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Title: Obtaining error-minimizing estimates and universal entry-wise error bounds for low-rank matrix completion
Authors: Király, Franz J.Theran, Louis
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Issue Date: 2013
Published in: Oberwolfach Preprints (OWP), Volume 2013-12, ISSN 1864-7596
Publisher: Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach
Abstract: We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising it; and a priori bounds on the error of each entry, individually. In the noiseless case our algorithm is exact. For rank-one matrices, the new algorithm is fast, admits a highly-parallel implementation, and produces an error minimizing estimate that is qualitatively close to our theoretical and the state-of-the-art Nuclear Norm and OptSpace methods.
DDC: 510
License: CC BY-SA 3.0 US
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