Related papers: Low-rank matrix estimation via nonconvex spectral …

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

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…

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

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…

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

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…

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

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…

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…