A rank-corrected procedure for matrix completion with fixed basis coefficients
From MaRDI portal
Publication:312678
DOI10.1007/s10107-015-0961-7zbMath1356.90178arXiv1210.3709OpenAlexW2962771824MaRDI QIDQ312678
Weimin Miao, Shaohua Pan, Defeng Sun
Publication date: 16 September 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.3709
convex optimizationmatrix completionconstraint nondegeneracyfixed basis coefficientslow-rankrank consistency
Related Items
Variational analysis of the Ky Fan \(k\)-norm ⋮ Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction ⋮ An efficient algorithm for batch images alignment with adaptive rank-correction term ⋮ An Adaptive Correction Approach for Tensor Completion ⋮ Augmented Lagrangian methods for convex matrix optimization problems ⋮ Spectral operators of matrices ⋮ Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint ⋮ Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines ⋮ Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization ⋮ A Corrected Tensor Nuclear Norm Minimization Method for Noisy Low-Rank Tensor Completion ⋮ Two relaxation methods for rank minimization problems ⋮ Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization ⋮ Nonconvex optimization for robust tensor completion from grossly sparse observations ⋮ On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming ⋮ A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery ⋮ Several Classes of Stationary Points for Rank Regularized Minimization Problems ⋮ Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss ⋮ Equivalent Lipschitz surrogates for zero-norm and rank optimization problems ⋮ A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions ⋮ An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation ⋮ Symmetric Gauss-Seidel technique-based alternating direction methods of multipliers for transform invariant low-rank textures problem ⋮ Matrix optimization based Euclidean embedding with outliers ⋮ Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian ⋮ The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications ⋮ Robust tensor recovery with nonconvex and nonsmooth regularization ⋮ Robust Tensor Completion: Equivalent Surrogates, Error Bounds, and Algorithms ⋮ A unified Douglas-Rachford algorithm for generalized DC programming
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Von Neumann entropy penalization and low-rank matrix estimation
- A partial proximal point algorithm for nuclear norm regularized matrix least squares problems
- Statistics for high-dimensional data. Methods, theory and applications.
- Estimation of high-dimensional low-rank matrices
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- Cox's regression model for counting processes: A large sample study
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- User-friendly tail bounds for sums of random matrices
- One-step sparse estimates in nonconcave penalized likelihood models
- Global existence of classical solutions to a predator-prey model with nonlinear prey-taxis
- Relaxed Lasso
- On the rank minimization problem and its control applications
- Characterization of the subdifferential of some matrix norms
- On matrix approximation problems with Ky Fan \(k\) norms
- Nonconcave penalized likelihood with a diverging number of parameters.
- Least angle regression. (With discussion)
- On the asymptotics of constrained \(M\)-estimation
- Weak convergence and empirical processes. With applications to statistics
- Rank penalized estimators for high-dimensional matrices
- Asymptotic equivalence of quantum state tomography and noisy matrix completion
- Noisy low-rank matrix completion with general sampling distribution
- An introduction to a class of matrix cone programming
- High-dimensional graphs and variable selection with the Lasso
- Nonsmooth analysis of singular values. II: Applications
- Exact matrix completion via convex optimization
- Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
- Solving Nuclear Norm Regularized and Semidefinite Matrix Least Squares Problems with Linear Equality Constraints
- Hankel Matrix Rank Minimization with Applications to System Identification and Realization
- An augmented Lagrangian dual approach for the H-weighted nearest correlation matrix problem
- Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization
- Epi‐consistency of convex stochastic programs
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Quadratically Convergent Newton Method for Computing the Nearest Correlation Matrix
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- Local structure of feasible sets in nonlinear programming, part II: Nondegeneracy
- On the rank minimization problem over a positive semidefinite linear matrix inequality
- Variational Analysis
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Asymptotic Stochastic Programs
- An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
- Comments on «Wavelets in statistics: A review» by A. Antoniadis
- Quantum tomography via compressed sensing: error bounds, sample complexity and efficient estimators
- Recovering Low-Rank Matrices From Few Coefficients in Any Basis
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- GMM with Many Moment Conditions
- A Simpler Approach to Matrix Completion
- Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
- Convex Analysis
- ON MATRICES DEPENDING ON PARAMETERS
- Inequalities: theory of majorization and its applications
