Related papers: Mixed Matrix Completion in Complex Survey Sampling…
Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…
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…
In some significant applications such as data forecasting, the locations of missing entries cannot obey any non-degenerate distributions, questioning the validity of the prevalent assumption that the missing data is randomly chosen…
Matrix decomposition is one of the fundamental tools to discover knowledge from big data generated by modern applications. However, it is still inefficient or infeasible to process very big data using such a method in a single machine.…
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…
Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…
The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…
Matrix completion is a classical problem that has received recurring interest across a wide range of fields. In this paper, we revisit this problem in an ultra-sparse sampling regime, where each entry of an unknown, $n\times d$ matrix $M$…
In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…
Data for several applications in diverse fields can be represented as multiple matrices that are linked across rows or columns. This is particularly common in molecular biomedical research, in which multiple molecular "omics" technologies…
Limited measurement availability at the distribution grid presents challenges for state estimation and situational awareness. This paper combines the advantages of two sparsity-based state estimation approaches (matrix completion and…
Sparse support recovery arises in many applications in communications and signal processing. Existing methods tackle sparse support recovery problems for a given measurement matrix, and cannot flexibly exploit the properties of sparsity…
Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations…
Missing value is a very common and unavoidable problem in sensors, and researchers have made numerous attempts for missing value imputation, particularly in deep learning models. However, for real sensor data, the specific data distribution…
This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small…
Model averaging has demonstrated superior performance for ensemble forecasting in high-dimensional framework, its extension to incomplete datasets remains a critical but underexplored challenge. Moreover, identifying the parsimonious model…
This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…
Matrix element reweighting is a powerful experimental technique widely employed to maximize the amount of information that can be extracted from a collider data set. We present a procedure that allows to automatically evaluate the weights…
In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…
This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…