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In oversampled adaptive sensing (OAS), noisy measurements are collected in multiple subframes. The sensing basis in each subframe is adapted according to some posterior information exploited from previous measurements. The framework is…

Information Theory · Computer Science 2019-12-11 Ali Bereyhi , Ralf R. Müller

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

We study the problem of solving a linear sensing system when the observations are unlabeled. Specifically we seek a solution to a linear system of equations y = Ax when the order of the observations in the vector y is unknown. Focusing on…

Information Theory · Computer Science 2015-12-02 Jayakrishnan Unnikrishnan , Saeid Haghighatshoar , Martin Vetterli

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

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 the problem of matrix compressed sensing we aim to recover a low-rank matrix from few of its element-wise linear projections. In this contribution we analyze the asymptotic performance of a Bayes-optimal inference procedure for a model…

Information Theory · Computer Science 2017-01-04 Christophe Schülke , Philip Schniter , Lenka Zdeborová

We study an estimator with a convex formulation for recovery of low-rank matrices from rank-one projections. Using initial estimates of the factors of the target $d_1\times d_2$ matrix of rank-$r$, the estimator admits a practical…

Statistics Theory · Mathematics 2021-01-12 Sohail Bahmani , Kiryung Lee

We consider the problem of recovering an $n_1 \times n_2$ low-rank matrix with $k$-sparse singular vectors from a small number of linear measurements (sketch). We propose a sketching scheme and an algorithm that can recover the singular…

Information Theory · Computer Science 2024-07-02 Xiaoqi Liu , Ramji Venkataramanan

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

We study the problem of learning mixtures of low-rank models, i.e. reconstructing multiple low-rank matrices from unlabelled linear measurements of each. This problem enriches two widely studied settings -- low-rank matrix sensing and mixed…

Machine Learning · Statistics 2021-03-10 Yanxi Chen , Cong Ma , H. Vincent Poor , Yuxin Chen

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

Numerical Analysis · Mathematics 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…

Machine Learning · Statistics 2022-03-22 Joshua K. Behne , Galen Reeves

We prove lower bounds for the randomized approximation of the embedding $\ell_1^m \rightarrow \ell_\infty^m$ based on algorithms that use arbitrary linear (hence non-adaptive) information provided by a (randomized) measurement matrix $N \in…

Numerical Analysis · Mathematics 2024-05-24 Robert Kunsch , Erich Novak , Marcin Wnuk

In many linear inverse problems, we want to estimate an unknown vector belonging to a high-dimensional (or infinite-dimensional) space from few linear measurements. To overcome the ill-posed nature of such problems, we use a low-dimension…

Information Theory · Computer Science 2017-07-18 Yann Traonmilin , Gilles Puy , Rémi Gribonval , Mike Davies

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

We present novel techniques for analyzing the problem of low-rank matrix recovery. The methods are both considerably simpler and more general than previous approaches. It is shown that an unknown (n x n) matrix of rank r can be efficiently…

Information Theory · Computer Science 2011-03-22 David Gross

We show how to compute a relative-error low-rank approximation to any positive semidefinite (PSD) matrix in sublinear time, i.e., for any $n \times n$ PSD matrix $A$, in $\tilde O(n \cdot poly(k/\epsilon))$ time we output a rank-$k$ matrix…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , David P. Woodruff

Low-rank matrix factorizations arise in a wide variety of applications -- including recommendation systems, topic models, and source separation, to name just a few. In these and many other applications, it has been widely noted that by…

Machine Learning · Statistics 2016-11-01 Liangbei Xu , Mark A. Davenport

This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…

Computer Vision and Pattern Recognition · Computer Science 2017-11-27 Ali Taimori , Farokh Marvasti