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Chapitres (2019), Nonparametric Statistics, Springer, 250, pp. 103-119

Constructing Confidence Sets for the Matrix Completion Problem

CARPENTIER A., KLOPP Olga , LÖFFLER M.

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. and LÖFFLER, M. (2019). Constructing Confidence Sets for the Matrix Completion Problem. In: Nonparametric Statistics. 1st ed. Springer, pp. 103-119.