Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
From MaRDI portal
Publication:5405170
zbMath1436.62204arXiv1009.2118MaRDI QIDQ5405170
Martin J. Wainwright, Sahand N. Negahban
Publication date: 1 April 2014
Full work available at URL: https://arxiv.org/abs/1009.2118
Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Convex programming (90C25) Matrix completion problems (15A83)
Related Items (93)
Matrix Completion Methods for Causal Panel Data Models ⋮ A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery ⋮ Matrix Completion under Low-Rank Missing Mechanism ⋮ Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems ⋮ Convex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reduction ⋮ Low Permutation-rank Matrices: Structural Properties and Noisy Completion ⋮ Model-free Nonconvex Matrix Completion: Local Minima Analysis and Applications in Memory-efficient Kernel PCA ⋮ Color Image Inpainting via Robust Pure Quaternion Matrix Completion: Error Bound and Weighted Loss ⋮ Proximal Markov chain Monte Carlo algorithms ⋮ Tight risk bound for high dimensional time series completion ⋮ Matrix completion via max-norm constrained optimization ⋮ A rank-corrected procedure for matrix completion with fixed basis coefficients ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A graphical approach to the analysis of matrix completion ⋮ Augmented Lagrangian methods for convex matrix optimization problems ⋮ Low rank estimation of smooth kernels on graphs ⋮ Unnamed Item ⋮ Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors ⋮ Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation ⋮ Double instrumental variable estimation of interaction models with big data ⋮ Matrix completion by singular value thresholding: sharp bounds ⋮ Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint ⋮ Matrix completion under complex survey sampling ⋮ Hierarchical clustering and matrix completion for the reconstruction of world input-output tables ⋮ Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution ⋮ Sharp recovery bounds for convex demixing, with applications ⋮ Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression ⋮ Bayesian uncertainty quantification for low-rank matrix completion ⋮ Robust matrix estimations meet Frank-Wolfe algorithm ⋮ Matrix completion with nonconvex regularization: spectral operators and scalable algorithms ⋮ Lasso guarantees for \(\beta \)-mixing heavy-tailed time series ⋮ Importance sampling in signal processing applications ⋮ Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data ⋮ Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis ⋮ Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness ⋮ Adaptive multinomial matrix completion ⋮ Large dimensional latent factor modeling with missing observations and applications to causal inference ⋮ Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression ⋮ A Zero-imputation Approach in Recommendation Systems with Data Missing Heterogeneously ⋮ Inference for low-rank completion without sample splitting with application to treatment effect estimation ⋮ Non-asymptotic approach to varying coefficient model ⋮ RIPless compressed sensing from anisotropic measurements ⋮ Adaptive confidence sets for matrix completion ⋮ Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions ⋮ Von Neumann entropy penalization and low-rank matrix estimation ⋮ Noisy low-rank matrix completion with general sampling distribution ⋮ An Equivalence between Critical Points for Rank Constraints Versus Low-Rank Factorizations ⋮ Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization ⋮ On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming ⋮ A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery ⋮ Matrix concentration inequalities via the method of exchangeable pairs ⋮ Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion ⋮ Cross: efficient low-rank tensor completion ⋮ Outlier detection in networks with missing links ⋮ Max-norm optimization for robust matrix recovery ⋮ Concentration inequalities for matrix martingales in continuous time ⋮ Robust low-rank matrix estimation ⋮ Robust matrix completion ⋮ Regularization and the small-ball method. I: Sparse recovery ⋮ Towards optimal estimation of bivariate isotonic matrices with unknown permutations ⋮ Equivalent Lipschitz surrogates for zero-norm and rank optimization problems ⋮ Estimation of (near) low-rank matrices with noise and high-dimensional scaling ⋮ Unnamed Item ⋮ On factor models with random missing: EM estimation, inference, and cross validation ⋮ Geometric median and robust estimation in Banach spaces ⋮ Numerical comparisons between Bayesian and frequentist low-rank matrix completion: estimation accuracy and uncertainty quantification ⋮ A Schur complement based semi-proximal ADMM for convex quadratic conic programming and extensions ⋮ Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach ⋮ A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers ⋮ Flexible low-rank statistical modeling with missing data and side information ⋮ Practical matrix completion and corruption recovery using proximal alternating robust subspace minimization ⋮ On the exponentially weighted aggregate with the Laplace prior ⋮ Active matrix factorization for surveys ⋮ Matrix optimization based Euclidean embedding with outliers ⋮ Fast global convergence of gradient methods for high-dimensional statistical recovery ⋮ Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization ⋮ Provable accelerated gradient method for nonconvex low rank optimization ⋮ Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data ⋮ Matrix Completion With Covariate Information ⋮ Finding Low-Rank Solutions via Nonconvex Matrix Factorization, Efficiently and Provably ⋮ Regularization and the small-ball method II: complexity dependent error rates ⋮ Spectral thresholding for the estimation of Markov chain transition operators ⋮ Unnamed Item ⋮ Low Rank Estimation of Similarities on Graphs ⋮ Rank regularized estimation of approximate factor models ⋮ Generalized high-dimensional trace regression via nuclear norm regularization ⋮ Structured matrix estimation and completion ⋮ Nonparametric estimation of low rank matrix valued function ⋮ Robust parameter estimation of regression models under weakened moment assumptions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
This page was built for publication: Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
