An overview of low-rank matrix recovery from incomplete observations

MA Davenport, J Romberg - IEEE Journal of Selected Topics in …, 2016 - ieeexplore.ieee.org
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 …

Harnessing structures in big data via guaranteed low-rank matrix estimation: Recent theory and fast algorithms via convex and nonconvex optimization

Y Chen, Y Chi - IEEE Signal Processing Magazine, 2018 - ieeexplore.ieee.org
Low-rank modeling plays a pivotal role in signal processing and machine learning, with
applications ranging from collaborative filtering, video surveillance, and medical imaging to …

Spectral methods for data science: A statistical perspective

Y Chen, Y Chi, J Fan, C Ma - Foundations and Trends® in …, 2021 - nowpublishers.com
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …

Domain-adversarial training of neural networks

Y Ganin, E Ustinova, H Ajakan, P Germain… - Journal of machine …, 2016 - jmlr.org
We consider the recovery of a low rank real-valued matrix M given a subset of noisy discrete
(or quantized) measurements. Such problems arise in several applications such as …

Matrix completion has no spurious local minimum

R Ge, JD Lee, T Ma - Advances in neural information …, 2016 - proceedings.neurips.cc
Matrix completion is a basic machine learning problem that has wide applications,
especially in collaborative filtering and recommender systems. Simple non-convex …

No spurious local minima in nonconvex low rank problems: A unified geometric analysis

R Ge, C Jin, Y Zheng - International Conference on Machine …, 2017 - proceedings.mlr.press
In this paper we develop a new framework that captures the common landscape underlying
the common non-convex low-rank matrix problems including matrix sensing, matrix …

Generalized low rank models

M Udell, C Horn, R Zadeh, S Boyd - Foundations and Trends® …, 2016 - nowpublishers.com
Principal components analysis (PCA) is a well-known technique for approximating a tabular
data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets …

Network cross-validation by edge sampling

T Li, E Levina, J Zhu - Biometrika, 2020 - academic.oup.com
While many statistical models and methods are now available for network analysis,
resampling of network data remains a challenging problem. Cross-validation is a useful …

Matrix estimation by universal singular value thresholding

S Chatterjee - 2015 - projecteuclid.org
Consider the problem of estimating the entries of a large matrix, when the observed entries
are noisy versions of a small random fraction of the original entries. This problem has …

Fast low-rank estimation by projected gradient descent: General statistical and algorithmic guarantees

Y Chen, MJ Wainwright - arXiv preprint arXiv:1509.03025, 2015 - arxiv.org
Optimization problems with rank constraints arise in many applications, including matrix
regression, structured PCA, matrix completion and matrix decomposition problems. An …