An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution

DOI10.5705/ss.202016.0103zbMath1394.62065arXiv1502.04654OpenAlexW2963695036MaRDI QIDQ4571213

Alexandra Carpentier, Arlene K. H. Kim

Publication date: 6 July 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04654

zbMATH Keywords

inverse problemdesignnumerical methodslimiting distributionuncertainty quantificationlow rank matrix recoveryhigh dimensional statistical inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Matrix completion by singular value thresholding: sharp bounds ⋮ Matrix completion under complex survey sampling ⋮ Modewise operators, the tensor restricted isometry property, and low-rank tensor recovery ⋮ Spectral thresholding for the estimation of Markov chain transition operators

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