Related papers: Identifying Influential Entries in a Matrix
Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…
We present new deterministic algorithms for several cases of the maximum rank matrix completion problem (for short matrix completion), i.e. the problem of assigning values to the variables in a given symbolic matrix as to maximize the…
Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…
This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a ``spiked low-rank matrix.'' A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero…
This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion…
Consider a matrix $A$ of rank $n$ that approximates the $N\times N$ identity matrix with elementwise error at most $1/3$. We give a lower bound on the number of elements s.t. $|A_{i,j}|>\gamma$, for a certain threshold. Two corollaries are…
Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…
The matrix completion problem consists in reconstructing a matrix from a sample of entries, possibly observed with noise. A popular class of estimator, known as nuclear norm penalized estimators, are based on minimizing the sum of a data…
Statistical leverage scores emerged as a fundamental tool for matrix sketching and column sampling with applications to low rank approximation, regression, random feature learning and quadrature. Yet, the very nature of this quantity is…
We consider the set of $n\times n$ matrices with rational entries having numerator and denominator of size at most $H$ and obtain upper and lower bounds on the number of such matrices of a given rank and then apply them to count such…
Let $M$ be an $n \times m$ matrix of independent Rademacher ($\pm 1$) random variables. It is well known that if $n \leq m$, then $M$ is of full rank with high probability. We show that this property is resilient to adversarial changes to…
Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…
We consider the problem of inferring an unknown ranking of $n$ items from a random tournament on $n$ vertices whose edge directions are correlated with the ranking. We establish, in terms of the strength of these correlations, the…
We study the completion of approximately low rank matrices with entries missing not at random (MNAR). In the context of typical large-dimensional statistical settings, we establish a framework for the performance analysis of the nuclear…
We determine the rank of a random matrix over an arbitrary field with prescribed numbers of non-zero entries in each row and column. As an application we obtain a formula for the rate of low-density parity check codes. This formula…
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…
We consider encoding problems for range queries on arrays. In these problems the goal is to store a structure capable of recovering the answer to all queries that occupies the information theoretic minimum space possible, to within lower…
We present a physically-inspired model and an efficient algorithm to infer hierarchical rankings of nodes in directed networks. It assigns real-valued ranks to nodes rather than simply ordinal ranks, and it formalizes the assumption that…
To determine whether an $n\times n$-matrix has rank at most $r$ it suffices to check that the $(r+1)\times (r+1)$-minors have rank at most $r$. In other words, to describe the set of $n\times n$-matrices with the property of having rank at…
We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…