Noisy low-rank matrix completion with general sampling distribution

DOI10.3150/12-BEJ486zbMath1400.62115arXiv1203.0108MaRDI QIDQ2444669

Olga Klopp

Publication date: 10 April 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0108

zbMATH Keywords

matrix completionunknown variancehigh-dimensional sparse modellow rank matrix estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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