Constructing confidence sets for the matrix completion problem
Constructing confidence sets for the matrix completion problem
复制标题
构建矩阵补全问题的置信集
DOI：
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发表时间：
2017
期刊：
影响因子：
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通讯作者：
Matthias Loffler
中科院分区：
文献类型：
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作者：
A. Carpentier;O. Klopp;Matthias Loffler
本文考虑矩阵补全问题的诚实和自适应置信集的构造问题。对于噪声方差已知的伯努利模型，给出了一种构造适应真矩阵秩未知的置信集的可行方法。
In the present note we consider the problem of constructing honest and adaptive confidence sets for the matrix completion problem. For the Bernoulli model with known variance of the noise we provide a realizable method for constructing confidence sets that adapt to the unknown rank of the true matrix.