Robust Matrix Completion with Heavy-Tailed Noise
From MaRDI portal
Cites work
- A Deterministic Theory of Low Rank Matrix Completion
- A high-dimensional nonparametric multivariate test for mean vector
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- Adaptive Huber Regression
- Asymptotic Theory of Least Absolute Error Regression
- Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data
- Challenging the empirical mean and empirical variance: a deviation study
- Convex and Nonconvex Optimization Are Both Minimax-Optimal for Noisy Blind Deconvolution Under Random Designs
- Empirical properties of asset returns: stylized facts and statistical issues
- Empirical risk minimization for heavy-tailed losses
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Exact matrix completion via convex optimization
- Geometric median and robust estimation in Banach spaces
- Guaranteed Matrix Completion via Non-Convex Factorization
- Guarantees of Riemannian optimization for low rank matrix recovery
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 3599325 (Why is no real title available?)
- Incoherence-Optimal Matrix Completion
- Inference and uncertainty quantification for noisy matrix completion
- Inference for heteroskedastic PCA with missing data
- Leave-One-Out Approach for Matrix Completion: Primal and Dual Analysis
- Loss minimization and parameter estimation with heavy tails
- Low-rank matrix completion and denoising under Poisson noise
- Low-rank matrix completion using alternating minimization
- Low-Rank Matrix Recovery With Scaled Subgradient Methods: Fast and Robust Convergence Without the Condition Number
- Matrix Completion From a Few Entries
- Matrix Completion With Deterministic Pattern: A Geometric Perspective
- Matrix completion with noisy entries and outliers
- Noisy low-rank matrix completion with general sampling distribution
- Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
- Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
- Nonconvex Rectangular Matrix Completion via Gradient Descent Without ℓ₂,∞ Regularization
- Nonconvex Robust Low-Rank Matrix Recovery
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- On the convex geometry of blind deconvolution and matrix completion
- Recovering Low-Rank Matrices From Few Coefficients in Any Basis
- Restricted strong convexity and weighted matrix completion: optimal bounds with noise
- Robust low-rank matrix completion by Riemannian optimization
- Robust low-rank matrix estimation
- Robust matrix completion
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Statistical Inferences of Linear Forms for Noisy Matrix Completion
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
- Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
- Understanding alternating minimization for matrix completion
- Weighted Matrix Completion From Non-Random, Non-Uniform Sampling Patterns
Cited in
(2)
This page was built for publication: Robust Matrix Completion with Heavy-Tailed Noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6970803)
