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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.

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48 results for rank-one matrix factorization

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

Convex optimization method recovers low-rank matrices from rank-one projections efficiently.

problem Recovering low-rank matrices from limited rank-one projections.
method Unlifted convex optimization with subgradient method.
result The estimator succeeds with high probability if the number of measurements exceeds r2(d1+d2)r^2 (d_1+d_2) up to logarithmic factors.

This paper sets fundamental limits for rank-one matrix estimation with varying noise levels.

problem Estimating a rank-one matrix from Gaussian observations with different noise levels across blocks.
method Novel reduction from heterogeneous noise to homogeneous noise, proving asymptotic error bounds.
result Asymptotically exact formulas for minimum mean-squared error in estimating rank-one matrix and factors.

Paper shows no spurious local minima in a specific matrix factorization problem.

problem Optimization of 1\ell_1-norm rank-one symmetric matrix factorization.
method Second-order variational analysis to study the landscape of the problem.
result Any second-order stationary point is globally optimal.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

problem Approximating binary input matrices as products of smaller binary factors.
method Alternating optimization with integer programming and greedy/local-search heuristics.
result Proposed methods improve scalability and performance compared to existing techniques.

Proposes a new model for image restoration combining deep learning and total variation.

problem Restoring images from limited data with low-rank constraints insufficient.
method Regularized Deep Matrix Factorized (RDMF) model using deep neural network's low-rank bias and total variation.
result Outperforms state-of-the-art models in image restoration from few observations.

Nonnegative matrix factorization (NMF) is a linear dimensionality technique for nonnegative data with applications such as image analysis, text mining, audio source separation and hyperspectral unmixing. Given a data matrix MM and a factorization rank rr, NMF looks for a nonnegative matrix WW with rr columns and a …

2019-05-30abs ↗pdf ↗

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural networks, among others. Our approach is to directly estimate the low-rank factor …

2018-02-17abs ↗pdf ↗

Study quantifies performance gap between tensor and matrix-based approaches in nested matrix-tensor model.

problem Estimating a planted signal in a nested matrix-tensor model.
method Comparing tensor-based and matrix-based approaches for best rank-one approximation of tensor data.
result Derives precise algorithmic threshold for the unfolding approach and shows BBP-type transition behavior.

Algorithm recovers factors of rank-1 matrices from noisy measurements.

problem Estimating factors of a rank-1 matrix from nonlinearly transformed and noisy measurements.
method Alternating minimization with random initialization and analysis of empirical error recursion.
result Algorithm converges geometrically fast from random initialization, with sharp guarantees.

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous theoretical analysis. We show that the proposed algorithms enjoy linear convergence a…

2017-05-21abs ↗pdf ↗

Novel algorithm for Markov decision processes using rank-one approximation.

problem Solving planning and learning problems of Markov decision processes.
method Policy iteration with rank-one approximation of transition probability matrix.
result The proposed algorithm consistently outperforms first-order algorithms and their accelerated versions.

New algorithms improve rank one signal estimation from noisy data.

problem Estimating a rank one signal matrix from corrupted data with rotationally invariant noise.
method Developed approximate message-passing algorithms exploiting eigenvalues and iterates denoisers.
result Achieves optimal asymptotic estimation error among iterative algorithms.

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

Study robust recovery of low-rank matrices from corrupted measurements without rank prior.

problem Robust recovery of low-rank matrices from corrupted Gaussian measurements with unknown rank.
method Subgradient method with diminishing stepsizes for nonconvex nonsmooth problem.
result Subgradient method converges to exact low-rank solution at sublinear rate under RDPP condition.

Estimates the probability of a random symmetric tensor being close to rank-one.

problem Estimating the probability of a random symmetric tensor being close to rank-one.
method Using Weyl's tube formula and techniques from Random Matrix theory, we study metric invariants of the real Veronese variety.
result Explicit formula for the reach and curvature coefficients of the real Veronese variety with respect to the Bombieri-Weyl metric.

Non-negative matrix factorization (NMF) approximates a non-negative matrix XX by a product of two non-negative low-rank factor matrices WW and HH. NMF and its extensions minimize either the Kullback-Leibler divergence or the Euclidean distance between XX and WTHW^T H to model the Poisson noise or the Gaussian noise.…

2012-07-14abs ↗pdf ↗

Study on signal-plus-noise decomposition in nonlinear spiked random matrices.

problem Nonlinear spiked random matrix models with rank-one signal and noise.
method Signal-plus-noise decomposition and phase transition analysis.
result Identified precise phase transitions in signal components at critical thresholds.

AMP method reconstructs rank-one matrices from noisy data efficiently.

problem Reconstructing rank-one matrices with prior structural information from noisy observations.
method Approximate Message Passing (AMP) with random initialization.
result AMP from random initialization converges rapidly and globally.

Item recommendation is the task of predicting a personalized ranking on a set of items (e.g. websites, movies, products). In this paper, we investigate the most common scenario with implicit feedback (e.g. clicks, purchases). There are many methods for item recommendation from implicit feedback like matrix factorizatio…

2012-05-09abs ↗pdf ↗

New methods estimate covariance for matrix data without assuming fixed size or specific distributions.

problem Estimating covariance for high-dimensional matrix data without distributional assumptions.
method Unified framework for bandable covariance estimation with rank one approximation, robust to heavy-tailed data.
result Proposed estimators are rate-optimal and perform well in simulations and real applications.

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the linear spectral statistics of the data matrix. The test is data-driven and does no…

2018-09-28abs ↗pdf ↗

This work presents a novel approach to train invertible linear layers by adding rank-one perturbations.

problem Training invertible linear layers during optimization with gradient-based methods is challenging.
method Train rank-one perturbations and add them to weight matrices infrequently, keeping track of inverses and determinants.
result Invertible linear layers improve mixing and mode separation in normalizing flows.

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization method for stable recovery of low-rank matrices in the noisy case. The procedure is…

2013-10-22abs ↗pdf ↗

New algorithms detect and estimate rank-one signals with prior directional information.

problem Detecting and estimating rank-one signals with directional prior information.
method Construct nonlinear Laplacians and examine top eigenvalues and eigenvectors.
result Nonlinear Laplacian algorithms outperform direct spectral methods for biased signals.

Many pattern recognition methods rely on statistical information from centered data, with the eigenanalysis of an empirical central moment, such as the covariance matrix in principal component analysis (PCA), as well as partial least squares regression, canonical-correlation analysis and Fisher discriminant analysis. R…

2014-07-10abs ↗pdf ↗

We present an algorithm, AROFAC2, which detects the (CP-)rank of a degree 3 tensor and calculates its factorization into rank-one components. We provide generative conditions for the algorithm to work and demonstrate on both synthetic and real world data that AROFAC2 is a potentially outperforming alternative to the go…

2012-11-30abs ↗pdf ↗