【摘 要】
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Problems that require estimating high-dimensional matrices from noisy and/or incomplete observations arise frequently in statistics.Examples include dimensi
【机 构】
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DepartmentofStatistics,UCBerkeleyBerkeley,CaliforniaUSA
【出 处】
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The Third IMS-China International Conference on Statistics a
论文部分内容阅读
Problems that require estimating high-dimensional matrices from noisy and/or incomplete observations arise frequently in statistics.Examples include dimensionality reduction methods (e.g., principal components and canonical correlation),collaborative filtering and matrix completion (e.g., Netflix and other recommender systems), multivariate regression, estimation of time-series models, and graphical model learning, When the sample size is less than the matrix dimensions, all of these problems are ill-posed, so that some type of structure is required in order to obtain interesting results.
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