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Low-rank matrix recovery addresses the problem of recovering an unknown low-rank matrix from few linear measurements. Nuclear-norm minimization is a tractible approach with a recent surge of strong theoretical backing. Analagous to the…

数值分析 · 数学 2015-05-27 Yonina C. Eldar , Deanna Needell , Yaniv Plan

We study the problem of recovering a structured signal from independently and identically drawn linear measurements. A convex penalty function $f(\cdot)$ is considered which penalizes deviations from the desired structure, and signal…

统计理论 · 数学 2019-06-21 Ehsan Abbasi , Fariborz Salehi , Babak Hassibi

We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…

数据结构与算法 · 计算机科学 2024-02-21 Praneeth Kacham , David P Woodruff

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

数值分析 · 数学 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

We study the recovery of Hermitian low rank matrices $X \in \mathbb{C}^{n \times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with…

信息论 · 计算机科学 2014-10-28 Richard Kueng , Holger Rauhut , Ulrich Terstiege

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

信息论 · 计算机科学 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

We study the recovery of low-rank Hermitian matrices from rank-one measurements obtained by uniform sampling from complex projective 3-designs, using nuclear-norm minimization. This framework includes phase retrieval as a special case via…

信息论 · 计算机科学 2025-12-15 Timm Gilles

We present novel techniques for analyzing the problem of low-rank matrix recovery. The methods are both considerably simpler and more general than previous approaches. It is shown that an unknown (n x n) matrix of rank r can be efficiently…

信息论 · 计算机科学 2011-03-22 David Gross

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

数值分析 · 数学 2018-09-12 Jian-Feng Cai , Ke Wei

How many random entries of an n by m, rank r matrix are necessary to reconstruct the matrix within an accuracy d? We address this question in the case of a random matrix with bounded rank, whereby the observed entries are chosen uniformly…

数据结构与算法 · 计算机科学 2008-12-16 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

机器学习 · 统计学 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…

数值分析 · 数学 2024-07-02 Paul Breiding , Nick Vannieuwenhoven

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

信息论 · 计算机科学 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

We investigate the problem of recovering jointly $r$-rank and $s$-bisparse matrices from as few linear measurements as possible, considering arbitrary measurements as well as rank-one measurements. In both cases, we show that $m \asymp r s…

数值分析 · 数学 2019-10-25 Simon Foucart , Rémi Gribonval , Laurent Jacques , Holger Rauhut

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

In this paper, we develop a framework of generalized phase retrieval in which one aims to reconstruct a vector ${\mathbf x}$ in ${\mathbb R}^d$ or ${\mathbb C}^d$ through quadratic samples ${\mathbf x}^*A_1{\mathbf x}, \dots, {\mathbf…

信息论 · 计算机科学 2016-06-06 Yang Wang , Zhiqiang Xu

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

信息论 · 计算机科学 2009-10-05 Emmanuel J. Candes , Yaniv Plan

The recovery of an unknown signal from its linear measurements is a fundamental problem spanning numerous scientific and engineering disciplines. Commonly, prior knowledge suggests that the underlying signal resides within a known algebraic…

信息论 · 计算机科学 2025-06-27 Zhiqiang Xu

This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…

信息论 · 计算机科学 2012-03-01 Emmanuel Candes , Benjamin Recht

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

信息论 · 计算机科学 2016-12-12 Holger Rauhut , Ulrich Terstiege
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