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Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

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

It has been an important approach of using matrix completion to perform image restoration. Most previous works on matrix completion focus on the low-rank property by imposing explicit constraints on the recovered matrix, such as the…

Machine Learning · Computer Science 2022-06-28 Zhemin Li , Zhi-Qin John Xu , Tao Luo , Hongxia Wang

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

This paper studies the Schatten-$q$ error of low-rank matrix estimation by singular value decomposition under perturbation. We specifically establish a perturbation bound on the low-rank matrix estimation via a perturbation projection error…

Numerical Analysis · Mathematics 2021-08-16 Yuetian Luo , Rungang Han , Anru R. Zhang

This paper develops a unified analytical framework for determinant identities under finite-rank perturbations of square matrices that remains valid without invertibility assumptions. In contrast to classical inverse-based formulations, the…

Optimization and Control · Mathematics 2026-04-07 Robert Vrabel

Recently, over-parameterized deep networks, with increasingly more network parameters than training samples, have dominated the performances of modern machine learning. However, when the training data is corrupted, it has been well-known…

Machine Learning · Computer Science 2022-08-04 Sheng Liu , Zhihui Zhu , Qing Qu , Chong You

Randomly initialized neural networks are known to become harder to train with increasing depth, unless architectural enhancements like residual connections and batch normalization are used. We here investigate this phenomenon by revisiting…

Machine Learning · Statistics 2020-06-15 Hadi Daneshmand , Jonas Kohler , Francis Bach , Thomas Hofmann , Aurelien Lucchi

This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…

Econometrics · Economics 2024-10-21 Jungjun Choi , Hyukjun Kwon , Yuan Liao

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

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…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

Low-rank matrix recovery from structured measurements has been a topic of intense study in the last decade and many important problems like matrix completion and blind deconvolution have been formulated in this framework. An important…

Information Theory · Computer Science 2020-04-13 Felix Krahmer , Dominik Stöger

Deployment of neural networks on resource-constrained devices demands models that are both compact and robust to adversarial inputs. However, compression and adversarial robustness often conflict. In this work, we introduce a dynamical…

Machine Learning · Computer Science 2025-09-24 Steffen Schotthöfer , H. Lexie Yang , Stefan Schnake

Can stochastic gradient methods track a moving target? We study the problem of tracking multidimensional time-varying parameters under noisy observations and possible model misspecification. Gradient-based filters update the time-varying…

Methodology · Statistics 2026-05-05 Simon Donker van Heel , Rutger-Jan Lange , Bram van Os , Dick van Dijk

Low-complexity non-smooth convex regularizers are routinely used to impose some structure (such as sparsity or low-rank) on the coefficients for linear predictors in supervised learning. Model consistency consists then in selecting the…

Optimization and Control · Mathematics 2019-01-17 Jalal Fadili , Guillaume Garrigos , Jérome Malick , Gabriel Peyré

Injecting noise within gradient descent has several desirable features, such as smoothing and regularizing properties. In this paper, we investigate the effects of injecting noise before computing a gradient step. We demonstrate that small…

Machine Learning · Computer Science 2023-01-24 Antonio Orvieto , Anant Raj , Hans Kersting , Francis Bach

The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…

Numerical Analysis · Mathematics 2017-08-14 Yunjie Wang , Gang Wu

We consider the high-dimensional inference problem where the signal is a low-rank matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large dimension…

Probability · Mathematics 2018-06-01 Léo Miolane

The orthogonal group synchronization problem, which aims to recover a set of $d \times d$ orthogonal matrices from their pairwise noisy products, plays a fundamental role in signal processing, computer vision, and network analysis. In…

Optimization and Control · Mathematics 2026-03-17 Shuyang Ling

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth