Title
Adaptive Low-Rank Matrix Completion.
Abstract
The low-rank matrix completion problem is fundamental to a number of tasks in data mining, machine learning, and signal processing. This paper considers the problem of adaptive matrix completion in time-varying scenarios. Given a sequence of incomplete and noise-corrupted matrices, the goal is to recover and track the underlying low rank matrices. Motivated from the classical least-mean square (LMS) algorithms for adaptive filtering, three LMS-like algorithms are proposed for estimating and tracking low-rank matrices. Performance of the proposed algorithms is provided in form of nonasymptotic bounds on the tracking mean-square error. Tracking performance of the algorithms is also studied via detailed simulations over real-world datasets.
Year
DOI
Venue
2017
10.1109/TSP.2017.2695450
IEEE Trans. Signal Processing
Keywords
Field
DocType
Signal processing algorithms,Algorithm design and analysis,Heuristic algorithms,Approximation algorithms,Stochastic processes,Noise measurement,Sparse matrices
Approximation algorithm,Signal processing,Mathematical optimization,Matrix completion,Computer science,Matrix (mathematics),Theoretical computer science,Probabilistic analysis of algorithms,Low-rank approximation,Adaptive filter,Sparse matrix
Journal
Volume
Issue
ISSN
65
14
1053-587X
Citations 
PageRank 
References 
4
0.43
32
Authors
3
Name
Order
Citations
PageRank
Ruchi Tripathi171.50
Boda Mohan240.43
Ketan Rajawat312425.44