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An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of…

Machine Learning · Statistics 2019-11-15 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

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…

Statistics Theory · Mathematics 2015-04-21 Jean Lafond

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

Information Theory · Computer Science 2009-03-19 Emmanuel J. Candes , Yaniv Plan

In this paper we study the problem of noisy tensor completion for tensors that admit a canonical polyadic or CANDECOMP/PARAFAC (CP) decomposition with one of the factors being sparse. We present general theoretical error bounds for an…

Machine Learning · Statistics 2017-04-11 Swayambhoo Jain , Alexander Gutierrez , Jarvis Haupt

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

This paper studies low-rank matrix completion in the presence of heavy-tailed and possibly asymmetric noise, where we aim to estimate an underlying low-rank matrix given a set of highly incomplete noisy entries. Though the matrix completion…

Statistics Theory · Mathematics 2022-06-10 Bingyan Wang , Jianqing Fan

We consider a problem of significant practical importance, namely, the reconstruction of a low-rank data matrix from a small subset of its entries. This problem appears in many areas such as collaborative filtering, computer vision and…

Machine Learning · Computer Science 2009-11-04 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as…

Statistics Theory · Mathematics 2016-02-08 Siamak Ravanbakhsh , Barnabas Poczos , Russell Greiner

In this work, we show, for the well-studied problem of learning parity under noise, where a learner tries to learn $x=(x_1,\ldots,x_n) \in \{0,1\}^n$ from a stream of random linear equations over $\mathrm{F}_2$ that are correct with…

Machine Learning · Computer Science 2021-07-07 Sumegha Garg , Pravesh K. Kothari , Pengda Liu , Ran Raz

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

We develop a message-passing algorithm for noisy matrix completion problems based on matrix factorization. The algorithm is derived by approximating message distributions of belief propagation with Gaussian distributions that share the same…

Machine Learning · Statistics 2021-10-27 Koki Okajima , Yoshiyuki Kabashima