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Estimation of a location parameter based on noisy and binary quantized measurements is considered in this letter. We study the behavior of the Cramer-Rao bound as a function of the quantizer threshold for different symmetric unimodal noise…

Information Theory · Computer Science 2013-10-28 Rodrigo Cabral Farias , Eric Moisan , Jean-Marc Brossier

This paper deals with 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 propose a new nuclear norm penalized estimator of $A_0$ and…

Statistics Theory · Mathematics 2016-03-24 Vladimir Koltchinskii , Alexandre B. Tsybakov , Karim Lounici

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is…

Econometrics · Economics 2021-10-01 Anish Agarwal , Munther Dahleh , Devavrat Shah , Dennis Shen

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

We study transfer learning for matrix completion in a Missing Not-at-Random (MNAR) setting that is motivated by biological problems. The target matrix $Q$ has entire rows and columns missing, making estimation impossible without side…

Machine Learning · Computer Science 2025-03-04 Akhil Jalan , Yassir Jedra , Arya Mazumdar , Soumendu Sundar Mukherjee , Purnamrita Sarkar

We study the problem of finding the index of the minimum value of a vector from noisy observations. This problem is relevant in population/policy comparison, discrete maximum likelihood, and model selection. We develop an asymptotically…

Statistics Theory · Mathematics 2026-01-21 Tianyu Zhang , Hao Lee , Jing Lei

This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical…

Methodology · Statistics 2024-04-02 Richard Y. Chen

This paper develops an inferential framework for matrix completion when missing is not at random and without the requirement of strong signals. Our development is based on the observation that if the number of missing entries is small…

Methodology · Statistics 2023-08-07 Jungjun Choi , Ming Yuan

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence…

Numerical Analysis · Mathematics 2015-04-01 Fabian Dunker , Jean-Pierre Florens , Thorsten Hohage , Jan Johannes , Enno Mammen

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is generated uniformly at random or has a very specific…

Machine Learning · Statistics 2025-03-18 Yudong Chen , Xumei Xi , Christina Lee Yu

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

We determine statistical and computational limits for estimation of a rank-one matrix (the spike) corrupted by an additive gaussian noise matrix, in a sparse limit, where the underlying hidden vector (that constructs the rank-one matrix)…

Information Theory · Computer Science 2020-11-02 Jean Barbier , Nicolas Macris , Cynthia Rush

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters

In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…

Machine Learning · Statistics 2021-10-22 Xiongjun Zhang , Michael K. Ng

Statistical inference based on lossy or incomplete samples is often needed in research areas such as signal/image processing, medical image storage, remote sensing, signal transmission. In this paper, we propose a nonparametric testing…

Statistics Theory · Mathematics 2023-08-14 Kexuan Li , Ruiqi Liu , Ganggang Xu , Zuofeng Shang

The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper studies the maximum score estimator of a semi-parametric…

Statistics Theory · Mathematics 2025-02-25 Xi Chen , Wenbo Jing , Weidong Liu , Yichen Zhang

We develop methods for nonparametric uniform inference in cost-sensitive binary classification, a framework that encompasses maximum score estimation, predicting utility maximizing actions, and policy learning. These problems are well known…

Econometrics · Economics 2025-12-16 Nan Liu , Yanbo Liu , Yuya Sasaki , Yuanyuan Wan