Low-Rank Matrix Estimation from Rank-One Projections by Unlifted Convex Optimization

DOI10.1137/20M1330099MaRDI QIDQ5006447

Sohail Bahmani, Kiryung Lee

Publication date: 16 August 2021

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.02718

zbMATH Keywords

convex programminganchored regressionlow-rank matrix sketching

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Convex programming (90C25) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Uses Software

• PhaseMax
• PhaseLift
• Wirtinger Flow

Cites Work

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