigation of a non-convex regularization, referred to as transformed $L_1$ (TL1),…

Statistics Theory · Mathematics 2025-03-05 Kun Zhao , Jiayi Wang , Yifei Lou

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

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

Low-rank matrix recovery has found many applications in science and engineering such as machine learning, signal processing, collaborative filtering, system identification, and Euclidean embedding. But the low-rank matrix recovery problem…

Optimization and Control · Mathematics 2018-02-15 Jirong Yi , Weiyu Xu

Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

Machine Learning · Computer Science 2021-02-23 Yaqing Wang , Quanming Yao , James T. Kwok

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell
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