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Error-Minimizing Estimates and Universal Entry-Wise Error Bounds for Low-Rank Matrix Completion
Franz J Kiraly · Louis Theran

Sat Dec 07 07:00 PM -- 11:59 PM (PST) @ Harrah's Special Events Center, 2nd Floor

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.

Author Information

Franz J Kiraly (TU Berlin)
Louis Theran (Freie Universit├Ąt Berlin)

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