Related papers: New Lower Bounds for the Minimum Singular Value in…
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 investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…
The dominant cost in solving least-square problems using Newton's method is often that of factorizing the Hessian matrix over multiple values of the regularization parameter ($\lambda$). We propose an efficient way to interpolate the…
We introduce a new iterative rounding technique to round a point in a matroid polytope subject to further matroid constraints. This technique returns an independent set in one matroid with limited violations of the other ones. On top of the…
This paper considers the problem of matrix-variate logistic regression. It derives the fundamental error threshold on estimating low-rank coefficient matrices in the logistic regression problem by obtaining a lower bound on the minimax…
We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…
In this paper, we consider the generalized low rank approximation of the correlation matrices problem which arises in the asset portfolio. We first characterize the feasible set by using the Gramian representation together with a special…
In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…
We obtain a tail bound for the least non-zero singular value of $A-z$ when $A$ is a random matrix and $z$ is an eigenvalue of $A$ in a neighbourhood of a given point $z_0$ in the bulk of the spectrum. The argument relies on a resolvent…
Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent…
In the Sparse Linear Regression (SLR) problem, given a $d \times n$ matrix $M$ and a $d$-dimensional query $q$, the goal is to compute a $k$-sparse $n$-dimensional vector $\tau$ such that the error $||M \tau-q||$ is minimized. This problem…
We consider $m \times s$ matrices (with $m\geq s$) in a real affine subspace of dimension $n$. The problem of finding elements of low rank in such spaces finds many applications in information and systems theory, where low rank is…
We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…
Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation…
This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…
We deal with algorithmic techniques for minimal cost input-connectivity while maintaining controllability of linear systems. The input matrix is assumed to be constrained in the sense that the set of states that each input (if present) can…
An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…
Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…
A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…