Matrix completion via max-norm constrained optimization

DOI10.1214/16-EJS1147zbMath1342.62091arXiv1303.0341OpenAlexW1545868355MaRDI QIDQ302432

T. Tony Cai, Wen-Xin Zhou

Publication date: 5 July 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.0341

zbMATH Keywords

matrix completionsparsitycompressed sensinglow-rank matrixmax-norm constrained minimizationminimax optimalitynon-uniform sampling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Matrix completion problems (15A83)

Related Items

Matrix Completion under Low-Rank Missing Mechanism, Geometric inference for general high-dimensional linear inverse problems, Unnamed Item, Matrix completion by singular value thresholding: sharp bounds, Recovery of low-rank matrices based on the rank null space properties, Matrix completion under complex survey sampling, Covariate-assisted matrix completion with multiple structural breaks, Adaptive multinomial matrix completion, Adaptive confidence sets for matrix completion, Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization, Cross: efficient low-rank tensor completion, Max-norm optimization for robust matrix recovery, Robust matrix completion, Deterministic Tensor Completion with Hypergraph Expanders, Online optimization for max-norm regularization, Robust Schatten-\(p\) norm based approach for tensor completion, Matrix Completion With Covariate Information, Regularization and the small-ball method II: complexity dependent error rates, Structured matrix estimation and completion

Uses Software

• GADMM

Cites Work

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