Low-Rank Matrix Reconstruction and Applications
Jianfeng CaiHong Kong University of Science and Technology 上午 11:00–17:00 鴻經館 107 室Abstract:
In this short course, we consider the problem of how to recover a low rank matrix from its limited information, which arises from numerous practical applications in machine learning, imaging, signal processing, computer vision, etc. Typically, the low rank matrix to be recovered is of large scale and the number of linear measurements is small. We will start with some examples that can be formulated to the low-rank matrix reconstruction problem. Then we will introduce both convex and non-convex algorithms, as well as the theory on the guarantee of their convergence to the correct low-rank matrix.
Organizer: I-Liang Chern (NTU)