This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas from the alternating direction method of multipliers (ADMM) to recover structured low-rank matrices, such as Hankel structure. We show that merging these two ...

The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low-rank structure multidimensional data. Computing a via an alternating least squares (ALS) method reduces the problem several linear problems. standard way solve these subproblems use normal equations, which inherit special that can be exploited for computational efficiency. H...

In this paper, we derive the maximum-likelihood (ML) location estimator for wideband sources in the near field of the sensor array. The ML estimator is optimized in a single step, as opposed to other estimators that are optimized separately in relative time-delay and source location estimations. For the multisource case, we propose and demonstrate an efficient alternating projection procedure b...

Tensors are multi-way arrays, and the CANDECOMP/PARAFAC (CP) tensor factorization has found application in many different domains. The CP model is typically fit using a least squares objective function, which is a maximum likelihood estimate under the assumption of i.i.d. Gaussian noise. We demonstrate that this loss function can actually be highly sensitive to non-Gaussian noise. Therefore, we...

In regression problems involving vector-valued outputs (or equivalently, multiple responses), it is well known that the maximum likelihood estimator (MLE), which takes noise covariance structure into account, can be significantly more accurate than the ordinary least squares (OLS) estimator. However, existing literature compares OLS and MLE in terms of their asymptotic, not finite sample, guara...