Fast Methods for Denoising Matrix Completion Formulations, with Applications to Robust Seismic Data Interpolation
نویسندگان
چکیده
Abstract. Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation. In this paper, we consider matrix completion formulations designed to hit a target data-fitting error level provided by the user, and propose an algorithm that is able to exploit factorized formulations to solve the corresponding optimization problem. Since practitioners typically have strong prior knowledge about target error level, this innovation makes it easy to apply the algorithm in practice, leaving only the factor rank to be determined. We explore the role that rank of the factors plays in our formulation, and show that rank can be easily adjusted as the inversion proceeds. Within the established framework, we then propose two extensions that are highly relevant to solving practical challenges of data interpolation. First, we propose a weighted extension that allows known subspace information to improve the results of matrix completion formulations. We show how this weighting can be used in the context of frequency continuation, an essential aspect to seismic data interpolation. Second, we extend matrix completion formulations to be extremely robust to large measurement errors in the available data. We illustrate the advantages of the basic approach on the Netflix Prize problem using the Movielens (1M) dataset. Then, we use the new method, along with its robust and subspace re-weighted extensions, to obtain high-quality reconstructions for large scale seismic interpolation problems with real data, even in the presence of extreme data contamination.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 36 شماره
صفحات -
تاریخ انتشار 2014