Related papers: Simplifying Optimal Transport through Schatten-$p$…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…
Low-rank matrix recovery is a fundamental problem in signal processing and machine learning. A recent very popular approach to recovering a low-rank matrix X is to factorize it as a product of two smaller matrices, i.e., X = UV^T, and then…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…
Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…
We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…
Dimension reduction techniques are often used when the high-dimensional tensor has relatively low intrinsic rank compared to the ambient dimension of the tensor. The CANDECOMP/PARAFAC (CP) tensor completion is a widely used approach to find…
Total Variation regularization (TV) is a seminal approach for image recovery. TV involves the norm of the image's gradient, aggregated over all pixel locations. Therefore, TV leads to piece-wise constant solutions, resulting in what is…
The nuclear norm and Schatten-$p$ quasi-norm are popular rank proxies in low-rank matrix recovery. However, computing the nuclear norm or Schatten-$p$ quasi-norm of a tensor is hard in both theory and practice, hindering their application…
There are well-known relationships between compressed sensing and the geometry of the finite-dimensional $\ell_p$ spaces. A result of Kashin and Temlyakov can be described as a characterization of the stability of the recovery of sparse…
The Schatten quasi-norm was introduced to bridge the gap between the trace norm and rank function. However, existing algorithms are too slow or even impractical for large-scale problems. Motivated by the equivalence relation between the…
Rank-constrained optimization problems have received an increasing intensity of interest recently, because many optimization problems in communications and signal processing applications can be cast into a rank-constrained optimization…
Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…
We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…
Modern decision-making scenarios often involve data that is both high-dimensional and rich in higher-order contextual information, where existing bandits algorithms fail to generate effective policies. In response, we propose in this paper…
The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method…
We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…