Structured matrix estimation and completion

Research output: Contribution to journalArticlepeer-review

Abstract

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, biclustering 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.

Original languageEnglish
Pages (from-to)3883-3911
Number of pages29
JournalBernoulli
Volume25
Issue number4B
DOIs
Publication statusPublished - 1 Jan 2019
Externally publishedYes

Keywords

  • Matrix completion
  • Matrix estimation
  • Minimax optimality
  • Mixture model
  • Stochastic block model

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