Computational methods for sparse solution of linear inverse problems

JA Tropp, SJ Wright - Proceedings of the IEEE, 2010 - ieeexplore.ieee.org
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 …

Low-rank solutions of linear matrix equations via procrustes flow

S Tu, R Boczar, M Simchowitz… - International …, 2016 - proceedings.mlr.press
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 …

Matrix completion from a few entries

RH Keshavan, A Montanari, S Oh - IEEE transactions on …, 2010 - ieeexplore.ieee.org
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 …

Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm

Z Wen, W Yin, Y Zhang - Mathematical Programming Computation, 2012 - Springer
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 …

[PDF][PDF] Iterative reweighted algorithms for matrix rank minimization

K Mohan, M Fazel - The Journal of Machine Learning Research, 2012 - jmlr.org
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 …

Inference and uncertainty quantification for noisy matrix completion

Y Chen, J Fan, C Ma, Y Yan - Proceedings of the National …, 2019 - National Acad Sciences
Noisy matrix completion aims at estimating a low-rank matrix given only partial and
corrupted entries. Despite remarkable progress in designing efficient estimation algorithms …

Sparse Bayesian methods for low-rank matrix estimation

SD Babacan, M Luessi, R Molina… - IEEE Transactions on …, 2012 - ieeexplore.ieee.org
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 …

Spatiotemporal imaging with partially separable functions: A matrix recovery approach

JP Haldar, ZP Liang - … on Biomedical Imaging: From Nano to …, 2010 - ieeexplore.ieee.org
There has been significant recent interest in fast imaging with sparse sampling.
Conventional imaging methods are based on Shannon-Nyquist sampling theory. As such …

Preconditioned gradient descent for over-parameterized nonconvex matrix factorization

J Zhang, S Fattahi, RY Zhang - Advances in Neural …, 2021 - proceedings.neurips.cc
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> …

Subgradient methods for sharp weakly convex functions

D Davis, D Drusvyatskiy, KJ MacPhee… - Journal of Optimization …, 2018 - Springer
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 …