Matrix estimation by universal singular value thresholding

DOI10.1214/14-AOS1272zbMath1308.62038arXiv1212.1247OpenAlexW1996023858MaRDI QIDQ2338924

Publication date: 27 March 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.1247

zbMATH Keywords

singular value decomposition matrix completion covariance matrix distance matrix matrix estimation latent space model graphons low rank matrices sochastic blockmodel

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Graph theory (05C99)

Related Items

Heteroskedastic PCA: algorithm, optimality, and applications ⋮ Isotonic regression with unknown permutations: statistics, computation and adaptation ⋮ Estimation of Subgraph Densities in Noisy Networks ⋮ On Robustness of Principal Component Regression ⋮ An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls ⋮ Hierarchical Community Detection by Recursive Partitioning ⋮ Biwhitening Reveals the Rank of a Count Matrix ⋮ Low Permutation-rank Matrices: Structural Properties and Noisy Completion ⋮ Model-free Nonconvex Matrix Completion: Local Minima Analysis and Applications in Memory-efficient Kernel PCA ⋮ Adaptive shrinkage of singular values ⋮ Reconstruction of line-embeddings of graphons ⋮ Asymptotically efficient estimators for stochastic blockmodels: the naive MLE, the rank-constrained MLE, and the spectral estimator ⋮ Geometric inference for general high-dimensional linear inverse problems ⋮ 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation ⋮ Iterative Collaborative Filtering for Sparse Matrix Estimation ⋮ A graphical approach to the analysis of matrix completion ⋮ A Nonlinear Matrix Decomposition for Mining the Zeros of Sparse Data ⋮ Variational Bayes model averaging for graphon functions and motif frequencies inference in \(W\)-graph models ⋮ Asymptotic performance of PCA for high-dimensional heteroscedastic data ⋮ Unnamed Item ⋮ A spectral algorithm with additive clustering for the recovery of overlapping communities in networks ⋮ Universally consistent vertex classification for latent positions graphs ⋮ Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels ⋮ Optimal singular value shrinkage for operator norm loss: extending to non-square matrices ⋮ Matrix completion by singular value thresholding: sharp bounds ⋮ Modularity Maximization for Graphons ⋮ Using Maximum Entry-Wise Deviation to Test the Goodness of Fit for Stochastic Block Models ⋮ High-dimensional latent panel quantile regression with an application to asset pricing ⋮ \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise ⋮ Matrix means and a novel high-dimensional shrinkage phenomenon ⋮ Graphon estimation via nearest‐neighbour algorithm and two‐dimensional fused‐lasso denoising ⋮ Detection thresholds in very sparse matrix completion ⋮ Random perturbation of low rank matrices: improving classical bounds ⋮ Central limit theorems for classical multidimensional scaling ⋮ Network Effects in Default Clustering for Large Systems ⋮ Algorithmic Regularization in Model-Free Overparametrized Asymmetric Matrix Factorization ⋮ Optimal permutation estimation in crowdsourcing problems ⋮ Universal rank inference via residual subsampling with application to large networks ⋮ Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules ⋮ Entropic Optimal Transport on Random Graphs ⋮ Worst-case versus average-case design for estimation from partial pairwise comparisons ⋮ Entrywise eigenvector analysis of random matrices with low expected rank ⋮ Random geometric graph: some recent developments and perspectives ⋮ Euclidean Representation of Low-Rank Matrices and Its Geometric Properties ⋮ Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals ⋮ Estimates of matrix solutions of operator equations with random parameters under uncertainties ⋮ Link Prediction for Egocentrically Sampled Networks ⋮ A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond ⋮ Projective, sparse and learnable latent position network models ⋮ A Zero-imputation Approach in Recommendation Systems with Data Missing Heterogeneously ⋮ Vertex nomination, consistent estimation, and adversarial modification ⋮ On sparsity, power-law, and clustering properties of graphex processes ⋮ High-dimensional estimation with geometric constraints: Table 1. ⋮ Estimation of Monge matrices ⋮ Posterior contraction rates for stochastic block models ⋮ Adaptive confidence sets for matrix completion ⋮ Bayesian estimation of the latent dimension and communities in stochastic blockmodels ⋮ Consistency and asymptotic normality of stochastic block models estimators from sampled data ⋮ Optimal rates of statistical seriation ⋮ A singular value thresholding with diagonal-update algorithm for low-rank matrix completion ⋮ Co-clustering separately exchangeable network data ⋮ A note on exploratory item factor analysis by singular value decomposition ⋮ Maximum likelihood estimation of sparse networks with missing observations ⋮ Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics ⋮ Simple, Robust and Optimal Ranking from Pairwise Comparisons ⋮ Sparse exchangeable graphs and their limits via graphon processes ⋮ Towards optimal estimation of bivariate isotonic matrices with unknown permutations ⋮ Statistical inference on random dot product graphs: a survey ⋮ Optimal change point detection and localization in sparse dynamic networks ⋮ Variational Inference for Stochastic Block Models From Sampled Data ⋮ Unnamed Item ⋮ A goodness-of-fit test for stochastic block models ⋮ Adaptive estimation of nonparametric geometric graphs ⋮ Minimax rates in network analysis: graphon estimation, community detection and hypothesis testing ⋮ Network representation using graph root distributions ⋮ Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees ⋮ Network Cross-Validation for Determining the Number of Communities in Network Data ⋮ Rate-optimal graphon estimation ⋮ Consistent nonparametric estimation for heavy-tailed sparse graphs ⋮ Vertex nomination: the canonical sampling and the extended spectral nomination schemes ⋮ Goodness of Fit of Logistic Regression Models for Random Graphs ⋮ Intelligent Initialization and Adaptive Thresholding for Iterative Matrix Completion: Some Statistical and Algorithmic Theory forAdaptive-Impute ⋮ Low-Rank Approximation and Completion of Positive Tensors ⋮ Optimal graphon estimation in cut distance ⋮ Unnamed Item ⋮ Optimal adaptivity of signed-polygon statistics for network testing ⋮ Structured matrix estimation and completion ⋮ Nonparametric estimation of low rank matrix valued function ⋮ Random graph asymptotics for treatment effect estimation under network interference ⋮ Unnamed Item ⋮ Low-rank matrix completion via preconditioned optimization on the Grassmann manifold ⋮ Why Are Big Data Matrices Approximately Low Rank?

Uses Software

Cites Work