A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution

DOI10.1214/15-EJS1020zbMath1317.62050arXiv1408.5820MaRDI QIDQ2340879

Pierre Alquier, The Tien Mai

Publication date: 21 April 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.5820

zbMATH Keywords

Bayesian analysis; matrix completion; Gibbs sampler; oracle inequality; low-rank matrix; PAC-Bayesian bounds

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J12: Generalized linear models (logistic models)

60B20: Random matrices (probabilistic aspects)

68T05: Learning and adaptive systems in artificial intelligence

15B52: Random matrices (algebraic aspects)

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Uses Software

• tmvtnorm
• Jellyfish

Cites Work

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