Constructing confidence sets for the matrix completion problem

Alexandra Carpentier; Matthias L\"offler (CAM); Modal'x); Olga Klopp (CREST

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Constructing confidence sets for the matrix completion problem

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arxiv 1704.02760 v1 pith:QG6GYSXH submitted 2017-04-10 math.ST stat.TH

Alexandra Carpentier , Olga Klopp (CREST , MODAL'X) , Matthias Löffler (CAM) This is my paper

classification math.STstat.TH

keywords confidenceconstructingmatrixproblemsetscompletionadaptadaptive

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In the present note we consider the problem of constructing honest and adaptive confidence 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.

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