Related papers: Subspace-Informed Matrix Completion
We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…
Rank minimization methods have attracted considerable interest in various areas, such as computer vision and machine learning. The most representative work is nuclear norm minimization (NNM), which can recover the matrix rank exactly under…
Weighted low rank approximation is a fundamental problem in numerical linear algebra, and it has many applications in machine learning. Given a matrix $M \in \mathbb{R}^{n \times n}$, a non-negative weight matrix $W \in \mathbb{R}_{\geq…
Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…
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…
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…
Matrix completion is a ubiquitous tool in machine learning and data analysis. Most work in this area has focused on the number of observations necessary to obtain an accurate low-rank approximation. In practice, however, the cost of…
We study the completion of approximately low rank matrices with entries missing not at random (MNAR). In the context of typical large-dimensional statistical settings, we establish a framework for the performance analysis of the nuclear…
Given a matrix $M\in \mathbb{R}^{m\times n}$, the low rank matrix completion problem asks us to find a rank-$k$ approximation of $M$ as $UV^\top$ for $U\in \mathbb{R}^{m\times k}$ and $V\in \mathbb{R}^{n\times k}$ by only observing a few…
The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…
The identification of multivariable state space models in innovation form is solved in a subspace identification framework using convex nuclear norm optimization. The convex optimization approach allows to include constraints on the unknown…
In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…
Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…
The problem of completing a large low rank matrix using a subset of revealed entries has received much attention in the last ten years. The main result of this paper gives a necessary and sufficient condition, stated in the language of…
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…
Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…
In tensor completion, the latent nuclear norm is commonly used to induce low-rank structure, while substantially failing to capture the global information due to the utilization of unbalanced unfolding scheme. To overcome this drawback, a…
This paper presents novel algorithms which exploit the intrinsic algebraic and combinatorial structure of the matrix completion task for estimating missing en- tries in the general low rank setting. For positive data, we achieve results…
The process of rank aggregation is intimately intertwined with the structure of skew-symmetric matrices. We apply recent advances in the theory and algorithms of matrix completion to skew-symmetric matrices. This combination of ideas…