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Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…

最优化与控制 · 数学 2022-04-28 Pini Zilber , Boaz Nadler

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

信息论 · 计算机科学 2009-03-19 Emmanuel J. Candes , Yaniv Plan

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

统计理论 · 数学 2014-12-10 T. Tony Cai , Anru Zhang

Dantzig selector (DS) and LASSO problems have attracted plenty of attention in statistical learning, sparse data recovery and mathematical optimization. In this paper, we provide a theoretical analysis of the sparse recovery stability of…

统计理论 · 数学 2017-11-13 Yun-Bin Zhao , Duan Li

Let $A$ be a matrix whose columns $X_1,\dots, X_N$ are independent random vectors in $\mathbb{R}^n$. Assume that the tails of the 1-dimensional marginals decay as $\mathbb{P}(|\langle X_i, a\rangle|\geq t)\leq t^{-p}$ uniformly in $a\in…

We consider the problem of recovering linear image $Bx$ of a signal $x$ known to belong to a given convex compact set ${\cal X}$ from indirect observation $\omega=Ax+\xi$ of $x$ corrupted by random noise $\xi$ with finite covariance matrix.…

统计理论 · 数学 2019-03-19 Anatoli Juditsky , Arkadi Nemirovski

In compressed sensing, the "restricted isometry property" (RIP) is a sufficient condition for the efficient reconstruction of a nearly k-sparse vector x in C^d from m linear measurements Phi x. It is desirable for m to be small, and for Phi…

数据结构与算法 · 计算机科学 2012-11-07 Jelani Nelson , Eric Price , Mary Wootters

The columnwise Khatri-Rao product of two matrices is an important matrix type, reprising its role as a structured sensing matrix in many fundamental linear inverse problems. Robust signal recovery in such inverse problems is often…

信息论 · 计算机科学 2018-07-25 Saurabh Khanna , Chandra R Murthy

Orthogonal Matching Pursuit (OMP) is the canonical greedy algorithm for sparse approximation. In this paper we demonstrate that the restricted isometry property (RIP) can be used for a very straightforward analysis of OMP. Our main…

数值分析 · 数学 2009-09-02 Mark A. Davenport , Michael B. Wakin

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…

信息论 · 计算机科学 2020-04-13 Felix Krahmer , Dominik Stöger

Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…

机器学习 · 计算机科学 2018-09-11 Yu Cheng , Rong Ge

Orthogonal Matching Pursuit (OMP) is a simple, yet empirically competitive algorithm for sparse recovery. Recent developments have shown that OMP guarantees exact recovery of K-sparse signals with K or more than K iterations if the…

信息论 · 计算机科学 2013-04-01 Nazim Burak Karahanoglu , Hakan Erdogan

We propose novel necessary and sufficient conditions for a sensing matrix to be "$s$-good" - to allow for exact $\ell_1$-recovery of sparse signals with $s$ nonzero entries when no measurement noise is present. Then we express the error…

最优化与控制 · 数学 2014-04-11 Anatoli Juditsky , Arkadii S. Nemirovski

We study the problem of symmetric positive semi-definite low-rank matrix completion (MC) with deterministic entry-dependent sampling. In particular, we consider rectified linear unit (ReLU) sampling, where only positive entries are…

机器学习 · 计算机科学 2024-06-11 Huikang Liu , Peng Wang , Longxiu Huang , Qing Qu , Laura Balzano

In this paper, we use the block orthogonal matching pursuit (BOMP) algorithm to recover block sparse signals $\x$ from measurements $\y=\A\x+\v$, where $\v$ is an $\ell_2$-bounded noise vector (i.e., $\|\v\|_2\leq \epsilon$ for some…

信息论 · 计算机科学 2018-05-16 Jinming Wen , Zhengchun Zhou , Zilong Liu , Ming-Jun Lai , Xiaohu Tang

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…

信息论 · 计算机科学 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

We make a trivial modification to the elegant analysis of Garg and Khandekar (\emph{Gradient Descent with Sparsification} ICML 2009) that replaces the standard Restricted Isometry Property (RIP), with another RIP-type property (which could…

信息论 · 计算机科学 2009-06-29 Suvrit Sra

This paper demonstrates that if the restricted isometry constant $\delta_{K+1}$ of the measurement matrix $A$ satisfies $$ \delta_{K+1} < \frac{1}{\sqrt{K}+1}, $$ then a greedy algorithm called Orthogonal Matching Pursuit (OMP) can recover…

信息论 · 计算机科学 2012-01-16 Qun Mo , Yi Shen

We analyze a multiple-input multiple-output (MIMO) radar model and provide recovery results for a compressed sensing (CS) approach. In MIMO radar different pulses are emitted by several transmitters and the echoes are recorded at several…

信息论 · 计算机科学 2015-09-14 Dominik Dorsch , Holger Rauhut

Implicit regularization refers to the tendency of local search algorithms to converge to low-dimensional solutions, even when such structures are not explicitly enforced. Despite its ubiquity, the mechanism underlying this behavior remains…

机器学习 · 计算机科学 2025-12-10 Jianhao Ma , Geyu Liang , Salar Fattahi