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• W2767184408 abstract "This article investigates the problem of matrix completion from the corrupted data, when the additional covariates are available. Despite being seldomly considered in the matrix completion literature, these covariates often provide valuable information for completing the unobserved entries of the high-dimensional target matrix A0. Given a covariate matrix X with its rows representing the row covariates of A0, we consider a column-space-decomposition model A0 = Xβ0 + B0, where β0 is a coefficient matrix and B0 is a low-rank matrix orthogonal to X in terms of column space. This model facilitates a clear separation between the interpretable covariate effects (Xβ0) and the flexible hidden factor effects (B0). Besides, our work allows the probabilities of observation to depend on the covariate matrix, and hence a missing-at-random mechanism is permitted. We propose a novel penalized estimator for A0 by utilizing both Frobenius-norm and nuclear-norm regularizations with an efficient and scalable algorithm. Asymptotic convergence rates of the proposed estimators are studied. The empirical performance of the proposed methodology is illustrated via both numerical experiments and a real data application." @default.
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• W2767184408 date "2018-06-28" @default.
• W2767184408 modified "2023-09-25" @default.
• W2767184408 title "Matrix Completion With Covariate Information" @default.
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• W2767184408 doi "https://doi.org/10.1080/01621459.2017.1389740" @default.
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