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相关论文: Guarantees of a Preconditioned Subgradient Algorit…

200 篇论文

We study the subgradient method for factorized robust signal recovery problems, including robust PCA, robust phase retrieval, and robust matrix sensing. The resulting objectives are nonsmooth and nonconvex, and can have unbounded sublevel…

最优化与控制 · 数学 2026-01-22 Zesheng Cai , Lexiao Lai , Tiansheng Li

We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…

信息论 · 计算机科学 2018-04-18 Eric Lybrand , Rayan Saab

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

信息论 · 计算机科学 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

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

We consider the noisy matrix sensing problem in the over-parameterization setting, where the estimated rank $r$ is larger than the true rank $r_\star$ of the target matrix $X_\star$. Specifically, our main objective is to recover a matrix $…

机器学习 · 计算机科学 2025-06-03 Zhiyu Liu , Zhi Han , Yandong Tang , Shaojie Tang , Yao Wang

Recently, there has been significant progress in understanding the convergence and generalization properties of gradient-based methods for training overparameterized learning models. However, many aspects including the role of small random…

机器学习 · 计算机科学 2023-07-04 Mahdi Soltanolkotabi , Dominik Stöger , Changzhi Xie

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

In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with $\ell_1$-loss, where the goal is to recover a low-rank matrix from a limited number of…

机器学习 · 计算机科学 2022-02-18 Jianhao Ma , Salar Fattahi

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

最优化与控制 · 数学 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

机器学习 · 统计学 2026-04-02 Zhenxuan Li , Meng Huang

In this work, we study the robust phase retrieval problem where the task is to recover an unknown signal $\theta^* \in \mathbb{R}^d$ in the presence of potentially arbitrarily corrupted magnitude-only linear measurements. We propose an…

机器学习 · 计算机科学 2024-09-10 Adarsh Barik , Anand Krishna , Vincent Y. F. Tan

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

数值分析 · 计算机科学 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

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

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

信息论 · 计算机科学 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

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

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

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

信息论 · 计算机科学 2016-05-25 Mark A. Davenport , Justin Romberg

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

信息论 · 计算机科学 2025-04-29 Xuemei Chen , Rongrong Wang

This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…

信息论 · 计算机科学 2018-12-17 Abiy Tasissa , Rongjie Lai

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank…

机器学习 · 统计学 2017-09-04 Teng Zhang , Yi Yang