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math.ST2022★ 1 cited
Sketching low-rank matrices with a shared column space by convex programming
Rakshith S Srinivasa, Seonho Kim, Kiryung Lee
In many practical applications including remote sensing, multi-task learning, and multi-spectrum imaging, data are described as a set of matrices sharing a common column space. We…
cs.LG2022
Randomly Initialized Alternating Least Squares: Fast Convergence for Matrix Sensing
Kiryung Lee, Dominik Stöger
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and mach…