Related papers: Missing Not at Random in Matrix Completion: The Ef…
We study the problem of testing whether the missing values of a potentially high-dimensional dataset are Missing Completely at Random (MCAR). We relax the problem of testing MCAR to the problem of testing the compatibility of a collection…
Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
Ratings of a user to most items in recommender systems are usually missing not at random (MNAR), largely because users are free to choose which items to rate. To achieve unbiased learning of the prediction model under MNAR data, three…
Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to…
We consider the problem of recovering a low-rank matrix from its clipped observations. Clipping is conceivable in many scientific areas that obstructs statistical analyses. On the other hand, matrix completion (MC) methods can recover a…
In matrix recovery from random linear measurements, one is interested in recovering an unknown $M$-by-$N$ matrix $X_0$ from $n<MN$ measurements $y_i=Tr(A_i^T X_0)$ where each $A_i$ is an $M$-by-$N$ measurement matrix with i.i.d random…
Missing data occur frequently in empirical studies in health and social sciences, often compromising our ability to make accurate inferences. An outcome is said to be missing not at random (MNAR) if, conditional on the observed variables,…
In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…
This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…
Leveraging the models' outputs, specifically the logits, is a common approach to estimating the test accuracy of a pre-trained neural network on out-of-distribution (OOD) samples without requiring access to the corresponding ground truth…
Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in most of the cases the quadratic loss function and its…
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…
We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…
Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…
In high-dimensional statistical inference in which the number of parameters to be estimated is larger than that of the holding data, regularized linear estimation techniques are widely used. These techniques have, however, some drawbacks.…