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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

Recovering intrinsic data structure from corrupted observations plays an important role in various tasks in the communities of machine learning and signal processing. In this paper, we propose a novel model, named log-sum heuristic recovery…

Numerical Analysis · Computer Science 2014-08-13 Yue Deng , Qionghai Dai , Risheng Liu , Zengke Zhang , Sanqing Hu

We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees. Our algorithms exploit adaptivity to identify entries that are highly informative for…

Machine Learning · Statistics 2013-11-12 Akshay Krishnamurthy , Aarti Singh

In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

The Kaczmarz algorithm is a popular solver for overdetermined linear systems due to its simplicity and speed. In this paper, we propose a modification that speeds up the convergence of the randomized Kaczmarz algorithm for systems of linear…

Numerical Analysis · Computer Science 2013-05-17 Hassan Mansour , Ozgur Yilmaz

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Low rank tensor learning, such as tensor completion and multilinear multitask learning, has received much attention in recent years. In this paper, we propose higher order matching pursuit for low rank tensor learning problems with a convex…

Machine Learning · Statistics 2015-03-10 Yuning Yang , Siamak Mehrkanoon , Johan A. K. Suykens

In this paper, we take a step towards developing efficient hard thresholding methods for low-rank tensor recovery from memory-efficient linear measurements with tensorial structure. Theoretical guarantees for many standard iterative…

Numerical Analysis · Mathematics 2025-02-06 Shambhavi Suryanarayanan , Elizaveta Rebrova

Low-rank matrix recovery problems are inverse problems which naturally arise in various fields like signal processing, imaging and machine learning. They are non-convex and NP-hard in full generality. It is therefore a delicate problem to…

Optimization and Control · Mathematics 2021-05-24 Irène Waldspurger

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

We study the recovery of the underlying graphs or permutations for tensors in the tensor ring or tensor train format. Our proposed algorithms compare the matricization ranks after down-sampling, whose complexity is $O(d\log d)$ for $d$-th…

Numerical Analysis · Mathematics 2024-04-04 Ziang Chen , Jianfeng Lu , Anru R. Zhang

Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

Machine Learning · Statistics 2014-05-09 Ming Yuan , Cun-Hui Zhang

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

Machine Learning · Statistics 2019-11-13 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by…

Optimization and Control · Mathematics 2011-04-15 Stephen Becker , Jerome Bobin , Emmanuel Candes