A Note on Alternating Minimization Algorithm for the Matrix Completion Problem

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the underlying matrix has rank $r=1$, has positive bounded entries, and the graph $\mathcal{G}$ underlying the revealed entries has bounded degree and diameter which is at most logarithmic in the size of the matrix, both algorithms succeed in reconstructing the matrix approximately in polynomial time starting from an arbitrary initialization. We further provide simulation results which suggest that the second algorithm which is based on the message passing type updates, performs significantly better.Comment: 8 pages, 2 figure

Weighted ℓ1\ell_1-minimization for generalized non-uniform sparse model

Model-based compressed sensing refers to compressed sensing with extra structure about the underlying sparse signal known a priori. Recent work has demonstrated that both for deterministic and probabilistic models imposed on the signal, this extra information can be successfully exploited to enhance recovery performance. In particular, weighted $\ell_1$-minimization with suitable choice of weights has been shown to improve performance in the so called non-uniform sparse model of signals. In this paper, we consider a full generalization of the non-uniform sparse model with very mild assumptions. We prove that when the measurements are obtained using a matrix with i.i.d Gaussian entries, weighted $\ell_1$-minimization successfully recovers the sparse signal from its measurements with overwhelming probability. We also provide a method to choose these weights for any general signal model from the non-uniform sparse class of signal models.Comment: 32 Page