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We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

One-bit quantization with time-varying sampling thresholds (also known as random dithering) has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and…

Information Theory · Computer Science 2024-01-17 Arian Eamaz , Farhang Yeganegi , Deanna Needell , Mojtaba Soltanalian

The recovery of a low rank matrix from a subset of noisy low-precision quantized samples arises in several applications such as collaborative filtering, intelligent recommendation and millimeter wave channel estimation with few bit ADCs. In…

Information Theory · Computer Science 2019-11-25 Jiang Zhu , Zhennan Liu , Qi Zhang , Chunyi Song , Zhiwei Xu

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…

Signal Processing · Electrical Eng. & Systems 2019-05-08 Xiao Peng Li , Lei Huang , Hing Cheung So , Bo Zhao

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

The design of sparse linear arrays has proven instrumental in the implementation of cost-effective and efficient automotive radar systems for high-resolution imaging. This paper investigates the impact of coarse quantization on measurements…

Signal Processing · Electrical Eng. & Systems 2024-03-07 Arian Eamaz , Farhang Yeganegi , Yunqiao Hu , Shunqiao Sun , Mojtaba Soltanalian

In the problem of structured signal recovery from high-dimensional linear observations, it is commonly assumed that full-precision measurements are available. Under this assumption, the recovery performance of the popular Generalized Lasso…

Information Theory · Computer Science 2018-07-19 Christos Thrampoulidis , Ankit Singh Rawat

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

In this paper, we investigate a trade-off between the number of radar observations (or measurements) and their resolution in the context of radar range estimation. To this end, we introduce a novel estimation scheme that can deal with…

Signal Processing · Electrical Eng. & Systems 2018-11-29 Thomas Feuillen , Chunlei Xu , Jérôme Louveaux , Luc Vandendorpe , Laurent Jacques

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Machine Learning · Computer Science 2024-10-01 Changyi Ma , Runsheng Yu , Xiao Chen , Youzhi Zhang

The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…

Machine Learning · Statistics 2014-07-14 Srinadh Bhojanapalli , Prateek Jain

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as…

Machine Learning · Statistics 2017-03-21 Ashish Khetan , Sewoong Oh

We consider in this paper the problem of noisy 1-bit matrix completion under a general non-uniform sampling distribution using the max-norm as a convex relaxation for the rank. A max-norm constrained maximum likelihood estimate is…

Machine Learning · Statistics 2013-09-25 T. Tony Cai , Wen-Xin Zhou

In 1-bit matrix completion, the aim is to estimate an underlying low-rank matrix from a partial set of binary observations. We propose a novel method for 1-bit matrix completion called Majorization-Minimization Gauss-Newton (MMGN). Our…

Machine Learning · Statistics 2024-09-25 Xiaoqian Liu , Xu Han , Eric C. Chi , Boaz Nadler

One-bit compressive sensing has extended the scope of sparse recovery by showing that sparse signals can be accurately reconstructed even when their linear measurements are subject to the extreme quantization scenario of binary…

Information Theory · Computer Science 2016-06-27 Rich Baraniuk , Simon Foucart , Deanna Needell , Yaniv Plan , Mary Wootters

One-bit quantization with time-varying sampling thresholds has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and low implementation cost. In…

Information Theory · Computer Science 2023-03-20 Arian Eamaz , Farhang Yeganegi , Deanna Needell , Mojtaba Soltanalian

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu