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**1 - 2**of**2**### Probabilistic Low-Rank Matrix Completion from Quantized Measurements

, 2016

"... Abstract We consider the recovery of a low rank real-valued matrix M given a subset of noisy discrete (or quantized) measurements. Such problems arise in several applications such as collaborative filtering, learning and content analytics, and sensor network localization. We consider constrained ma ..."

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Abstract We consider the recovery of a low rank real-valued matrix M given a subset of noisy discrete (or quantized) measurements. Such problems arise in several applications such as collaborative filtering, learning and content analytics, and sensor network localization. We consider constrained maximum likelihood estimation of M , under a constraint on the entrywise infinity-norm of M and an exact rank constraint. We provide upper bounds on the Frobenius norm of matrix estimation error under this model. Previous theoretical investigations have focused on binary (1-bit) quantizers, and been based on convex relaxation of the rank. Compared to the existing binary results, our performance upper bound has faster convergence rate with matrix dimensions when the fraction of revealed observations is fixed. We also propose a globally convergent optimization algorithm based on low rank factorization of M and validate the method on synthetic and real data, with improved performance over previous methods.

### Error Bounds for Maximum Likelihood Matrix Completion Under Sparse Factor Models

"... Abstract—This paper examines a general class of matrix completion tasks where entry wise observations of the matrix are subject to random noise or corruption. Our particular focus here is on settings where the matrix to be estimated follows a sparse factor model, in the sense that it may be expresse ..."

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Abstract—This paper examines a general class of matrix completion tasks where entry wise observations of the matrix are subject to random noise or corruption. Our particular focus here is on settings where the matrix to be estimated follows a sparse factor model, in the sense that it may be expressed as the product of two matrices, one of which is sparse. We analyze the performance of a sparsity-penalized maximum likelihood approach to such problems to provide a general-purpose estimation result applicable to any of a number of noise/corruption models, and describe its implications in two stylized scenarios – one characterized by additive Gaussian noise, and the other by highly-quantized one-bit observations. We also provide some supporting empirical evidence to validate our theoretical claims in the Gaussian setting. Index Terms—Complexity regularization, matrix completion, maxi-mum likelihood, sparse estimation I.