Inference and uncertainty quantification for noisy matrix completion [Applied Mathematics]

Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite remarkable progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of the obtained estimates and how to perform efficient statistical inference on the unknown matrix (e.g., constructing a...
Source: Proceedings of the National Academy of Sciences - Category: Science Authors: Tags: Physical Sciences Source Type: research