低秩矩阵的压缩感知与鲁棒恢复

Maryam Fazel, E. Candès, B. Recht, P. Parrilo
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引用次数: 126

摘要

在本文中,我们专注于低秩矩阵的压缩感知和恢复方案,探讨在什么条件下可以从不完整、不准确和有噪声的观测中感知和恢复低秩矩阵。我们考虑了三种方案,一种是基于一定的受限等距性质,另一种是基于直接感知矩阵的行空间和列空间。我们从理想情况下精确恢复的角度研究了它们的性质,以及近似低秩矩阵和噪声测量的鲁棒性问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Compressed sensing and robust recovery of low rank matrices
In this paper, we focus on compressed sensing and recovery schemes for low-rank matrices, asking under what conditions a low-rank matrix can be sensed and recovered from incomplete, inaccurate, and noisy observations. We consider three schemes, one based on a certain Restricted Isometry Property and two based on directly sensing the row and column space of the matrix. We study their properties in terms of exact recovery in the ideal case, and robustness issues for approximately low-rank matrices and for noisy measurements.
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