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Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

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

Nonlinear dimensionality reduction or, equivalently, the approximation of high-dimensional data using a low-dimensional nonlinear manifold is an active area of research. In this paper, we will present a thematically different approach to…

Machine Learning · Computer Science 2019-12-21 Kelum Gajamannage , Randy Paffenroth

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 $M$…

Machine Learning · Computer Science 2026-01-21 Hongyang R. Zhang , Zhenshuo Zhang , Huy L. Nguyen , Guanghui Lan

Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…

Machine Learning · Statistics 2019-10-29 Cheng Mao , Ashwin Pananjady , Martin J. Wainwright

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Machine Learning · Statistics 2021-01-20 Yuxuan Zhao , Madeleine Udell

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

Despite the popularity of low-rank matrix completion, the majority of its theory has been developed under the assumption of random observation patterns, whereas very little is known about the practically relevant case of non-random…

Machine Learning · Computer Science 2023-02-24 Manolis C. Tsakiris

In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…

Machine Learning · Computer Science 2024-05-30 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…

Computation · Statistics 2020-03-04 Rahul Mazumder , Diego F. Saldana , Haolei Weng

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

This paper considers the problem of matrix-variate logistic regression. It derives the fundamental error threshold on estimating low-rank coefficient matrices in the logistic regression problem by obtaining a lower bound on the minimax…

Machine Learning · Computer Science 2022-05-10 Batoul Taki , Mohsen Ghassemi , Anand D. Sarwate , Waheed U. Bajwa

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in…

Machine Learning · Computer Science 2018-05-31 Madeleine Udell , Alex Townsend

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…

Machine Learning · Statistics 2018-06-18 Pratik Jawanpuria , Bamdev Mishra

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…

Machine Learning · Statistics 2018-11-26 Suriya Gunasekar , Arindam Banerjee , Joydeep Ghosh

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Statistics Theory · Mathematics 2022-01-25 Zhongyuan Lyu , Dong Xia