相关论文: Selecting Regularization Parameters for nuclear no…

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

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…

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

We consider the statistical inverse problem to recover $f$ from noisy measurements $Y = Tf + \sigma \xi$ where $\xi$ is Gaussian white noise and $T$ a compact operator between Hilbert spaces. Considering general reconstruction methods of…

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

We construct minimax optimal non-asymptotic confidence sets for low rank matrix recovery algorithms such as the Matrix Lasso or Dantzig selector. These are employed to devise adaptive sequential sampling procedures that guarantee recovery…

This paper proposes a frequency-domain system identification method for learning low-order systems. The identification problem is formulated as the minimization of the l2 norm between the identified and measured frequency responses, with…

A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

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.…