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Relevance singular vector machine for low-rank matrix sensing
2014
2014 International Conference on Signal Processing and Communications (SPCOM)
In this paper we develop a new Bayesian inference method for low rank matrix reconstruction. We call the new method the Relevance Singular Vector Machine (RSVM) where appropriate priors are defined on the singular vectors of the underlying matrix to promote low rank. To accelerate computations, a numerically efficient approximation is developed. The proposed algorithms are applied to matrix completion and matrix reconstruction problems and their performance is studied numerically.
doi:10.1109/spcom.2014.6983925
fatcat:pdarvpjxx5dj7kwcu3pzkjgs3y