May 14, 2013, 4:00pm
Jing Hong, Department of Mathematics, University of Washington
Low Rank Estimation for Matrices with Missing Diagonal
Abstract: A matrix completion problem is a matrix estimation problem where the data is a subset of the matrix entries. Such problems arise in many applications, e.g., international commerce, customer service (products/service rating analysis) and image recovery. Our study focuses on problem coming from international commerce where the diagonal entries in the model have no meaning and so are not given. Nonetheless, we wish to estimate this matrix by a low rank matrix. We present several algorithmic approaches to solving this estimation problem and present the results of our numerical experimentation.