Weband the condition on the eigengap is simply γ0 > C r, μ0 ‖E‖∞. The incoherence condition naturally holds for a variety of applications, where the low rank structure emerges as a consequence of a few factors driving the data matrix. For example, in Fama-French factor models, the excess returns in a stock market are

INCOHERENCE English meaning - Cambridge Dictionary

WebDec 16, 2015 · Abstract: This work develops theories and computational methods for overcomplete, non-orthogonal tensor decomposition using convex optimization. Under an incoherence condition of the rank-one factors, we show that one can retrieve tensor decomposition by solving a convex, infinite-dimensional analog of ℓ 1 minimization on the … WebProceedings of Machine Learning Research earth hitchhiker\u0027s guide to the galaxy

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WebThe conditions for success of these methods are now well-understood: (1) exact recovery in the noiseless setting is possible if and only if the design matrix X satisfies the ... ates, and hence covers many matrices for which restricted isometry or incoherence conditions fail to hold but the restricted eigenvalue condition holds. Interestingly ... Websaid to obey the incoherence condition if the Gram matrix is well conditioned, which arises over a broad class of spectrally sparse signals including but not restricted to signals with well-separated frequencies. We demonstrate that, under this incoherence condition, EMaC enables exact recovery from O(r log4 n) random samples,1 and is stable ... WebWith respect to Matrix Completion and Compressive Sampling (CS) I'm trying to understand how to calculate an incoherence property μ between two bases Φ and Ψ.Getting this incoherence is important because if Φ and Ψ are highly correlated there is little chance of succesfully reconstructing a signal from sparse samples. It is stated here (page 3) that μ … earth hit by solar storm