Empirical Bayes matrix completion

DOI10.1016/j.csda.2019.02.006OpenAlexW2963702812WikidataQ128306275 ScholiaQ128306275MaRDI QIDQ2416781

Fumiyasu Komaki, Takeru Matsuda

Publication date: 24 May 2019

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01252

zbMATH Keywords

empirical Bayesmatrix completionexpectation-maximization algorithmsingular value shrinkage

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Matrix completion problems (15A83)

Uses Software

• Manopt
• softImpute

Cites Work

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• Exact matrix completion via convex optimization
• Low-Rank Matrix Completion by Riemannian Optimization
• Manopt, a Matlab toolbox for optimization on manifolds
• A Singular Value Thresholding Algorithm for Matrix Completion
• Singular value shrinkage priors for Bayesian prediction
• A Simpler Approach to Matrix Completion
• Empirical Bayes on vector observations: An extension of Stein's method

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