18 research outputs found
Dense Error Correction for Low-Rank Matrices via Principal Component Pursuit
We consider the problem of recovering a low-rank matrix when some of its
entries, whose locations are not known a priori, are corrupted by errors of
arbitrarily large magnitude. It has recently been shown that this problem can
be solved efficiently and effectively by a convex program named Principal
Component Pursuit (PCP), provided that the fraction of corrupted entries and
the rank of the matrix are both sufficiently small. In this paper, we extend
that result to show that the same convex program, with a slightly improved
weighting parameter, exactly recovers the low-rank matrix even if "almost all"
of its entries are arbitrarily corrupted, provided the signs of the errors are
random. We corroborate our result with simulations on randomly generated
matrices and errors.Comment: Submitted to ISIT 201
Information Recovery from Pairwise Measurements
A variety of information processing tasks in practice involve recovering
objects from single-shot graph-based measurements, particularly those taken
over the edges of some measurement graph . This paper concerns the
situation where each object takes value over a group of different values,
and where one is interested to recover all these values based on observations
of certain pairwise relations over . The imperfection of
measurements presents two major challenges for information recovery: 1)
: a (dominant) portion of measurements are
corrupted; 2) : a significant fraction of pairs are
unobservable, i.e. can be highly sparse.
Under a natural random outlier model, we characterize the , that is, the critical threshold of non-corruption rate
below which exact information recovery is infeasible. This accommodates a very
general class of pairwise relations. For various homogeneous random graph
models (e.g. Erdos Renyi random graphs, random geometric graphs, small world
graphs), the minimax recovery rate depends almost exclusively on the edge
sparsity of the measurement graph irrespective of other graphical
metrics. This fundamental limit decays with the group size at a square root
rate before entering a connectivity-limited regime. Under the Erdos Renyi
random graph, a tractable combinatorial algorithm is proposed to approach the
limit for large (), while order-optimal recovery is
enabled by semidefinite programs in the small regime.
The extended (and most updated) version of this work can be found at
(http://arxiv.org/abs/1504.01369).Comment: This version is no longer updated -- please find the latest version
at (arXiv:1504.01369
Finding Dense Clusters via "Low Rank + Sparse" Decomposition
Finding "densely connected clusters" in a graph is in general an important and well studied problem in the literature. It has various applications in pattern recognition, social networking and data mining. Recently, Ames and Vavasis have suggested a novel method
for finding cliques in a graph by using convex optimization over the adjacency matrix of the graph. Also, there has been recent advances in decomposing a given matrix into its "low rank" and "sparse" components. In this paper, inspired by these results, we view "densely connected clusters" as imperfect cliques, where imperfections correspond missing edges, which are relatively sparse. We analyze the problem
in a probabilistic setting and aim to detect disjointly planted clusters. Our main result basically suggests that, one can find dense clusters in a graph, as long as the clusters are sufficiently large. We conclude by
discussing possible extensions and future research directions