The DOI matches its Crossref record; 92 of the 92 references it cites were found in a registry or an index.
Matrix estimation by Universal Singular Value Thresholding
Open accessAbstract
Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially after the pioneering works of Emmanuel Candès and collaborators. This paper introduces a simple estimation procedure, called Universal Singular Value Thresholding (USVT), that works for any matrix that has “a little bit of structure.” Surprisingly, this simple estimator achieves the minimax error rate up to a constant factor. The method is applied to solve problems related to low rank matrix estimation, blockmodels, distance matrix completion, latent space models, positive definite matrix completion, graphon estimation and generalized Bradley–Terry models for pairwise comparison.
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Cites
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Hapeman, D. E. (1991) · Technometrics · doi:10.1080/00401706.1991.10484817 · Cited by 9,373
A Singular Value Thresholding Algorithm for Matrix Completion
Cai, J.-F., Candès, E. J., & Shen, Z. (2010) · SIAM Journal on Optimization · doi:10.1137/080738970 · Cited by 5,809
Exact Matrix Completion via Convex Optimization
Candès, E. J., & Recht, B. (2009) · Foundations of Computational Mathematics · doi:10.1007/s10208-009-9045-5 · Cited by 4,877
Adapting to Unknown Smoothness via Wavelet Shrinkage
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Stochastic blockmodels: First steps
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Metadata
- Authors
- Chatterjee, S.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical Statistics
- Published
- 2015-02-01
- Volume
- 43
- Issue
- 1
- Pages
- 177-214
- ISSN
- 0090-5364 (ISSN-L)
- OpenAlex
- W1996023858
- Cited by
- 465
- References
- 92
- FWCI
- 36.66
- Type
- journal article
- Language
- en
- Open access
- bronze
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