Flexible low-rank statistical modeling with missing data and side information

DOI10.1214/18-STS642zbMath1397.62180MaRDI QIDQ1799348

Rahul Mazumder, William Fithian

Publication date: 18 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1525313144

zbMATH Keywords

convex optimizationmatrix completionmissing datamatrix factorizationnuclear norm regularization

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

Related Items

Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning ⋮ Unnamed Item ⋮ Graph link prediction in computer networks using Poisson matrix factorisation ⋮ Unnamed Item ⋮ Low-rank model with covariates for count data with missing values ⋮ Numerical comparisons between Bayesian and frequentist low-rank matrix completion: estimation accuracy and uncertainty quantification ⋮ Main effects and interactions in mixed and incomplete data frames ⋮ Active matrix factorization for surveys

Uses Software

• PROPACK
• softImpute
• LowRankModels
• Pyglrm
• PhaseLift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Smooth minimization of non-smooth functions
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• First-order methods of smooth convex optimization with inexact oracle
• Modeling item-item similarities for personalized recommendations on Yahoo! front page
• Adaptive multinomial matrix completion
• Multivariate reduced-rank regression
• Introductory lectures on convex optimization. A basic course.
• 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
• Penalized discriminant analysis
• A principal component method to impute missing values for mixed data
• Seismic data reconstruction via matrix completion
• Local minima and convergence in low-rank semidefinite programming
• Correspondence analysis of incomplete contingency tables
• Exact matrix completion via convex optimization
• Generalized Low Rank Models
• A Max-Norm Constrained Minimization Approach to 1-Bit Matrix Completion
• An Extended Frank--Wolfe Method with “In-Face” Directions, and Its Application to Low-Rank Matrix Completion
• Robust principal component analysis?
• Low-Rank Optimization on the Cone of Positive Semidefinite Matrices
• Reduced-rank vector generalized linear models
• Inference and missing data
• Probabilistic Principal Component Analysis
• Bilinear Generalized Approximate Message Passing—Part I: Derivation
• Bilinear Generalized Approximate Message Passing—Part II: Applications
• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
• 1-Bit matrix completion
• Matrix Completion From a Few Entries
• The Power of Convex Relaxation: Near-Optimal Matrix Completion
• Certifiably Optimal Low Rank Factor Analysis
• Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
• Learning Theory
• Low-rank matrix completion using alternating minimization
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Phase Retrieval via Matrix Completion