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Jian-Feng Cai

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Published work

26 published item(s)

preprint2026arXiv

AdaPreLoRA: Adafactor Preconditioned Low-Rank Adaptation

Low-Rank Adaptation (LoRA) reparameterizes a weight update as a product of two low-rank factors, but the Jacobian $J_{G}$ of the generator mapping the factors to the weight matrix is rank-deficient, so the factor-space preconditioner $J_{G}^* {F}_t J_{G}$ induced by any ${W}$-space preconditioner ${F}_t$ is singular, and consequently the standard chain rule cannot be uniquely inverted to map a preconditioned ${W}$-space direction back to a factor-space update. We cast existing LoRA optimizers in a unified framework parameterized by two choices: (i) which invertible surrogate for $J_{G}^* {F}_t J_{G}$ to use, and (ii) which ${F}_t$ on ${W}$ to use. Existing methods occupy four families along these axes: factor-space adaptive updates, block-diagonal surrogates for $J_{G}^* J_{G}$, Frobenius-residual pseudoinverse methods, and Riemannian manifold constraint. Within this design space, a gradient-statistics-aware ${F}_t$ paired with a closed-form factor-space solve at ${O}((m+n)r)$ memory remains underexplored. We propose \textbf{AdaPreLoRA}, which fills this gap by adopting the Adafactor diagonal Kronecker preconditioner ${H}_t$ on ${W}$ and selecting from the resulting factor-space solution family the element minimizing an ${H}_t$-weighted imbalance between the two factor contributions; by construction, the resulting factor update is the closest LoRA approximation to the preconditioned ${W}$-space direction under the ${H}_t$-weighted norm. Across GPT-2 (E2E), Mistral-7B and Qwen2-7B (GLUE, ARC, GSM8K), and diffusion-model personalization, AdaPreLoRA is competitive with or improves over a representative set of LoRA optimizers while keeping peak GPU memory at the LoRA optimizer level.

preprint2024arXiv

Interlacing Polynomial Method for the Column Subset Selection Problem

This paper investigates the spectral norm version of the column subset selection problem. Given a matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ and a positive integer $k\leq\text{rank}(\mathbf{A})$, the objective is to select exactly $k$ columns of $\mathbf{A}$ that minimize the spectral norm of the residual matrix after projecting $\mathbf{A}$ onto the space spanned by the selected columns. We use the method of interlacing polynomials introduced by Marcus-Spielman-Srivastava to derive a new upper bound on the minimal approximation error. This new bound is asymptotically sharp when the matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ obeys a spectral power-law decay. The relevant expected characteristic polynomials can be written as an extension of the expected polynomial for the restricted invertibility problem, incorporating two extra variable substitution operators. Finally, we propose a deterministic polynomial-time algorithm that achieves this error bound up to a computational error.

preprint2022arXiv

Approximation Theory of Total Variation Minimization for Data Completion

Total variation (TV) minimization is one of the most important techniques in modern signal/image processing, and has wide range of applications. While there are numerous recent works on the restoration guarantee of the TV minimization in the framework of compressed sensing, there are few works on the restoration guarantee of the restoration from partial observations. This paper is to analyze the error of TV based restoration from random entrywise samples. In particular, we estimate the error between the underlying original data and the approximate solution that interpolates (or approximates with an error bound depending on the noise level) the given data that has the minimal TV seminorm among all possible solutions. Finally, we further connect the error estimate for the discrete model to the sparse gradient restoration problem and to the approximation to the underlying function from which the underlying true data comes.

preprint2022arXiv

Approximation Theory of Wavelet Frame Based Image Restoration

In this paper, we analyze the error estimate of a wavelet frame based image restoration method from degraded and incomplete measurements. We present the error between the underlying original discrete image and the approximate solution which has the minimal $\ell_1$-norm of the canonical wavelet frame coefficients among all possible solutions. Then we further connect the error estimate for the discrete model to the approximation to the underlying function from which the underlying image comes.

preprint2022arXiv

Generalized Low-rank plus Sparse Tensor Estimation by Fast Riemannian Optimization

We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or heterogeneous signals that are unexplainable by the low-rank part. The framework is flexible covering both linear and non-linear models, and can easily handle continuous or categorical variables. We propose a fast algorithm by integrating the Riemannian gradient descent and a novel gradient pruning procedure. Under suitable conditions, the algorithm converges linearly and can simultaneously estimate both the low-rank and sparse tensors. The statistical error bounds of final estimates are established in terms of the gradient of loss function. The error bounds are generally sharp under specific statistical models, e.g., the robust tensor PCA and the community detection in hypergraph networks with outlier vertices. Moreover, our method achieves non-trivial error bounds for heavy-tailed tensor PCA whenever the noise has a finite $2+\varepsilon$ moment. We apply our method to analyze the international trade flow dataset and the statistician hypergraph co-authorship network, both yielding new and interesting findings.

preprint2022arXiv

Provable Tensor-Train Format Tensor Completion by Riemannian Optimization

The tensor train (TT) format enjoys appealing advantages in handling structural high-order tensors. The recent decade has witnessed the wide applications of TT-format tensors from diverse disciplines, among which tensor completion has drawn considerable attention. Numerous fast algorithms, including the Riemannian gradient descent (RGrad), have been proposed for the TT-format tensor completion. However, the theoretical guarantees of these algorithms are largely missing or sub-optimal, partly due to the complicated and recursive algebraic operations in TT-format decomposition. Moreover, existing results established for the tensors of other formats, for example, Tucker and CP, are inapplicable because the algorithms treating TT-format tensors are substantially different and more involved. In this paper, we provide, to our best knowledge, the first theoretical guarantees of the convergence of RGrad algorithm for TT-format tensor completion, under a nearly optimal sample size condition. The RGrad algorithm converges linearly with a constant contraction rate that is free of tensor condition number without the necessity of re-conditioning. We also propose a novel approach, referred to as the sequential second-order moment method, to attain a warm initialization under a similar sample size requirement. As a byproduct, our result even significantly refines the prior investigation of RGrad algorithm for matrix completion. Lastly, statistically (near) optimal rate is derived for RGrad algorithm if the observed entries consist of random sub-Gaussian noise. Numerical experiments confirm our theoretical discovery and showcase the computational speedup gained by the TT-format decomposition.

preprint2022arXiv

Two Stage Continuous Domain Regularization for Piecewise Constant Image Restoration

The finite-rate-of-innovation (FRI) framework which corresponds a signal/image to a structured low-rank matrix is emerging as an alternative to the traditional sparse regularization. This is because such an off-the-grid approach is able to alleviate the basis mismatch between the true support in the continuous domain and the discrete grid. In this paper, we propose a two-stage off-the-grid regularization model for the image restoration. Given that the discontinuities/edges of the image lie in the zero level set of a band-limited periodic function, we can derive that the Fourier samples of the gradient of the image satisfy an annihilation relation, resulting in a low-rank two-fold Hankel matrix. In addition, since the singular value decomposition of a low-rank Hankel matrix corresponds to an adaptive tight frame system which can represent the image with sparse canonical coefficients, our approach consists of the following two stages. The first stage learns the tight wavelet frame system from a given measurement, and the second stage restores the image via the analysis approach based sparse regularization. The numerical results are presented to demonstrate that the proposed approach is compared favorably against several popular discrete regularization approaches and structured low-rank matrix approaches.

preprint2021arXiv

Accelerated Structured Alternating Projections for Robust Spectrally Sparse Signal Recovery

Consider a spectrally sparse signal $\boldsymbol{x}$ that consists of $r$ complex sinusoids with or without damping. We study the robust recovery problem for the spectrally sparse signal under the fully observed setting, which is about recovering $\boldsymbol{x}$ and a sparse corruption vector $\boldsymbol{s}$ from their sum $\boldsymbol{z}=\boldsymbol{x}+\boldsymbol{s}$. In this paper, we exploit the low-rank property of the Hankel matrix formed by $\boldsymbol{x}$, and formulate the problem as the robust recovery of a corrupted low-rank Hankel matrix. We develop a highly efficient non-convex algorithm, coined Accelerated Structured Alternating Projections (ASAP). The high computational efficiency and low space complexity of ASAP are achieved by fast computations involving structured matrices, and a subspace projection method for accelerated low-rank approximation. Theoretical recovery guarantee with a linear convergence rate has been established for ASAP, under some mild assumptions on $\boldsymbol{x}$ and $\boldsymbol{s}$. Empirical performance comparisons on both synthetic and real-world data confirm the advantages of ASAP, in terms of computational efficiency and robustness aspects.

preprint2021arXiv

Provable Near-Optimal Low-Multilinear-Rank Tensor Recovery

We consider the problem of recovering a low-multilinear-rank tensor from a small amount of linear measurements. We show that the Riemannian gradient algorithm initialized by one step of iterative hard thresholding can reconstruct an order-$d$ tensor of size $n\times\ldots\times n$ and multilinear rank $(r,\ldots,r)$ with high probability from only $O(nr^2 + r^{d+1})$ measurements, assuming $d$ is a constant. This sampling complexity is optimal in $n$, compared to existing results whose sampling complexities are all unnecessarily large in $n$. The analysis relies on the tensor restricted isometry property (TRIP) and the geometry of the manifold of all tensors with a fixed multilinear rank. High computational efficiency of our algorithm is also achieved by doing higher order singular value decomposition on intermediate small tensors of size only $2r\times \ldots\times 2r$ rather than on tensors of size $n\times \ldots\times n$ as usual.

preprint2020arXiv

Data Driven Tight Frame for Compressed Sensing MRI Reconstruction via Off-the-Grid Regularization

Recently, the finite-rate-of-innovation (FRI) based continuous domain regularization is emerging as an alternative to the conventional on-the-grid sparse regularization for the compressed sensing (CS) due to its ability to alleviate the basis mismatch between the true support of the shape in the continuous domain and the discrete grid. In this paper, we propose a new off-the-grid regularization for the CS-MRI reconstruction. Following the recent works on two dimensional FRI, we assume that the discontinuities/edges of the image are localized in the zero level set of a band-limited periodic function. This assumption induces the linear dependencies among the Fourier samples of the gradient of the image, which leads to a low rank two-fold Hankel matrix. We further observe that the singular value decomposition of a low rank Hankel matrix corresponds to an adaptive tight frame system which can represent the image with sparse canonical coefficients. Based on this observation, we propose a data driven tight frame based off-the-grid regularization model for the CS-MRI reconstruction. To solve the nonconvex and nonsmooth model, a proximal alternating minimization algorithm with a guaranteed global convergence is adopted. Finally, the numerical experiments show that our proposed data driven tight frame based approach outperforms the existing approaches.

preprint2020arXiv

Fast Cadzow's Algorithm and a Gradient Variant

The Cadzow's algorithm is a signal denoising and recovery method which was designed for signals corresponding to low rank Hankel matrices. In this paper we first introduce a Fast Cadzow's algorithm which is developed by incorporating a novel subspace projection to reduce the high computational cost of the SVD in the Cadzow's algorithm. Then a Gradient method and a Fast Gradient method are proposed to address the non-decreasing MSE issue when applying the Cadzow's or Fast Cadzow's algorithm for signal denoising. Extensive empirical performance comparisons demonstrate that the proposed algorithms can complete the denoising and recovery tasks more efficiently and effectively.

preprint2017arXiv

Hankel Matrix Nuclear Norm Regularized Tensor Completion for $N$-dimensional Exponential Signals

Signals are generally modeled as a superposition of exponential functions in spectroscopy of chemistry, biology and medical imaging. For fast data acquisition or other inevitable reasons, however, only a small amount of samples may be acquired and thus how to recover the full signal becomes an active research topic. But existing approaches can not efficiently recover $N$-dimensional exponential signals with $N\geq 3$. In this paper, we study the problem of recovering N-dimensional (particularly $N\geq 3$) exponential signals from partial observations, and formulate this problem as a low-rank tensor completion problem with exponential factor vectors. The full signal is reconstructed by simultaneously exploiting the CANDECOMP/PARAFAC structure and the exponential structure of the associated factor vectors. The latter is promoted by minimizing an objective function involving the nuclear norm of Hankel matrices. Experimental results on simulated and real magnetic resonance spectroscopy data show that the proposed approach can successfully recover full signals from very limited samples and is robust to the estimated tensor rank.

preprint2016arXiv

Fast and Provable Algorithms for Spectrally Sparse Signal Reconstruction via Low-Rank Hankel Matrix Completion

A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that $O(r^2\log^2(n))$ number of samples are sufficient for exact recovery with high probability. Empirical performance comparisons establish significant computational advantages for IHT and FIHT. In particular, numerical simulations on $3$D arrays demonstrate the capability of FIHT on handling large and high-dimensional real data.

preprint2016arXiv

Guarantees of Riemannian Optimization for Low Rank Matrix Completion

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank $r$ matrix are sampled independently and uniformly with replacement. We first prove that with high probability the Riemannian gradient descent and conjugate gradient descent algorithms initialized by one step hard thresholding are guaranteed to converge linearly to the measured matrix provided \begin{align*} m\geq C_κn^{1.5}r\log^{1.5}(n), \end{align*} where $C_κ$ is a numerical constant depending on the condition number of the underlying matrix. The sampling complexity has been further improved to \begin{align*} m\geq C_κnr^2\log^{2}(n) \end{align*} via the resampled Riemannian gradient descent initialization. The analysis of the new initialization procedure relies on an asymmetric restricted isometry property of the sampling operator and the curvature of the low rank matrix manifold. Numerical simulation shows that the algorithms are able to recover a low rank matrix from nearly the minimum number of measurements.

preprint2016arXiv

Guarantees of Riemannian Optimization for Low Rank Matrix Recovery

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The algorithms are first interpreted as iterative hard thresholding algorithms with subspace projections. Based on this connection, we show that provided the restricted isometry constant $R_{3r}$ of the sensing operator is less than $C_κ/\sqrt{r}$, the Riemannian gradient descent algorithm and a restarted variant of the Riemannian conjugate gradient algorithm are guaranteed to converge linearly to the underlying rank $r$ matrix if they are initialized by one step hard thresholding. Empirical evaluation shows that the algorithms are able to recover a low rank matrix from nearly the minimum number of measurements necessary.

preprint2015arXiv

Block Iterative Reweighted Algorithms for Super-Resolution of Spectrally Sparse Signals

We propose novel algorithms that enhance the performance of recovering unknown continuous-valued frequencies from undersampled signals. Our iterative reweighted frequency recovery algorithms employ the support knowledge gained from earlier steps of our algorithms as block prior information to enhance frequency recovery. Our methods improve the performance of the atomic norm minimization which is a useful heuristic in recovering continuous-valued frequency contents. Numerical results demonstrate that our block iterative reweighted methods provide both better recovery performance and faster speed than other known methods.

preprint2015arXiv

Fast Multi-class Dictionaries Learning with Geometrical Directions in MRI Reconstruction

Objective: Improve the reconstructed image with fast and multi-class dictionaries learning when magnetic resonance imaging is accelerated by undersampling the k-space data. Methods: A fast orthogonal dictionary learning method is introduced into magnetic resonance image reconstruction to providing adaptive sparse representation of images. To enhance the sparsity, image is divided into classified patches according to the same geometrical direction and dictionary is trained within each class. A new sparse reconstruction model with the multi-class dictionaries is proposed and solved using a fast alternating direction method of multipliers. Results: Experiments on phantom and brain imaging data with acceleration factor up to 10 and various undersampling patterns are conducted. The proposed method is compared with state-of-the-art magnetic resonance image reconstruction methods. Conclusion: Artifacts are better suppressed and image edges are better preserved than the compared methods. Besides, the computation of the proposed approach is much faster than the typical K-SVD dictionary learning method in magnetic resonance image reconstruction. Significance: The proposed method can be exploited in undersapmled magnetic resonance imaging to reduce data acquisition time and reconstruct images with better image quality.

preprint2015arXiv

Precise Phase Transition of Total Variation Minimization

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as $\ell_1$ minimization and nuclear norm minimization are well understood through recent years' research. However, rigorously characterizing the phase transition of total variation (TV) minimization in recovering sparse-gradient signal is still open. In this paper, we fully characterize the phase transition curve of the TV minimization. Our proof builds on Donoho, Johnstone and Montanari's conjectured phase transition curve for the TV approximate message passing algorithm (AMP), together with the linkage between the minmax Mean Square Error of a denoising problem and the high-dimensional convex geometry for TV minimization.

preprint2015arXiv

Projected Iterative Soft-thresholding Algorithm for Tight Frames in Compressed Sensing Magnetic Resonance Imaging

Compressed sensing has shown great potentials in accelerating magnetic resonance imaging. Fast image reconstruction and high image quality are two main issues faced by this new technology. It has been shown that, redundant image representations, e.g. tight frames, can significantly improve the image quality. But how to efficiently solve the reconstruction problem with these redundant representation systems is still challenging. This paper attempts to address the problem of applying iterative soft-thresholding algorithm (ISTA) to tight frames based magnetic resonance image reconstruction. By introducing the canonical dual frame to construct the orthogonal projection operator on the range of the analysis sparsity operator, we propose a projected iterative soft-thresholding algorithm (pISTA) and further accelerate it by incorporating the strategy proposed by Beck and Teboulle in 2009. We theoretically prove that pISTA converges to the minimum of a function with a balanced tight frame sparsity. Experimental results demonstrate that the proposed algorithm achieves better reconstruction than the widely used synthesis sparse model and the accelerated pISTA converges faster or comparable to the state-of-art smoothing FISTA. One major advantage of pISTA is that only one extra parameter, the step size, is introduced and the numerical solution is stable to it in terms of image reconstruction errors, thus allowing easily setting in many fast magnetic resonance imaging applications.

preprint2015arXiv

Projected Wirtinger Gradient Descent for Low-Rank Hankel Matrix Completion in Spectral Compressed Sensing

This paper considers reconstructing a spectrally sparse signal from a small number of randomly observed time-domain samples. The signal of interest is a linear combination of complex sinusoids at $R$ distinct frequencies. The frequencies can assume any continuous values in the normalized frequency domain $[0,1)$. After converting the spectrally sparse signal recovery into a low rank structured matrix completion problem, we propose an efficient feasible point approach, named projected Wirtinger gradient descent (PWGD) algorithm, to efficiently solve this structured matrix completion problem. We further accelerate our proposed algorithm by a scheme inspired by FISTA. We give the convergence analysis of our proposed algorithms. Extensive numerical experiments are provided to illustrate the efficiency of our proposed algorithm. Different from earlier approaches, our algorithm can solve problems of very large dimensions very efficiently.

preprint2015arXiv

Robust recovery of complex exponential signals from random Gaussian projections via low rank Hankel matrix reconstruction

This paper explores robust recovery of a superposition of $R$ distinct complex exponential functions from a few random Gaussian projections. We assume that the signal of interest is of $2N-1$ dimensional and $R<<2N-1$. This framework covers a large class of signals arising from real applications in biology, automation, imaging science, etc. To reconstruct such a signal, our algorithm is to seek a low-rank Hankel matrix of the signal by minimizing its nuclear norm subject to the consistency on the sampled data. Our theoretical results show that a robust recovery is possible as long as the number of projections exceeds $O(R\ln^2N)$. No incoherence or separation condition is required in our proof. Our method can be applied to spectral compressed sensing where the signal of interest is a superposition of $R$ complex sinusoids. Compared to existing results, our result here does not need any separation condition on the frequencies, while achieving better or comparable bounds on the number of measurements. Furthermore, our method provides theoretical guidance on how many samples are required in the state-of-the-art non-uniform sampling in NMR spectroscopy. The performance of our algorithm is further demonstrated by numerical experiments.

preprint2013arXiv

Guarantees of Total Variation Minimization for Signal Recovery

In this paper, we consider using total variation minimization to recover signals whose gradients have a sparse support, from a small number of measurements. We establish the proof for the performance guarantee of total variation (TV) minimization in recovering \emph{one-dimensional} signal with sparse gradient support. This partially answers the open problem of proving the fidelity of total variation minimization in such a setting \cite{TVMulti}. In particular, we have shown that the recoverable gradient sparsity can grow linearly with the signal dimension when TV minimization is used. Recoverable sparsity thresholds of TV minimization are explicitly computed for 1-dimensional signal by using the Grassmann angle framework. We also extend our results to TV minimization for multidimensional signals. Stability of recovering signal itself using 1-D TV minimization has also been established through a property called "almost Euclidean property for 1-dimensional TV norm". We further give a lower bound on the number of random Gaussian measurements for recovering 1-dimensional signal vectors with $N$ elements and $K$-sparse gradients. Interestingly, the number of needed measurements is lower bounded by $Ω((NK)^{\frac{1}{2}})$, rather than the $O(K\log(N/K))$ bound frequently appearing in recovering $K$-sparse signal vectors.

preprint2013arXiv

Precise Semidefinite Programming Formulation of Atomic Norm Minimization for Recovering d-Dimensional ($d\geq 2$) Off-the-Grid Frequencies

Recent research in off-the-grid compressed sensing (CS) has demonstrated that, under certain conditions, one can successfully recover a spectrally sparse signal from a few time-domain samples even though the dictionary is continuous. In particular, atomic norm minimization was proposed in \cite{tang2012csotg} to recover $1$-dimensional spectrally sparse signal. However, in spite of existing research efforts \cite{chi2013compressive}, it was still an open problem how to formulate an equivalent positive semidefinite program for atomic norm minimization in recovering signals with $d$-dimensional ($d\geq 2$) off-the-grid frequencies. In this paper, we settle this problem by proposing equivalent semidefinite programming formulations of atomic norm minimization to recover signals with $d$-dimensional ($d\geq 2$) off-the-grid frequencies.

preprint2012arXiv

Cine cone beam CT reconstruction using low-rank matrix factorization: algorithm and a proof-of-princple study

Respiration-correlated CBCT, commonly called 4DCBCT, provide respiratory phase-resolved CBCT images. In many clinical applications, it is more preferable to reconstruct true 4DCBCT with the 4th dimension being time, i.e., each CBCT image is reconstructed based on the corresponding instantaneous projection. We propose in this work a novel algorithm for the reconstruction of this truly time-resolved CBCT, called cine-CBCT, by effectively utilizing the underlying temporal coherence, such as periodicity or repetition, in those cine-CBCT images. Assuming each column of the matrix $\bm{U}$ represents a CBCT image to be reconstructed and the total number of columns is the same as the number of projections, the central idea of our algorithm is that the rank of $\bm{U}$ is much smaller than the number of projections and we can use a matrix factorization form $\bm{U}=\bm{L}\bm{R}$ for $\bm{U}$. The number of columns for the matrix $\bm{L}$ constraints the rank of $\bm{U}$ and hence implicitly imposing a temporal coherence condition among all the images in cine-CBCT. The desired image properties in $\bm{L}$ and the periodicity of the breathing pattern are achieved by penalizing the sparsity of the tight wavelet frame transform of $\bm{L}$ and that of the Fourier transform of $\bm{R}$, respectively. A split Bregman method is used to solve the problem. In this paper we focus on presenting this new algorithm and showing the proof of principle using simulation studies on an NCAT phantom.

preprint2012arXiv

Strongly Convex Programming for Exact Matrix Completion and Robust Principal Component Analysis

The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently, especially after the publication of the pioneering works of Cand`es et al.. One fundamental result in MC and RPCA is that nuclear norm based convex optimizations lead to the exact low-rank matrix recovery under suitable conditions. In this paper, we extend this result by showing that strongly convex optimizations can guarantee the exact low-rank matrix recovery as well. The result in this paper not only provides sufficient conditions under which the strongly convex models lead to the exact low-rank matrix recovery, but also guides us on how to choose suitable parameters in practical algorithms.

preprint2010arXiv

Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration

We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to solve the regularized maximum likelihood estimation problem. We show that our method is significantly faster than the widely used graphical lasso method, which is based on blockwise coordinate descent, on both artificial and real-world data. More importantly, different from the graphical lasso, the split Bregman based method is much more general, and can be applied to a class of regularization terms other than the $\ell_1$ norm