An overview of low-rank matrix recovery from incomplete
measurement
Jingwen Liang
UCSD
Abstract:
The low-rank matrix recovery problem consists of
reconstructing an unknown low-rank matrix (say a rank $r$ matrix in
$\mathbb{R}^{n_1 \times n_2}$) from $m$ ($r \le m \ll \min\{n_1,n_2\}$)
linear measurements. In this talk, we cover some recent results in
low-rank matrix recovery. Specific attention is paid to the algorithm
most commonly used in practice($\ell_1$ minimization) and the
reconstruction guarantees that hold with high probability for these
algorithms. We also covere the recent result on weighted $\ell_1$
minimization using the estimate of column and row space of the target
matrix.