Related papers: Binary Matrix Completion Using Unobserved Entries
In Part I (arXiv:1911.00619) of this article, we proposed an importance sampling algorithm to compute rare-event probabilities in forward uncertainty quantification problems. The algorithm, which we termed the "Bayesian Inverse Monte Carlo…
Robust matrix completion aims to recover a low-rank matrix from a subset of noisy entries perturbed by complex noises, where traditional methods for matrix completion may perform poorly due to utilizing $l_2$ error norm in optimization. In…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
This paper considers binary and multilabel classification problems in a setting where labels are missing independently and with a known rate. Missing labels are a ubiquitous phenomenon in extreme multi-label classification (XMC) tasks, such…
Recent work has focused on the very common practice of prediction-based inference: that is, (i) using a pre-trained machine learning model to predict an unobserved response variable, and then (ii) conducting inference on the association…
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…
The National Health and Nutrition Examination Survey (NHANES) studies the nutritional and health status over the whole U.S. population with comprehensive physical examinations and questionnaires. However, survey data analyses become…
Matrix completion is a fundamental problem that comes up in a variety of applications like the Netflix problem, collaborative filtering, computer vision, and crowdsourcing. The goal of the problem is to recover a k-by-n unknown matrix from…
Given only positive examples and unlabeled examples (from both positive and negative classes), we might hope nevertheless to estimate an accurate positive-versus-negative classifier. Formally, this task is broken down into two subtasks: (i)…
Motivated by the increasing demand for multi-source data integration in various scientific fields, in this paper we study matrix completion in scenarios where the data exhibits certain block-wise missing structures -- specifically, where…
Boolean matrix factorization (BMF) has many applications in data mining, bioinformatics, and network analysis. The goal of BMF is to decompose a given binary matrix as the Boolean product of two smaller binary matrices, revealing underlying…
We solve the Matrix Completion (MC) problem based on manifold optimization by incorporating the side information under which the columns of the intended matrix are drawn from a union of low dimensional subspaces. It is proved that this side…
In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
Sparse Subspace Clustering (SSC) is a popular unsupervised machine learning method for clustering data lying close to an unknown union of low-dimensional linear subspaces; a problem with numerous applications in pattern recognition and…
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…
We consider a novel algorithm, for the completion of partially observed low-rank matrices in a structured setting where each entry can be chosen from a finite discrete alphabet set, such as in common recommender systems. The proposed…
The noisy matrix completion problem, which aims to recover a low-rank matrix $\mathbf{X}$ from a partial, noisy observation of its entries, arises in many statistical, machine learning, and engineering applications. In this paper, we…