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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

This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

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

Matrix completion is a classical problem that has received recurring interest across a wide range of fields. In this paper, we revisit this problem in an ultra-sparse sampling regime, where each entry of an unknown, $n\times d$ matrix $M$…

Machine Learning · Computer Science 2026-01-21 Hongyang R. Zhang , Zhenshuo Zhang , Huy L. Nguyen , Guanghui Lan

We consider a variant of matrix completion where entries are revealed in a biased manner. We wish to understand the extent to which such bias can be exploited in improving predictions. Towards that, we propose a natural model where the…

Machine Learning · Computer Science 2025-01-03 Yassir Jedra , Sean Mann , Charlotte Park , Devavrat Shah

We study the distribution and uncertainty of nonconvex optimization for noisy tensor completion -- the problem of estimating a low-rank tensor given incomplete and corrupted observations of its entries. Focusing on a two-stage estimation…

Machine Learning · Statistics 2023-01-18 Changxiao Cai , H. Vincent Poor , Yuxin Chen

This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…

Systems and Control · Electrical Eng. & Systems 2021-01-05 Yanbing Mao , Naira Hovakimyan , Petros Voulgaris , Lui Sha

Valid causal inference in observational studies often requires controlling for confounders. However, in practice measurements of confounders may be noisy, and can lead to biased estimates of causal effects. We show that we can reduce the…

Machine Learning · Statistics 2018-06-05 Nathan Kallus , Xiaojie Mao , Madeleine Udell

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

Inductive Matrix Completion (IMC) is an important class of matrix completion problems that allows direct inclusion of available features to enhance estimation capabilities. These models have found applications in personalized recommendation…

Machine Learning · Statistics 2016-09-14 Akshay Soni , Troy Chevalier , Swayambhoo Jain

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

Uncertainty sampling in active learning is heavily used in practice to reduce the annotation cost. However, there has been no wide consensus on the function to be used for uncertainty estimation in binary classification tasks and…

Machine Learning · Computer Science 2021-11-01 Anant Raj , Francis Bach

Recently, it has been proved in Babadi et al. that in noisy compressed sensing, a joint typical estimator can asymptotically achieve the Cramer-Rao lower bound of the problem.To prove this result, this paper used a lemma,which is provided…

Information Theory · Computer Science 2013-08-27 Rad Niazadeh , Masoud Babaie-Zadeh , Christian Jutten

Matrix completion focuses on recovering missing or incomplete information in matrices. This problem arises in various applications, including image processing and network analysis. Previous research proposed Poisson matrix completion for…

Machine Learning · Computer Science 2024-08-30 Yu Lu , Kevin Bui , Roummel F. Marcia

Matrix completion algorithms recover a low rank matrix from a small fraction of the entries, each entry contaminated with additive errors. In practice, the singular vectors and singular values of the low rank matrix play a pivotal role for…

Methodology · Statistics 2016-05-03 Juhee Cho , Donggyu Kim , Karl Rohe

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

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…

Methodology · Statistics 2021-07-15 Simon Mak , Henry Shaowu Yushi , Yao Xie

In this paper we consider the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We establish for the nuclear-norm penalized estimator of…

Statistics Theory · Mathematics 2011-10-26 Karim Lounici

Low-rank matrix completion is a widely studied problem with many variants. Inductive matrix completion (IMC) incorporates row and column side information to significantly narrow the search space. Prior work falls into two regimes: methods…

Machine Learning · Statistics 2026-05-19 Yuepeng Yang , Cong Ma

Matrix completion aims to reconstruct a data matrix based on observations of a small number of its entries. Usually in matrix completion a single matrix is considered, which can be, for example, a rating matrix in recommendation system.…

Machine Learning · Statistics 2019-10-22 Mokhtar Z. Alaya , Olga Klopp