Nonconvex optimization meets low-rank matrix factorization: An overview

Y Chi, YM Lu, Y Chen - IEEE Transactions on Signal …, 2019 - ieeexplore.ieee.org
Substantial progress has been made recently on developing provably accurate and efficient
algorithms for low-rank matrix factorization via nonconvex optimization. While conventional …

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 …

Nonconvex robust low-rank matrix recovery

X Li, Z Zhu, A Man-Cho So, R Vidal - SIAM Journal on Optimization, 2020 - SIAM
In this paper, we study the problem of recovering a low-rank matrix from a number of random
linear measurements that are corrupted by outliers taking arbitrary values. We consider a …

Low-rank matrix recovery with scaled subgradient methods: Fast and robust convergence without the condition number

T Tong, C Ma, Y Chi - IEEE Transactions on Signal Processing, 2021 - ieeexplore.ieee.org
Many problems in data science can be treated as estimating a low-rank matrix from highly
incomplete, sometimes even corrupted, observations. One popular approach is to resort to …

Scaling and scalability: Provable nonconvex low-rank tensor estimation from incomplete measurements

T Tong, C Ma, A Prater-Bennette, E Tripp… - Journal of Machine …, 2022 - jmlr.org
Tensors, which provide a powerful and flexible model for representing multi-attribute data
and multi-way interactions, play an indispensable role in modern data science across …

Understanding notions of stationarity in nonsmooth optimization: A guided tour of various constructions of subdifferential for nonsmooth functions

J Li, AMC So, WK Ma - IEEE Signal Processing Magazine, 2020 - ieeexplore.ieee.org
Many contemporary applications in signal processing and machine learning give rise to
structured nonconvex nonsmooth optimization problems that can often be tackled by simple …

Quantile-based iterative methods for corrupted systems of linear equations

J Haddock, D Needell, E Rebrova… - SIAM Journal on Matrix …, 2022 - SIAM
Often in applications ranging from medical imaging and sensor networks to error correction
and data science (and beyond), one needs to solve large-scale linear systems in which a …

Beyond Procrustes: Balancing-free gradient descent for asymmetric low-rank matrix sensing

C Ma, Y Li, Y Chi - IEEE Transactions on Signal Processing, 2021 - ieeexplore.ieee.org
Low-rank matrix estimation plays a central role in various applications across science and
engineering. Recently, nonconvex formulations based on matrix factorization are provably …

Quantile-based random Kaczmarz for corrupted linear systems of equations

S Steinerberger - Information and Inference: A Journal of the IMA, 2023 - academic.oup.com
We consider linear systems where consists of normalized rows,, and where up to entries of
have been corrupted (possibly by arbitrarily large numbers). Haddock, Needell, Rebrova & …

Manifold gradient descent solves multi-channel sparse blind deconvolution provably and efficiently

L Shi, Y Chi - IEEE Transactions on Information Theory, 2021 - ieeexplore.ieee.org
Multi-channel sparse blind deconvolution, or convolutional sparse coding, refers to the
problem of learning an unknown filter by observing its circulant convolutions with multiple …