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The paper deals with the problem of penalized empirical risk minimization over a convex set of linear functionals on the space of Hermitian matrices with convex loss and nuclear norm penalty. Such penalization is often used in low rank…

统计理论 · 数学 2012-10-11 Vladimir Koltchinskii

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…

最优化与控制 · 数学 2024-12-24 Xin Li , Dongya Wu

The aim of the paper is to provide a constructive method for recovering a unitary matrix from experimental data. Since there is a natural immersion of unitary matrices within the set of double stochastic ones, the problem to solve is to…

数学物理 · 物理学 2015-06-26 Petre Dita

The purpose of this thesis is to develop new theories on high-dimensional structured signal recovery under a rather weak assumption on the measurements that only a finite number of moments exists. High-dimensional recovery has been one of…

统计理论 · 数学 2020-03-06 Xiaohan Wei

We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic…

统计理论 · 数学 2013-02-28 Anatoli Juditsky , Fatma Kılınç Karzan , Arkadi Nemirovski , Boris Polyak

Some problems of the quantum error-correcting codes theory can be reduced to the investigation of the higher-rank numerical ranges of the operators related to the error operators. We constructively verify a conjecture on the structure of…

量子物理 · 物理学 2007-07-03 A. Ya. Kazakov

In typical microscopic approaches, particularly when pairing correlations are present, nuclei and nuclear fragments do not have well defined quantum numbers and symmetries should be restored. I present here a formalism for the simultaneous…

核理论 · 物理学 2021-11-03 Aurel Bulgac

We consider the problem of recovering the superposition of $R$ distinct complex exponential functions from compressed non-uniform time-domain samples. Total Variation (TV) minimization or atomic norm minimization was proposed in the…

信息论 · 计算机科学 2017-11-07 Weiyu Xu , Jirong Yi , Soura Dasgupta , Jian-Feng Cai , Mathews Jacob , Myung Cho

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

数值分析 · 数学 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…

最优化与控制 · 数学 2019-11-26 Masaki Ogura , Masako Kishida , James Lam

Generalizations and variations of the fundamental lemma by Willems et al. are an active topic of recent research. In this note, we explore and formalize the links between kernel regression and some known nonlinear extensions of the…

系统与控制 · 电气工程与系统科学 2024-09-16 Oleksii Molodchyk , Timm Faulwasser

This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…

计量经济学 · 经济学 2025-12-09 Qihui Chen

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank…

机器学习 · 计算机科学 2011-05-27 Rina Foygel , Nathan Srebro

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

信息论 · 计算机科学 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

In recent years, a class of dictionaries have been proposed for multidimensional (tensor) data representation that exploit the structure of tensor data by imposing a Kronecker structure on the dictionary underlying the data. In this work, a…

机器学习 · 统计学 2017-11-15 Mohsen Ghassemi , Zahra Shakeri , Anand D. Sarwate , Waheed U. Bajwa

This paper addresses the problem of identifying linear systems from noisy input-output trajectories. We introduce Thresholded Ho-Kalman, an algorithm that leverages a rank-adaptive procedure to estimate a Hankel-like matrix associated with…

系统与控制 · 电气工程与系统科学 2025-10-10 Frédéric Zheng , Yassir Jedra , Alexandre Proutière

Matrix completion has become an extremely important technique as data scientists are routinely faced with large, incomplete datasets on which they wish to perform statistical inferences. We investigate how error introduced via matrix…

统计理论 · 数学 2019-07-09 Jamie Haddock , Denali Molitor , Deanna Needell , Sneha Sambandam , Joy Song , Simon Sun

We consider the problem of exact recovery of any $m\times n$ matrix of rank $\varrho$ from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom $(m+n)\varrho…

信息论 · 计算机科学 2016-04-08 Abhisek Kundu

In this paper, we investigate the sample size requirement for a general class of nuclear norm minimization methods for higher order tensor completion. We introduce a class of tensor norms by allowing for different levels of coherence, which…

统计理论 · 数学 2016-06-14 Ming Yuan , Cun-Hui Zhang

Let $H\_0, ..., H\_n$ be $m \times m$ matrices with entries in $\QQ$ and Hankel structure, i.e. constant skew diagonals. We consider the linear Hankel matrix $H(\vecx)=H\_0+\X\_1H\_1+...+\X\_nH\_n$ and the problem of computing sample points…

符号计算 · 计算机科学 2015-02-10 Didier Henrion , Simone Naldi , Mohab Safey El Din