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Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

We present a new recovery analysis for a standard compressed sensing algorithm, Iterative Hard Thresholding (IHT) (Blumensath and Davies, 2008), which considers the fixed points of the algorithm. In the context of arbitrary measurement…

Numerical Analysis · Mathematics 2014-11-10 Coralia Cartis , Andrew Thompson

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

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

We construct a soft thresholding operation for rank reduction of hierarchical tensors and subsequently consider its use in iterative thresholding methods, in particular for the solution of discretized high-dimensional elliptic problems. The…

Numerical Analysis · Mathematics 2015-02-02 Markus Bachmayr , Reinhold Schneider

In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

What learning algorithms can be run directly on compressively-sensed data? In this work, we consider the question of accurately and efficiently computing low-rank matrix or tensor factorizations given data compressed via random projections.…

Machine Learning · Computer Science 2019-05-28 Vatsal Sharan , Kai Sheng Tai , Peter Bailis , Gregory Valiant

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

Commonly employed reconstruction algorithms in compressed sensing (CS) use the $L_2$ norm as the metric for the residual error. However, it is well-known that least squares (LS) based estimators are highly sensitive to outliers present in…

Information Theory · Computer Science 2013-11-28 Rafael E. Carrillo , Kenneth E. Barner

The idea of compressed sensing is to exploit representations in suitable (overcomplete) dictionaries that allow to recover signals far beyond the Nyquist rate provided that they admit a sparse representation in the respective dictionary.…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Michael Moeller , Otmar Loffeld , Juergen Gall , Felix Krahmer

Randomized regularized Kaczmarz algorithms have recently been proposed to solve tensor recovery models with {\it consistent} linear measurements. In this work, we propose a novel algorithm based on the randomized extended Kaczmarz algorithm…

Numerical Analysis · Mathematics 2021-12-17 Kui Du , Xiao-Hui Sun

Tensor train (TT) decomposition represents an $N$-order tensor using $O(N)$ matrices (i.e., factors) of small dimensions, achieved through products among these factors. Due to its compact representation, TT decomposition has found wide…

Optimization and Control · Mathematics 2024-10-22 Zhen Qin , Zhihui Zhu

The use of M-estimators in generalized linear regression models in high dimensional settings requires risk minimization with hard $L_0$ constraints. Of the known methods, the class of projected gradient descent (also known as iterative hard…

Machine Learning · Computer Science 2014-10-22 Prateek Jain , Ambuj Tewari , Purushottam Kar

We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…

Information Theory · Computer Science 2015-06-17 Stacy Patterson , Yonina C. Eldar , Idit Keidar

Compressed sensing has been a very successful high-dimensional signal acquisition and recovery technique that relies on linear operations. However, the actual measurements of signals have to be quantized before storing or processing.…

Information Theory · Computer Science 2026-01-09 Namiko Matsumoto , Arya Mazumdar

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Numerical Analysis · Mathematics 2021-02-01 Anthony Nouy

We consider the problem of low rank matrix recovery in a stochastically noisy high dimensional setting. We propose a new estimator for the low rank matrix, based on the iterative hard thresholding method, and that is computationally…

Statistics Theory · Mathematics 2016-03-02 Alexandra Carpentier , Arlene K. H. Kim