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Low Permutation-Rank Matrices: Structural Properties and Noisy Completion

  • Jun 1, 2018
  • Nihar B Shah +2 more
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Abstract

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming that the underlying matrix has low rank, or is well-approximated by a low rank matrix. In this paper, we first identify how the classical non-negative rank model enforces restrictions that may be undesirable in practice. We propose a richer model based on what we term the “permutation-rank” of a matrix and show how the restrictions due to classical low rank assumptions can be avoided by using the richer permutation-rank model. We establish information-theoretic lower bounds on the rates of estimation, and design an estimator which we prove is simultaneously optimal (up to logarithmic factors) for both the permutation-rank and the low-rank models. Our results thus show that the proposed permutation-rank model and estimator enjoy a surprising win-win in terms of the statistical bias-variance tradeoff as compared to the classical low-rank models. An extended version of this paper is available on arXiv [1].

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