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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

In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…

Statistics Theory · Mathematics 2014-02-06 Olga Klopp

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

Machine Learning · Computer Science 2016-04-20 Yang Cao , Yao Xie

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Exact matrix completion and low rank matrix estimation problems has been studied in different underlying conditions. In this work we study exact low-rank completion under non-degenerate noise model. Non-degenerate random noise model has…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

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

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and…

Machine Learning · Statistics 2021-10-26 Vivek F. Farias , Andrew A. Li , Tianyi Peng

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

Low-rank matrix completion has been studied extensively under various type of categories. The problem could be categorized as noisy completion or exact completion, also active or passive completion algorithms. In this paper we focus on…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

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

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Statistics Theory · Mathematics 2014-11-05 David Donoho , Matan Gavish

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss…

Statistics Theory · Mathematics 2021-04-08 William Leeb

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Machine Learning · Statistics 2020-12-15 Chanwoo Lee , Miaoyan Wang

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Many statistical studies are concerned with the analysis of observations organized in a matrix form whose elements are count data. When these observations are assumed to follow a Poisson or a multinomial distribution, it is of interest to…

Statistics Theory · Mathematics 2022-01-04 Jérémie Bigot , Charles Deledalle

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
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