9,873 research outputs found

    Poisson Matrix Completion

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    We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix MM, and establish theoretical upper and lower bounds on the recovery error. Our bounds are nearly optimal up to a factor on the order of O(log(d1d2))\mathcal{O}(\log(d_1 d_2)). These bounds are obtained by adapting the arguments used for one-bit matrix completion \cite{davenport20121} (although these two problems are different in nature) and the adaptation requires new techniques exploiting properties of the Poisson likelihood function and tackling the difficulties posed by the locally sub-Gaussian characteristic of the Poisson distribution. Our results highlight a few important distinctions of Poisson matrix completion compared to the prior work in matrix completion including having to impose a minimum signal-to-noise requirement on each observed entry. We also develop an efficient iterative algorithm and demonstrate its good performance in recovering solar flare images.Comment: Submitted to IEEE for publicatio

    Recovery of Low-Rank Matrices under Affine Constraints via a Smoothed Rank Function

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    In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this optimization problem. We propose an algorithm based on a smooth approximation of the rank function, which practically improves recovery limits on the rank of the solution. This approximation leads to a non-convex program; thus, to avoid getting trapped in local solutions, we use the following scheme. Initially, a rough approximation of the rank function subject to the affine constraints is optimized. As the algorithm proceeds, finer approximations of the rank are optimized and the solver is initialized with the solution of the previous approximation until reaching the desired accuracy. On the theoretical side, benefiting from the spherical section property, we will show that the sequence of the solutions of the approximating function converges to the minimum rank solution. On the experimental side, it will be shown that the proposed algorithm, termed SRF standing for Smoothed Rank Function, can recover matrices which are unique solutions of the rank minimization problem and yet not recoverable by nuclear norm minimization. Furthermore, it will be demonstrated that, in completing partially observed matrices, the accuracy of SRF is considerably and consistently better than some famous algorithms when the number of revealed entries is close to the minimum number of parameters that uniquely represent a low-rank matrix.Comment: Accepted in IEEE TSP on December 4th, 201

    Smart matching

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    One of the most annoying aspects in the formalization of mathematics is the need of transforming notions to match a given, existing result. This kind of transformations, often based on a conspicuous background knowledge in the given scientific domain (mostly expressed in the form of equalities or isomorphisms), are usually implicit in the mathematical discourse, and it would be highly desirable to obtain a similar behavior in interactive provers. The paper describes the superposition-based implementation of this feature inside the Matita interactive theorem prover, focusing in particular on the so called smart application tactic, supporting smart matching between a goal and a given result.Comment: To appear in The 9th International Conference on Mathematical Knowledge Management: MKM 201
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