Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (Q5131966): Difference between revisions

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scientific article; zbMATH DE number 7271856

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English	Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization	scientific article; zbMATH DE number 7271856

Statements

instance of

scholarly article

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title

Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (English)

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SIAM Journal on Optimization

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publication date

9 November 2020

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full work available at URL

https://arxiv.org/abs/1902.07698

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zbMATH Keywords

matrix completion

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minimaxity

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stability

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convex relaxation

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nonconvex optimization

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Burer-Monteiro approach

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describes a project that uses

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MaRDI publication profile

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cites work

Entrywise eigenvector analysis of random matrices with low expected rank

0 references

Blind Deconvolution Using Convex Programming

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Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

0 references

Problems of distance geometry and convex properties of quadratic maps

0 references

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

0 references

A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization

0 references

A Singular Value Thresholding Algorithm for Matrix Completion

0 references

Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion

0 references

Matrix completion via max-norm constrained optimization

0 references

Robust principal component analysis?

0 references

Phase Retrieval via Wirtinger Flow: Theory and Algorithms

0 references

Exact matrix completion via convex optimization

0 references

The Power of Convex Relaxation: Near-Optimal Matrix Completion

0 references

Poisson Matrix Recovery and Completion

0 references

Rank-Sparsity Incoherence for Matrix Decomposition

0 references

Model-free Nonconvex Matrix Completion: Local Minima Analysis and Applications in Memory-efficient Kernel PCA

0 references

Nonconvex Rectangular Matrix Completion via Gradient Descent Without <i>ℓ</i>₂,<sub>∞</sub> Regularization

0 references

Incoherence-Optimal Matrix Completion

0 references

The Projected Power Method: An Efficient Algorithm for Joint Alignment from Pairwise Differences

0 references

Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems

0 references

Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices

0 references

Robust Spectral Compressed Sensing via Structured Matrix Completion

0 references

Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval

0 references

Spectral method and regularized MLE are both optimal for top-$K$ ranking

0 references

Inference and uncertainty quantification for noisy matrix completion

0 references

Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview

0 references

Correlation and Large-Scale Simultaneous Significance Testing

0 references

On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators

0 references

Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

0 references

FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control

0 references

Factor-Adjusted Regularized Model Selection

0 references

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

0 references

Robust covariance estimation for approximate factor models

0 references

Sufficient forecasting using factor models

0 references

Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization

0 references

Recovering Low-Rank Matrices From Few Coefficients in Any Basis

0 references

Low-rank matrix completion using alternating minimization

0 references

Blind Demixing and Deconvolution at Near-Optimal Rate

0 references

Matrix Completion From a Few Entries

0 references

Q2896128

0 references

Noisy low-rank matrix completion with general sampling distribution

0 references

Factor models and variable selection in high-dimensional regression analysis

0 references

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

0 references

Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization

0 references

Approximate support recovery of atomic line spectral estimation: a tale of resolution and precision

0 references

Self-calibration and biconvex compressive sensing

0 references

Blind Deconvolution Meets Blind Demixing: Algorithms and Performance Bounds

0 references

Interior-Point Method for Nuclear Norm Approximation with Application to System Identification

0 references

Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution

0 references

Fixed point and Bregman iterative methods for matrix rank minimization

0 references

Q2896145

0 references

Restricted strong convexity and weighted matrix completion: Optimal bounds with noise

0 references

``Preconditioning'' for feature selection and regression in high-dimensional problems

0 references

A Simpler Approach to Matrix Completion

0 references

Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization

0 references

Estimation of high-dimensional low-rank matrices

0 references

Matrix Completion With Deterministic Pattern: A Geometric Perspective

0 references

Angular synchronization by eigenvectors and semidefinite programming

0 references

Theory of semidefinite programming for sensor network localization

0 references

Learning Theory

0 references

Guaranteed Matrix Completion via Non-Convex Factorization

0 references

The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square

0 references

Q3161693

0 references

Low-Rank Matrix Completion by Riemannian Optimization

0 references

Guarantees of Riemannian Optimization for Low Rank Matrix Recovery

0 references

Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm

0 references

Q4637073

0 references

Near-Optimal Bounds for Phase Synchronization

0 references

Identifiers

zbMATH Open document ID

1477.90060

0 references

DOI

10.1137/19M1290000

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Mathematics Subject Classification ID

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0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5131966

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+Entrywise eigenvector analysis of random matrices with low expected rank
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+Blind Deconvolution Using Convex Programming
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Problems of distance geometry and convex properties of quadratic maps
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@@ Property / cites work @@
+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
+Normal rank
@@ Property / cites work @@
+A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
+Normal rank
@@ Property / cites work @@
+A Singular Value Thresholding Algorithm for Matrix Completion
+Normal rank
@@ Property / cites work @@
+Fast and provable algorithms for spectrally sparse signal reconstruction via low-rank Hankel matrix completion
+Normal rank
@@ Property / cites work @@
+Matrix completion via max-norm constrained optimization
+Normal rank
@@ Property / cites work @@
+Robust principal component analysis?
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+Normal rank
@@ Property / cites work @@
+Phase Retrieval via Wirtinger Flow: Theory and Algorithms
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@@ Property / cites work @@
+Exact matrix completion via convex optimization
@@ Property / cites work: Exact matrix completion via convex optimization / rank @@
+Normal rank
@@ Property / cites work @@
+The Power of Convex Relaxation: Near-Optimal Matrix Completion
+Normal rank
@@ Property / cites work @@
+Poisson Matrix Recovery and Completion
@@ Property / cites work: Poisson Matrix Recovery and Completion / rank @@
+Normal rank
@@ Property / cites work @@
+Rank-Sparsity Incoherence for Matrix Decomposition
+Normal rank
@@ Property / cites work @@
+Model-free Nonconvex Matrix Completion: Local Minima Analysis and Applications in Memory-efficient Kernel PCA
+Normal rank
@@ Property / cites work @@
+Nonconvex Rectangular Matrix Completion via Gradient Descent Without <i>ℓ</i>₂,<sub>∞</sub> Regularization
+Normal rank
@@ Property / cites work @@
+Incoherence-Optimal Matrix Completion
@@ Property / cites work: Incoherence-Optimal Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+The Projected Power Method: An Efficient Algorithm for Joint Alignment from Pairwise Differences
+Normal rank
@@ Property / cites work @@
+Solving Random Quadratic Systems of Equations Is Nearly as Easy as Solving Linear Systems
+Normal rank
@@ Property / cites work @@
+Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices
+Normal rank
@@ Property / cites work @@
+Robust Spectral Compressed Sensing via Structured Matrix Completion
+Normal rank
@@ Property / cites work @@
+Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
+Normal rank
@@ Property / cites work @@
+Spectral method and regularized MLE are both optimal for top-\(K\) ranking
+Normal rank
@@ Property / cites work @@
+Inference and uncertainty quantification for noisy matrix completion
+Normal rank
@@ Property / cites work @@
+Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
+Normal rank
@@ Property / cites work @@
+Correlation and Large-Scale Simultaneous Significance Testing
+Normal rank
@@ Property / cites work @@
+Correlated <i>z</i>-Values and the Accuracy of Large-Scale Statistical Estimates
+Normal rank
@@ Property / cites work @@
+On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
+Normal rank
@@ Property / cites work @@
+Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
+Normal rank
@@ Property / cites work @@
+FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
+Normal rank
@@ Property / cites work @@
+Factor-Adjusted Regularized Model Selection
@@ Property / cites work: Factor-Adjusted Regularized Model Selection / rank @@
+Normal rank
@@ Property / cites work @@
+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
+Normal rank
@@ Property / cites work @@
+Robust covariance estimation for approximate factor models
+Normal rank
@@ Property / cites work @@
+Sufficient forecasting using factor models
@@ Property / cites work: Sufficient forecasting using factor models / rank @@
+Normal rank
@@ Property / cites work @@
+Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization
+Normal rank
@@ Property / cites work @@
+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
+Normal rank
@@ Property / cites work @@
+Low-rank matrix completion using alternating minimization
+Normal rank
@@ Property / cites work @@
+Blind Demixing and Deconvolution at Near-Optimal Rate
+Normal rank
@@ Property / cites work @@
+Matrix Completion From a Few Entries
@@ Property / cites work: Matrix Completion From a Few Entries / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896128
@@ Property / cites work: Q2896128 / rank @@
+Normal rank
@@ Property / cites work @@
+Noisy low-rank matrix completion with general sampling distribution
+Normal rank
@@ Property / cites work @@
+Factor models and variable selection in high-dimensional regression analysis
+Normal rank
@@ Property / cites work @@
+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
+Normal rank
@@ Property / cites work @@
+Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization
+Normal rank
@@ Property / cites work @@
+Approximate support recovery of atomic line spectral estimation: a tale of resolution and precision
+Normal rank
@@ Property / cites work @@
+Self-calibration and biconvex compressive sensing
@@ Property / cites work: Self-calibration and biconvex compressive sensing / rank @@
+Normal rank
@@ Property / cites work @@
+Blind Deconvolution Meets Blind Demixing: Algorithms and Performance Bounds
+Normal rank
@@ Property / cites work @@
+Interior-Point Method for Nuclear Norm Approximation with Application to System Identification
+Normal rank
@@ Property / cites work @@
+Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
+Normal rank
@@ Property / cites work @@
+Fixed point and Bregman iterative methods for matrix rank minimization
+Normal rank
@@ Property / cites work @@
+Q2896145
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+Normal rank
@@ Property / cites work @@
+Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
+Normal rank
@@ Property / cites work @@
+``Preconditioning'' for feature selection and regression in high-dimensional problems
+Normal rank
@@ Property / cites work @@
+A Simpler Approach to Matrix Completion
@@ Property / cites work: A Simpler Approach to Matrix Completion / rank @@
+Normal rank
@@ Property / cites work @@
+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
@@ Property / cites work @@
+Estimation of high-dimensional low-rank matrices
@@ Property / cites work: Estimation of high-dimensional low-rank matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix Completion With Deterministic Pattern: A Geometric Perspective
+Normal rank
@@ Property / cites work @@
+Angular synchronization by eigenvectors and semidefinite programming
+Normal rank
@@ Property / cites work @@
+Theory of semidefinite programming for sensor network localization
+Normal rank
@@ Property / cites work @@
+Learning Theory
@@ Property / cites work: Learning Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Guaranteed Matrix Completion via Non-Convex Factorization
+Normal rank
@@ Property / cites work @@
+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
+Normal rank
@@ Property / cites work @@
+Q3161693
@@ Property / cites work: Q3161693 / rank @@
+Normal rank
@@ Property / cites work @@
+Low-Rank Matrix Completion by Riemannian Optimization
+Normal rank
@@ Property / cites work @@
+Guarantees of Riemannian Optimization for Low Rank Matrix Recovery
+Normal rank
@@ Property / cites work @@
+Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
+Normal rank
@@ Property / cites work @@
+Q4637073
@@ Property / cites work: Q4637073 / rank @@
+Normal rank
@@ Property / cites work @@
+Near-Optimal Bounds for Phase Synchronization
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