相关论文: Riemannian thresholding methods for row-sparse and…

We investigate the sample size requirement for exact recovery of a high order tensor of low rank from a subset of its entries. In the Tucker decomposition framework, we show that the Riemannian optimization algorithm with initial value…

We propose a new iterative greedy algorithm for reconstructions of sparse signals with or without noisy perturbations in compressed sensing. The proposed algorithm, called \emph{subspace thresholding pursuit} (STP) in this paper, is a…

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Quadratic regression involves modeling the response as a (generalized) linear function of not only the features $x^{j_1}$ but also of quadratic terms $x^{j_1}x^{j_2}$. The inclusion of such higher-order "interaction terms" in regression…

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…

This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed…

In the remote state estimation problem, an observer tries to reconstruct the state of a dynamical system at a remote location, where no direct sensor measurements are available. The observer only has access to information sent through a…

Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…

We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with…

Low-rank tensor completion aims to recover a tensor from partially observed entries, and it is widely applicable in fields such as quantum computing and image processing. Due to the significant advantages of the tensor train (TT) format in…

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Landing methods have recently emerged in Riemannian matrix optimization as efficient schemes for handling nonlinear equality constraints without resorting to costly retractions. These methods decompose the search direction into tangent and…

Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…

In this paper, we propose a simple acceleration scheme for Riemannian gradient methods by extrapolating iterates on manifolds. We show when the iterates are generated from Riemannian gradient descent method, the accelerated scheme achieves…

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…

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…

Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…