Related papers: Minimal Subsampled Rank-1 Lattices for Multivariat…

Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi-norm of the integrand, not on the sampled function values.…

In the construction of low-rank matrix approximation and maximum element search it is effective to use maxvol algorithm. Nevertheless, even in the case of rank 1 approximation the algorithm does not always converge to the maximum matrix…

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

In this paper, we study the problem of multivariate $L_2$-approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm, inspired by median integration rules, which have attracted…

We consider a basic computational task of finding $s$ planted rank-1 $m \times n$ matrices in a linear subspace $\mathcal{U} \subseteq \mathbb{R}^{m \times n}$ where $\dim(\mathcal{U}) = R \ge s$. The work of Johnston-Lovitz-Vijayaraghavan…

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…

We study the low rank approximation problem of any given matrix $A$ over $\mathbb{R}^{n\times m}$ and $\mathbb{C}^{n\times m}$ in entry-wise $\ell_p$ loss, that is, finding a rank-$k$ matrix $X$ such that $\|A-X\|_p$ is minimized. Unlike…

We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. We show that an iterative thresholding algorithm achieves (near) optimal rates adaptively under mild conditions for a large class of loss…

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

An existence result is presented for the worst-case error of lattice rules for high dimensional integration over the unit cube, in an unanchored weighted space of functions with square-integrable mixed first derivatives. Existing studies…

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…

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…