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Causal Matrix Completion

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arxiv 2109.15154 v1 pith:VMPVIQSA submitted 2021-09-30 econ.EM cs.LGmath.STstat.MLstat.TH

classification econ.EMcs.LGmath.STstat.MLstat.TH
keywords matrixcompletioncausaldatarandomasymptoticconfoundersconsistency
verification ladder T0 review T1 audit T2 compute T3 formal
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Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is revealed at random, independent of everything else, with uniform probability. This is likely unrealistic due to the presence of "latent confounders", i.e., unobserved factors that determine both the entries of the underlying matrix and the missingness pattern in the observed matrix. For example, in the context of movie recommender systems -- a canonical application for matrix completion -- a user who vehemently dislikes horror films is unlikely to ever watch horror films. In general, these confounders yield "missing not at random" (MNAR) data, which can severely impact any inference procedure that does not correct for this bias. We develop a formal causal model for matrix completion through the language of potential outcomes, and provide novel identification arguments for a variety of causal estimands of interest. We design a procedure, which we call "synthetic nearest neighbors" (SNN), to estimate these causal estimands. We prove finite-sample consistency and asymptotic normality of our estimator. Our analysis also leads to new theoretical results for the matrix completion literature. In particular, we establish entry-wise, i.e., max-norm, finite-sample consistency and asymptotic normality results for matrix completion with MNAR data. As a special case, this also provides entry-wise bounds for matrix completion with MCAR data. Across simulated and real data, we demonstrate the efficacy of our proposed estimator.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Local Asymptotic Power of Honest Confidence Intervals

    econ.EM 2026-07 accept novelty 6.5 of 10

    Honest bias-aware confidence intervals have zero local asymptotic power when the bias bound dominates the sampling rate, a loss intrinsic to honesty itself rather than any particular construction.

  2. Two-Sided Nearest Neighbors: An adaptive and minimax optimal procedure for matrix completion

    stat.ML 2024-11 reject novelty 6.0 of 10

    A two-sided nearest-neighbor estimator is claimed to match the oracle minimax rate for matrix completion under Holder-smooth, possibly non-Lipschitz latent factor models, even when entries are missing not at random.

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