Matrix completion by singular value thresholding: Sharp bounds

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative thresholding methods. In spite of their empirical success, the t...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Electronic journal of statistics Jg. 9; H. 2; S. 2348 - 2369
1. Verfasser:	Klopp, Olga
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Shaker Heights, OH : Institute of Mathematical Statistics 01.01.2015
Schlagworte:	Mathematics Statistics low rank matrix estimation 60B20 15A83 matrix completion 62H12 minimax opti-mality AMS 2000 subject classification: 62J99
ISSN:	1935-7524, 1935-7524
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!