Title
High-Rank Matrix Completion and Subspace Clustering with Missing Data
Abstract
This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion problem to situations in which the matrix rank can be quite high or even full rank. Since the columns belong to a union of subspaces, this problem may also be viewed as a missing-data version of the subspace clustering problem. Let X be an n x N matrix whose (complete) columns lie in a union of at most k subspaces, each of rank <= r < n, and assume N >> kn. The main result of the paper shows that under mild assumptions each column of X can be perfectly recovered with high probability from an incomplete version so long as at least CrNlog^2(n) entries of X are observed uniformly at random, with C>1 a constant depending on the usual incoherence conditions, the geometrical arrangement of subspaces, and the distribution of columns over the subspaces. The result is illustrated with numerical experiments and an application to Internet distance matrix completion and topology identification.
Year
Venue
Field
2011
CoRR
Rank (linear algebra),Discrete mathematics,Subspace clustering,Combinatorics,Matrix completion,Matrix (mathematics),Single-entry matrix,Linear subspace,Distance matrix,Missing data,Mathematics
DocType
Volume
Citations 
Journal
abs/1112.5629
24
PageRank 
References 
Authors
1.18
15
3
Name
Order
Citations
PageRank
Brian Eriksson128419.53
Laura Balzano241027.51
Robert Nowak3292.99