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Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…

Machine Learning · Computer Science 2025-12-16 Eilon Vaknin Laufer , Boaz Nadler

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…

Machine Learning · Statistics 2015-03-17 Ryota Tomioka , Kohei Hayashi , Hisashi Kashima

Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the…

Numerical Analysis · Mathematics 2020-12-15 Jian-Feng Cai , Jae Kyu Choi , Jingyang Li , Ke Wei

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product…

Machine Learning · Statistics 2019-03-11 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Zhiyuan Zha , Xin Yuan , Bihan Wen , Jiantao Zhou , Jiachao Zhang , Ce Zhu

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

Machine Learning · Computer Science 2017-08-01 Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

We study contextual bandits with low-rank structure where, in each round, if the (context, arm) pair $(i,j)\in [m]\times [n]$ is selected, the learner observes a noisy sample of the $(i,j)$-th entry of an unknown low-rank reward matrix.…

Machine Learning · Computer Science 2024-07-08 Yassir Jedra , William Réveillard , Stefan Stojanovic , Alexandre Proutiere

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

Probability · Mathematics 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

We study the role of the constraint set in determining the solution to low-rank, positive semidefinite (PSD) matrix sensing problems. The setting we consider involves rank-one sensing matrices: In particular, given a set of rank-one…

Machine Learning · Statistics 2021-04-07 T. Mitchell Roddenberry , Santiago Segarra , Anastasios Kyrillidis

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

We consider the rank minimization problem from quadratic measurements, i.e., recovering a rank $r$ matrix $X \in \mathbb{R}^{n \times r}$ from $m$ scalar measurements $y_i=a_i^{\top} XX^{\top} a_i,\;a_i\in \mathbb{R}^n,\;i=1,\ldots,m$. Such…

Numerical Analysis · Mathematics 2018-06-05 Meng Huang , Zhiqiang Xu
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