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on
1
Intro
2
Recovery/estimation and hidden structure
3
Structure and randomness
4
Recommendation problem
5
Sparse phase retrieval
6
How can it work?
7
Restricted Isometry Property
8
Random matrix theory
9
Signal recovery
10
A simple 2D view
11
Meanings of rank
12
Low-rank geometry
13
Nuclear norm recovery
14
Aside: Matrix recovery algorithms
15
Nuclear norm works
16
Matrix completion
17
Matrix decomposition or demixing
18
When does it work?
19
General atomic norms
20
Pareto optimal front
21
A statistical error measure
22
Lower bound on MSE risk
23
Discussion
Description:
Explore the fascinating world of low-rank matrices in this 54-minute lecture by Maryam Fazel from the University of Washington. Delve into matrix completion, recent trends, and their applications in recommendation systems and signal recovery. Learn about the Restricted Isometry Property, random matrix theory, and the geometry of low-rank matrices. Discover the power of nuclear norm recovery and its effectiveness in matrix completion problems. Investigate matrix decomposition, atomic norms, and statistical error measures. Gain insights into the Pareto optimal front and lower bounds on MSE risk. Engage with this comprehensive overview of low-rank matrix theory and its practical implications in various fields of study.

Finding Low-Rank Matrices - From Matrix Completion to Recent Trends

Simons Institute
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