Bilinear generalized approximate message passing—Part I: Derivation

JT Parker, P Schniter, V Cevher - IEEE Transactions on Signal …, 2014 - ieeexplore.ieee.org
In this paper, we extend the generalized approximate message passing (G-AMP) approach,
originally proposed for high-dimensional generalized-linear regression in the context of …

Non-square matrix sensing without spurious local minima via the Burer-Monteiro approach

D Park, A Kyrillidis, C Carmanis… - Artificial Intelligence …, 2017 - proceedings.mlr.press
We consider the non-square matrix sensing problem, under restricted isometry property
(RIP) assumptions. We focus on the non-convex formulation, where any rank-r matrix $ X∈ …

Low rank matrix recovery from rank one measurements

R Kueng, H Rauhut, U Terstiege - Applied and Computational Harmonic …, 2017 - Elsevier
We study the recovery of Hermitian low rank matrices X∈ C n× n from undersampled
measurements via nuclear norm minimization. We consider the particular scenario where …

Drop** convexity for faster semi-definite optimization

S Bhojanapalli, A Kyrillidis… - Conference on Learning …, 2016 - proceedings.mlr.press
We study the minimization of a convex function f (X) over the set of n\times n positive semi-
definite matrices, but when the problem is recast as\min_U g (U):= f (UU^⊤), with …

Guarantees of Riemannian optimization for low rank matrix recovery

K Wei, JF Cai, TF Chan, S Leung - SIAM Journal on Matrix Analysis and …, 2016 - SIAM
We establish theoretical recovery guarantees of a family of Riemannian optimization
algorithms for low rank matrix recovery, which is about recovering an m*n rank r matrix from …

Normalized iterative hard thresholding for matrix completion

J Tanner, K Wei - SIAM Journal on Scientific Computing, 2013 - SIAM
Matrices of low rank can be uniquely determined from fewer linear measurements, or
entries, than the total number of entries in the matrix. Moreover, there is a growing literature …

[HTML][HTML] Low rank matrix completion by alternating steepest descent methods

J Tanner, K Wei - Applied and Computational Harmonic Analysis, 2016 - Elsevier
Matrix completion involves recovering a matrix from a subset of its entries by utilizing
interdependency between the entries, typically through low rank structure. Despite matrix …

CGIHT: conjugate gradient iterative hard thresholding for compressed sensing and matrix completion

JD Blanchard, J Tanner, K Wei - … and Inference: A Journal of the …, 2015 - ieeexplore.ieee.org
We introduce the conjugate gradient iterative hard thresholding (CGIHT) family of algorithms
for the efficient solution of constrained underdetermined linear systems of equations arising …

Finding low-rank solutions via nonconvex matrix factorization, efficiently and provably

D Park, A Kyrillidis, C Caramanis, S Sanghavi - SIAM Journal on Imaging …, 2018 - SIAM
A rank-r matrix X∈R^m*n can be written as a product UV^⊤, where U∈R^m*r and
V∈R^n*r. One could exploit this observation in optimization: eg, consider the minimization …

Spectral matrix completion by cyclic projection and application to sound source reconstruction from non-synchronous measurements

L Yu, J Antoni, Q Leclere - Journal of Sound and Vibration, 2016 - Elsevier
A fundamental limitation of the inverse acoustic problem is determined by the size of the
array and the microphone density. A solution to achieve large array and/or high microphone …