Année
2019
Auteurs
KLOPP Olga, CARPENTIER A., LÖFFLER M.
Abstract
In the present chapter we consider the problem of constructing honest and adaptive confi- dence 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.
CARPENTIER, A., KLOPP, O. et LÖFFLER, M. (2019). Constructing Confidence Sets for the Matrix Completion Problem. Dans: Nonparametric Statistics. 1st ed. Springer, pp. 103-119.