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We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose…

Numerical Analysis · Mathematics 2023-04-25 Sergey A. Matveev , Stanislav Budzinskiy

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-10 Dan Garber , Atara Kaplan

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Machine Learning · Statistics 2018-03-21 Ziping Zhao , Daniel P. Palomar

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

In this article the notion of the nondecreasing (ND) rank of a matrix or tensor is introduced. A tensor has an ND rank of r if it can be represented as a sum of r outer products of vectors, with each vector satisfying a monotonicity…

Machine Learning · Statistics 2025-10-21 Andrew McCormack

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

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…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Zhanxuan Hu , Feiping Nie , Rong Wang , Xuelong Li

Suppose that a solution $\widetilde{\mathbf{x}}$ to an underdetermined linear system $\mathbf{b} = \mathbf{A} \mathbf{x}$ is given. $\widetilde{\mathbf{x}}$ is approximately sparse meaning that it has a few large components compared to…

Information Theory · Computer Science 2015-06-29 Mohammadreza Malek-Mohammadi , Cristian R. Rojas , Magnus Jansson , Massoud Babaie-Zadeh

Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…

Machine Learning · Computer Science 2025-01-31 Jeremy E. Cohen , Valentin Leplat

Low-rank tensor approximation error bounds are proposed for the case of noisy input data that depend on low-rank representation type, rank and the dimensionality of the tensor. The bounds show that high-dimensional low-rank structured…

Numerical Analysis · Mathematics 2024-12-16 Sergey Petrov , Nikolai Zamarashkin

We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Econometrics · Economics 2019-11-14 Jushan Bai , Junlong Feng

In many applications, we need algorithms which can align partially overlapping point sets and are invariant to the corresponding transformations. In this work, a method possessing such properties is realized by minimizing the objective of…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Wei Lian , Wangmeng Zuo

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

Optimization and Control · Mathematics 2016-08-16 Shimeng Huang , Henry Wolkowicz

Low-rank inducing unitarily invariant norms have been introduced to convexify problems with low-rank/sparsity constraint. They are the convex envelope of a unitary invariant norm and the indicator function of an upper bounding rank…

Optimization and Control · Mathematics 2022-02-17 Christian Grussler , Pontus Giselsson

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

In this note, we propose a framework for proving computational lower bounds in norm approximation by leveraging a reverse detection--estimation gap. The starting point is a testing problem together with an estimator whose error is…

Statistics Theory · Mathematics 2026-04-07 Runshi Tang , Yuefeng Han , Anru R. Zhang