Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

4488132176 · Jun 202019922001200920172026
48 results for low-rank matrix denoising

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe only a subset of the entries, this is a problem of matrix completion. In both case…

2019-07-11abs ↗pdf ↗

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss functions, which arise naturally for problems such as submatrix denoising, denoising wit…

2019-02-25abs ↗pdf ↗

New approach to analyze matrix denoising using gradient flow and fixed point equations.

problem Positive semi-definite matrix denoising in extensive-rank and high-dimensional settings.
method Gradient flow and fixed point equations derived from linear pencil techniques of random matrix theory.
result Continuous phase transitions in the extensive-rank and high-dimensional regime.

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 consisting of numerical, Boolean, categorical, ordinal, and other data types. This framework encompasses many well known techniques in da…

2014-10-01abs ↗pdf ↗

Paper analyzes singular subspace estimation in noisy matrix models.

problem Estimating low-rank signals in noisy matrix data.
method Asymptotic distributional theory, extreme value theory, saddle point approximation, random matrix theory.
result Plug-in test statistic based on two-to-infinity norm has higher power for detecting structured alternatives.

BIND removes background noise from binary matrices, improving detection accuracy and fairness.

problem Real data often violates the i.i.d assumption for binary matrix entries, leading to inaccurate detection.
method BIND optimizes detection by estimating row- and column-wise mixture distributions and eliminating background noise.
result BIND effectively removes background noise and increases detection accuracy and fairness.

Study the distribution for low-rank matrix learning, improving inference methods.

problem Lack of understanding of underlying probability distributions in low-rank matrix learning.
method Analyze the distribution f(X)eλXf(X)\propto e^{-λ\Vert X\Vert_*}, using differential geometry to design an improved MCMC algorithm and learn penalty parameter λ.
result Improved MCMC algorithm and penalty parameter learning for low-rank Bayesian inference.

DeepTensor uses deep networks to efficiently decompose tensors with improved performance and robustness.

problem Efficiently decomposing tensors with deep learning to capture nonlinear structures.
method Low-rank tensor decomposition using deep generative networks trained to minimize approximation error.
result DeepTensor outperforms classical methods like SVD and PCA in various applications, including image denoising and 3D MRI.

The higher order singular value decomposition (HOSVD) of tensors is a generalization of matrix SVD. The perturbation analysis of HOSVD under random noise is more delicate than its matrix counterpart. Recently, polynomial time algorithms have been proposed where statistically optimal estimates of the singular subspaces …

2017-07-05abs ↗pdf ↗

The study examines denoising and noisy-input regression under distribution shift, revealing double descent behavior and insights for data augmentation.

problem Understanding denoising in machine learning, especially under noisy inputs and distribution shift.
method Theoretical analysis of supervised denoising and noisy-input regression, considering low-rank data and proportional regime.
result The test error exhibits double descent under general distribution shift, indicating that overfitting the noise can be benign, tempered, or catastrophic.

We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set the parameters of the non-convex penalty functions, in order to ensure that the ob…

2016-04-29abs ↗pdf ↗

New approach learns latent motifs in networks for mesoscale structure analysis.

problem Understanding large-scale behavior in complex systems through mesoscale structures.
method Network dictionary learning (NDL) combining network sampling and nonnegative matrix factorization.
result Networks can be approximated using a small set of latent motifs.

Paper establishes limits for accurately estimating low-rank matrices from noisy, non-linear data.

problem Estimating low-rank matrices from noisy, non-linear observations.
method Proves strong universality result with equivalent Gaussian model and effective prior parameters.
result Signal-to-noise ratio requirement grows as $N^{ rac 12 (1-1/k_F)}$ for accurate reconstruction.

KoPA approximates matrices using Kronecker products for better flexibility.

problem Matrix approximation and denoising with Kronecker product decomposition.
method Approximate a matrix as a sum of Kronecker products of smaller matrices using extended information criteria for configuration selection.
result KoPA selects the true configuration with high probability under suitable conditions.

New method improves image denoising with fewer parameters and less data.

problem Image denoising requires large datasets and supervised settings, limiting practical applications.
method Self-supervised framework using Tucker low-rank tensor approximation.
result Improves model generalizability and reduces data acquisition costs.

Study optimizes shared singular subspace estimation from noisy matrices.

problem Estimating shared singular subspaces across multiple noisy matrices.
method Low-rank matrix denoising framework with Stack-SVD and novel estimators.
result Stack-SVD achieves minimax rate-optimality for identical shared subspaces, and novel estimators for partial sharing.

New method estimates and completes tensors from ordinal data, improving accuracy and efficiency.

problem Estimating and completing tensors from incomplete, ordinal observations.
method Multi-linear cumulative link model with rank-constrained M-estimator.
result The proposed estimator achieves faster convergence and is minimax optimal.

Study exact limits of matrix reconstruction from noisy projections.

problem Reconstructing matrices from linear projections with high-dimensional data.
method Asymptotic analysis, universality properties, and generalized linear models.
result Exact asymptotic equations for optimal learning performance.

Networks are a useful representation for data on connections between units of interests, but the observed connections are often noisy and/or include missing values. One common approach to network analysis is to treat the network as a realization from a random graph model, and estimate the underlying edge probability ma…

2017-05-18abs ↗pdf ↗

New algorithm predicts missing matrix entries using side information, outperforming existing methods.

problem Learning a partially observed matrix with side information.
method Mixed-projection ADMM algorithm for optimization.
result Our algorithm achieves 2.3% lower objective value and 41% lower reconstruction error than benchmarks.

Efficiently regularizes deep learning models using Jacobian nuclear norm.

problem Regularizing deep learning models to prevent overfitting and improve generalization.
method Proposes a denoising-style approximation to penalize the Jacobian nuclear norm without computing the Jacobian matrix.
result Demonstrates that penalizing the average squared Frobenius norm of JgJg and JhJh is equivalent to penalizing the Jacobian nuclear norm for function compositions.

Preconditioned non-convex gradient descent improves noisy matrix estimation.

problem Estimating low-rank matrices from noisy measurements.
method Preconditioned non-convex gradient descent for noisy measurements.
result Preconditioned method converges to minimax optimal estimate at a linear rate.

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the partially observed matrix is of low-rank. We propose a new matrix approximation model w…

2013-01-15abs ↗pdf ↗

New method improves robust low-rank matrix completion for computer vision.

problem Robust low-rank matrix completion for partially observed data.
method Formulated as a nonsmooth Riemannian optimization problem over Grassmann manifold, solved with an alternating manifold proximal gradient continuation method.
result Demonstrated advantages over existing approaches in background extraction from surveillance videos.

Novel method for efficient low-rank matrix estimation and bandit algorithms.

problem Low-rank matrix estimation and bandit problems.
method LowPopArt method for low-rank matrix estimation and novel experimental design criterion.
result Improved recovery guarantees and regret bounds for low-rank bandit algorithms.

Sparsity and low-rank models have been popular for reconstructing images and videos from limited or corrupted measurements. Dictionary or transform learning methods are useful in applications such as denoising, inpainting, and medical image reconstruction. This paper proposes a framework for online (or time-sequential)…

2018-09-06abs ↗pdf ↗

New nonconvex regularizer speeds up low-rank matrix completion.

problem Low-rank matrix completion with good theoretical and empirical performance.
method Proposes a new nonconvex regularizer with adaptive shrinkage, scalable, and fast optimization.
result Proposed method achieves state-of-the-art recovery performance and is the fastest.

SGD with mini-batches can solve convex low-rank matrix problems efficiently.

problem Solving large-scale convex low-rank matrix problems efficiently.
method Stochastic Gradient Descent with mini-batches and low-rank projections.
result SGD with mini-batches produces low-rank iterates with high probability.

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume that the input partially-observed matrix is low rank. The success of these methods…

2017-04-30abs ↗pdf ↗

ScaledGD improves gradient descent for ill-conditioned low-rank matrix estimation.

problem Efficiently solving ill-conditioned low-rank matrix estimation problems.
method Scaled Gradient Descent (ScaledGD) with adaptive pre-conditioners.
result Linear convergence rate independent of condition number, low per-iteration cost.

We solve matrix denoising with both row and column correlations, setting limits and designing optimal methods.

problem Matrix denoising with doubly heteroscedastic noise (both row and column correlations).
method Established information-theoretic and algorithmic limits, designed a novel spectral estimator with optimality guarantees.
result The novel spectral estimator achieves positive correlation with the signal and Bayes-optimal error under one-sided heteroscedasticity.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

Unified approach for robust low rank matrix estimation with adversaries.

problem Robust low rank matrix estimation in the presence of adversaries.
method Unified approach combining Huber loss and nuclear norm penalization.
result Sharp estimation error bounds for matrix compressed sensing and completion.