3,595 research outputs found
Low-Rank Matrices on Graphs: Generalized Recovery & Applications
Many real world datasets subsume a linear or non-linear low-rank structure in
a very low-dimensional space. Unfortunately, one often has very little or no
information about the geometry of the space, resulting in a highly
under-determined recovery problem. Under certain circumstances,
state-of-the-art algorithms provide an exact recovery for linear low-rank
structures but at the expense of highly inscalable algorithms which use nuclear
norm. However, the case of non-linear structures remains unresolved. We revisit
the problem of low-rank recovery from a totally different perspective,
involving graphs which encode pairwise similarity between the data samples and
features. Surprisingly, our analysis confirms that it is possible to recover
many approximate linear and non-linear low-rank structures with recovery
guarantees with a set of highly scalable and efficient algorithms. We call such
data matrices as \textit{Low-Rank matrices on graphs} and show that many real
world datasets satisfy this assumption approximately due to underlying
stationarity. Our detailed theoretical and experimental analysis unveils the
power of the simple, yet very novel recovery framework \textit{Fast Robust PCA
on Graphs
Random sampling of bandlimited signals on graphs
We study the problem of sampling k-bandlimited signals on graphs. We propose
two sampling strategies that consist in selecting a small subset of nodes at
random. The first strategy is non-adaptive, i.e., independent of the graph
structure, and its performance depends on a parameter called the graph
coherence. On the contrary, the second strategy is adaptive but yields optimal
results. Indeed, no more than O(k log(k)) measurements are sufficient to ensure
an accurate and stable recovery of all k-bandlimited signals. This second
strategy is based on a careful choice of the sampling distribution, which can
be estimated quickly. Then, we propose a computationally efficient decoder to
reconstruct k-bandlimited signals from their samples. We prove that it yields
accurate reconstructions and that it is also stable to noise. Finally, we
conduct several experiments to test these techniques
Enhanced Lasso Recovery on Graph
This work aims at recovering signals that are sparse on graphs. Compressed
sensing offers techniques for signal recovery from a few linear measurements
and graph Fourier analysis provides a signal representation on graph. In this
paper, we leverage these two frameworks to introduce a new Lasso recovery
algorithm on graphs. More precisely, we present a non-convex, non-smooth
algorithm that outperforms the standard convex Lasso technique. We carry out
numerical experiments on three benchmark graph datasets
- …