Computational methods for sparse solution of linear inverse problems
The goal of the sparse approximation problem is to approximate a target signal using a
linear combination of a few elementary signals drawn from a fixed collection. This paper …
linear combination of a few elementary signals drawn from a fixed collection. This paper …
Low-rank solutions of linear matrix equations via procrustes flow
In this paper we study the problem of recovering a low-rank matrix from linear
measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate …
measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate …
Matrix completion from a few entries
Let M be an n¿× n matrix of rank r, and assume that a uniformly random subset E of its
entries is observed. We describe an efficient algorithm, which we call OptSpace, that …
entries is observed. We describe an efficient algorithm, which we call OptSpace, that …
Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
The matrix completion problem is to recover a low-rank matrix from a subset of its entries.
The main solution strategy for this problem has been based on nuclear-norm minimization …
The main solution strategy for this problem has been based on nuclear-norm minimization …
[PDF][PDF] Iterative reweighted algorithms for matrix rank minimization
The problem of minimizing the rank of a matrix subject to affine constraints has applications
in several areas including machine learning, and is known to be NP-hard. A tractable …
in several areas including machine learning, and is known to be NP-hard. A tractable …
Inference and uncertainty quantification for noisy matrix completion
Noisy matrix completion aims at estimating a low-rank matrix given only partial and
corrupted entries. Despite remarkable progress in designing efficient estimation algorithms …
corrupted entries. Despite remarkable progress in designing efficient estimation algorithms …
Sparse Bayesian methods for low-rank matrix estimation
Recovery of low-rank matrices has recently seen significant activity in many areas of science
and engineering, motivated by recent theoretical results for exact reconstruction guarantees …
and engineering, motivated by recent theoretical results for exact reconstruction guarantees …
Spatiotemporal imaging with partially separable functions: A matrix recovery approach
There has been significant recent interest in fast imaging with sparse sampling.
Conventional imaging methods are based on Shannon-Nyquist sampling theory. As such …
Conventional imaging methods are based on Shannon-Nyquist sampling theory. As such …
Preconditioned gradient descent for over-parameterized nonconvex matrix factorization
In practical instances of nonconvex matrix factorization, the rank of the true solution $
r^{\star} $ is often unknown, so the rank $ r $ of the model can be over-specified as $ r> …
r^{\star} $ is often unknown, so the rank $ r $ of the model can be over-specified as $ r> …
Subgradient methods for sharp weakly convex functions
Subgradient methods converge linearly on a convex function that grows sharply away from
its solution set. In this work, we show that the same is true for sharp functions that are only …
its solution set. In this work, we show that the same is true for sharp functions that are only …