Adaptive confidence sets for matrix completion

DOI10.3150/17-BEJ933zbMath1419.62109arXiv1608.04861OpenAlexW2512535434MaRDI QIDQ1708972

Matthias Löffler, Alexandra Carpentier, Richard Nickl, Olga Klopp

Publication date: 27 March 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.04861

zbMATH Keywords

matrix completionadaptivityconfidence setsunknown varianceminimax hypothesis testinglow rank recovery

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Tight risk bound for high dimensional time series completion ⋮ Comments on: ``High-dimensional simultaneous inference with the bootstrap

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