- Volume 25, Number 4B (2019), 3883-3911.
Structured matrix estimation and completion
We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the Gaussian mixture model, mixed membership model, bi-clustering model and dictionary learning. We establish the optimal convergence rates in a minimax sense for estimation of the signal matrix under the Frobenius norm and under the spectral norm. As a consequence of our general result we obtain minimax optimal rates of convergence for various special models.
Bernoulli, Volume 25, Number 4B (2019), 3883-3911.
Received: September 2017
Revised: February 2019
First available in Project Euclid: 25 September 2019
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Klopp, Olga; Lu, Yu; Tsybakov, Alexandre B.; Zhou, Harrison H. Structured matrix estimation and completion. Bernoulli 25 (2019), no. 4B, 3883--3911. doi:10.3150/19-BEJ1114. https://projecteuclid.org/euclid.bj/1569398788
- Supplement to “Structured matrix estimation and completion”. We provide the remaining proofs in the supplementary material .