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Despite the popularity of low-rank matrix completion, the majority of its theory has been developed under the assumption of random observation patterns, whereas very little is known about the practically relevant case of non-random…

Machine Learning · Computer Science 2023-02-24 Manolis C. Tsakiris

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under…

Methodology · Statistics 2015-04-09 Tianxi Cai , T. Tony Cai , Anru Zhang

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

Matrix regression plays an important role in modern data analysis due to its ability to handle complex relationships involving both matrix and vector variables. We propose a class of regularized regression models capable of predicting both…

Optimization and Control · Mathematics 2025-01-14 Meixia Lin , Ziyang Zeng , Yangjing Zhang

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

A general framework based on Gaussian models and a MAP-EM algorithm is introduced in this paper for solving matrix/table completion problems. The numerical experiments with the standard and challenging movie ratings data show that the…

Machine Learning · Computer Science 2010-10-21 Flavien Léger , Guoshen Yu , Guillermo Sapiro

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the…

Machine Learning · Statistics 2018-06-15 Kishan Wimalawarne , Makoto Yamada , Hiroshi Mamitsuka

The Euclidean distance geometry problem arises in a wide variety of applications, from determining molecular conformations in computational chemistry to localization in sensor networks. When the distance information is incomplete, the…

Information Theory · Computer Science 2018-10-30 Abiy Tasissa , Rongjie Lai

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…

Machine Learning · Computer Science 2023-08-08 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Let $n>m$, and let $A$ be an $(m\times n)$-matrix of full rank. Then obviously the estimate $\|Ax\|\leq\|A\|\|x\|$ holds for the euclidean norm of $x$ and $Ax$ and the spectral norm as the assigned matrix norm. We study the sets of all $x$…

Rings and Algebras · Mathematics 2022-03-16 Harry Yserentant

Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse…

Methodology · Statistics 2018-02-19 Jacob Bien

Completing a data matrix X has become an ubiquitous problem in modern data science, with applications in recommender systems, computer vision, and networks inference, to name a few. One typical assumption is that X is low-rank. A more…

Machine Learning · Computer Science 2018-08-03 Daniel L. Pimentel-Alarcón

This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and…

Statistics Theory · Mathematics 2012-11-13 Tingni Sun , Cun-Hui Zhang

Proper regularization is critical for speeding up training, improving generalization performance, and learning compact models that are cost efficient. We propose and analyze regularized gradient descent algorithms for learning shallow…

Machine Learning · Computer Science 2018-06-08 Samet Oymak

We show that matrix completion with trace-norm regularization can be significantly hurt when entries of the matrix are sampled non-uniformly. We introduce a weighted version of the trace-norm regularizer that works well also with…

Machine Learning · Computer Science 2010-02-16 Ruslan Salakhutdinov , Nathan Srebro

We consider the multi-view data completion problem, i.e., to complete a matrix $\mathbf{U}=[\mathbf{U}_1|\mathbf{U}_2]$ where the ranks of $\mathbf{U},\mathbf{U}_1$, and $\mathbf{U}_2$ are given. In particular, we investigate the…

Information Theory · Computer Science 2017-04-27 Morteza Ashraphijuo , Xiaodong Wang , Vaneet Aggarwal

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

The problem of completing a large low rank matrix using a subset of revealed entries has received much attention in the last ten years. The main result of this paper gives a necessary and sufficient condition, stated in the language of…

Statistics Theory · Mathematics 2021-04-19 Sourav Chatterjee

In this paper we present a criterion for the covering condition of the generalized random matrix ensemble, which enable us to verify the covering condition for the seven classes of generalized random matrix ensemble in an unified and…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang