Flexible low-rank statistical modeling with missing data and side information

DOI10.1214/18-STS642zbMATH Open1397.62180MaRDI QIDQ1799348FDOQ1799348

Authors: William Fithian, Rahul Mazumder 

Publication date: 18 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1525313144

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zbMATH Keywords

matrix factorizationmissing dataconvex optimizationmatrix completionnuclear norm regularization

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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Cited In (11)

• Low-rank model with covariates for count data with missing values
• Collective matrix completion
• Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning
• Adjacency-based regularization for partially ranked data with non-ignorable missing
• Active matrix factorization for surveys
• Using side information to reliably learn low-rank matrices from missing and corrupted observations
• Graph link prediction in computer networks using Poisson matrix factorisation
• Title not available (Why is that?)
• Data fusion using factor analysis and low-rank matrix completion
• Numerical comparisons between Bayesian and frequentist low-rank matrix completion: estimation accuracy and uncertainty quantification
• Main effects and interactions in mixed and incomplete data frames

Uses Software

• PROPACK
• softImpute
• LowRankModels
• Pyglrm
• PhaseLift

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