: Covariance matrices capture correlations that are invaluable in modeling real-life datasets. Using all d2 elements of the covariance (in d dimensions) is costly and could result ...
Many applications arising in a variety of fields can be well illustrated by the task of recovering the low-rank and sparse components of a given matrix. Recently, it is discovered...
We prove generalization error bounds for predicting entries in a partially observed matrix by fitting the observed entries with a low-rank matrix. In justifying the analysis appro...
We analyze a class of estimators based on a convex relaxation for solving highdimensional matrix decomposition problems. The observations are the noisy realizations of the sum of ...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...