Ontology highlight
ABSTRACT:
SUBMITTER: Chen Y
PROVIDER: S-EPMC6859358 | biostudies-literature | 2019 Nov
REPOSITORIES: biostudies-literature
Proceedings of the National Academy of Sciences of the United States of America 20191030 46
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 valid and short confidence interval for an unseen entry). This paper takes a substantial step toward addressing such tasks. We develop a simple p ...[more]