A graphical approach to the analysis of matrix completion

Tingni Sun; Cun Hui Zhang

doi:10.1016/j.spa.2016.04.007

A graphical approach to the analysis of matrix completion

Tingni Sun, Cun Hui Zhang

School of Arts and Sciences, Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

This paper considers the problem of matrix completion, which is to recover a d₁×d₂ matrix from observations in a small proportion of indices. We study the nuclear norm minimization method with the restriction of matching the observed entries. Under certain coherence conditions, we prove that the required sample size is of order r²dlogd via a graphical approach, where d=d₁+d₂ and r is the rank of the target matrix.

Original language	English (US)
Pages (from-to)	3935-3951
Number of pages	17
Journal	Stochastic Processes and their Applications
Volume	126
Issue number	12
DOIs	https://doi.org/10.1016/j.spa.2016.04.007
State	Published - Dec 1 2016

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1016/j.spa.2016.04.007

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A graphical approach to the analysis of matrix completion

Abstract

All Science Journal Classification (ASJC) codes

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