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A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

数值分析 · 数学 2018-10-30 Simon Foucart , Srinivas Subramanian

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

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

数值分析 · 数学 2019-05-28 Armenak Petrosyan , Hoang Tran , Clayton Webster

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

数值分析 · 数学 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an…

数值分析 · 数学 2021-01-14 Jian-Feng Cai , Lizhang Miao , Yang Wang , Yin Xian

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

信息论 · 计算机科学 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

信息论 · 计算机科学 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

信息论 · 计算机科学 2023-06-13 Johannes Maly

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

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…

信息论 · 计算机科学 2011-06-17 Lingchen Kong , Levent Tunçel , Naihua Xiu

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

This note studies the worst-case recovery error of low-rank and bisparse matrices as a function of the number of one-bit measurements used to acquire them. First, by way of the concept of consistency width, precise estimates are given on…

信息论 · 计算机科学 2024-12-20 Simon Foucart , Laurent Jacques

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 consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

机器学习 · 统计学 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely…

信息论 · 计算机科学 2018-08-23 Ewout van den Berg , Michael P. Friedlander

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

数值分析 · 计算机科学 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

统计理论 · 数学 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

信息论 · 计算机科学 2017-01-10 Changlong Wang , Jigen Peng

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

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
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