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The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

统计理论 · 数学 2025-06-26 Joshua Agterberg , René Vidal

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

系统与控制 · 电气工程与系统科学 2021-11-10 Mingzhou Yin , Roy S. Smith

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

统计理论 · 数学 2014-04-21 Raj Rao Nadakuditi

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

机器学习 · 统计学 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in…

信息论 · 计算机科学 2017-11-21 Danny Barash , Matan Gavish

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

统计理论 · 数学 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

统计理论 · 数学 2021-04-08 William Leeb

Consider the problem of estimating the entries of an unknown mean matrix or tensor given a single noisy realization. In the matrix case, this problem can be addressed by decomposing the mean matrix into a component that is additive in the…

统计方法学 · 统计学 2019-02-12 Maryclare Griffin , Peter D. Hoff

In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…

信息论 · 计算机科学 2018-08-14 Ayed M. Alrashdi , Ismail Ben Atitallah , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…

最优化与控制 · 数学 2022-04-14 Kexin Li , Hongwei Li , Raymond H. Chan , You-wei Wen

Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…

计算机视觉与模式识别 · 计算机科学 2015-05-18 Javier Turek , Irad Yavneh , Matan Protter , Michael Elad

In this paper we consider the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We establish for the nuclear-norm penalized estimator of…

统计理论 · 数学 2011-10-26 Karim Lounici

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

数值分析 · 数学 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

机器学习 · 统计学 2016-06-29 Mohammad H. Rohban , Delaram Motamedvaziri , Venkatesh Saligrama

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

信息论 · 计算机科学 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…

信息论 · 计算机科学 2017-10-27 Abhinav V. Sambasivan , Jarvis D. Haupt

We consider the recovery of a low rank $M \times N$ matrix $S$ from its noisy observation $\tilde{S}$ in two different regimes. Under the assumption that $M$ is comparable to $N$, we propose two consistent estimators for $S$. Our analysis…

统计理论 · 数学 2019-04-24 Xiucai Ding

Tensor completion is a technique of filling missing elements of the incomplete data tensors. It being actively studied based on the convex optimization scheme such as nuclear-norm minimization. When given data tensors include some noises,…

计算机视觉与模式识别 · 计算机科学 2018-01-11 Tatsuya Yokota , Hidekata Hontani

Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…

统计方法学 · 统计学 2016-05-03 Juhee Cho , Donggyu Kim , Karl Rohe

Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…

机器学习 · 统计学 2014-05-09 Ming Yuan , Cun-Hui Zhang