相关论文: Minimax risk of matrix denoising by singular value…

We prove an estimate on the smallest singular value of a multiplicatively and additively deformed random rectangular matrix. Suppose $n\le N \le M \le \Lambda N$ for some constant $\Lambda \ge 1$. Let $X$ be an $M\times n$ random matrix…

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

We obtain estimation error rates for estimators obtained by aggregation of regularized median-of-means tests, following a construction of Le Cam. The results hold with exponentially large probability -- as in the gaussian framework with…

We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…

The matrix pencil method (MPM) is a well-known technique for estimating the parameters of exponentially damped sinusoids in noise by solving a generalized eigenvalue problem. However, in several cases, this is an ill-conditioned problem…

We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold $\lambda$ are set to 0. We study the asymptotic MSE in a framework where the matrix size…

Consider the noisy underdetermined system of linear equations: y=Ax0 + z0, with n x N measurement matrix A, n < N, and Gaussian white noise z0 ~ N(0,\sigma^2 I). Both y and A are known, both x0 and z0 are unknown, and we seek an…

Trace norm regularization is a widely used approach for learning low rank matrices. A standard optimization strategy is based on formulating the problem as one of low rank matrix factorization which, however, leads to a non-convex problem.…

We consider the problem of estimating an unknown signal $x_0$ from noisy linear observations $y = Ax_0 + z\in R^m$. In many practical instances, $x_0$ has a certain structure that can be captured by a structure inducing convex function…

Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…

We consider the problem of imaging sparse scenes from a few noisy data using an $l_1$-minimization approach. This problem can be cast as a linear system of the form $A \, \rho =b$, where $A$ is an $N\times K$ measurement matrix. We assume…

Neutrinos are perhaps the most elusive known particles in the universe. We know they have some nonzero mass, but unlike all other particles, the absolute scale remains unknown. In addition, their fundamental nature is uncertain; they can…

In this paper we investigate the reconstruction conditions of nuclear norm minimization for low-rank matrix recovery. We obtain sufficient conditions $\delta_{tr}<t/(4-t)$ with $0<t<4/3$ to guarantee the robust reconstruction $(z\neq0)$ or…