Bayesian Methods for Low-Rank Matrix Estimation: Short Survey and Theoretical Study
暂无分享,去创建一个
[1] G. Reinsel,et al. Multivariate Reduced-Rank Regression: Theory and Applications , 1998 .
[2] Emmanuel J. Candès,et al. Matrix Completion With Noise , 2009, Proceedings of the IEEE.
[3] Emmanuel J. Candès,et al. The Power of Convex Relaxation: Near-Optimal Matrix Completion , 2009, IEEE Transactions on Information Theory.
[4] Arnak S. Dalalyan,et al. Sparse Regression Learning by Aggregation and Langevin Monte-Carlo , 2009, COLT.
[5] T. W. Anderson. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions , 1951 .
[6] A. Tsybakov,et al. Estimation of high-dimensional low-rank matrices , 2009, 0912.5338.
[7] A. Izenman. Reduced-rank regression for the multivariate linear model , 1975 .
[8] Neil D. Lawrence,et al. Non-linear matrix factorization with Gaussian processes , 2009, ICML '09.
[9] Emmanuel J. Candès,et al. Exact Matrix Completion via Convex Optimization , 2009, Found. Comput. Math..
[10] V. Koltchinskii,et al. Oracle inequalities in empirical risk minimization and sparse recovery problems , 2011 .
[11] Richard Paap,et al. Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration , 1998 .
[12] M. Wegkamp,et al. Optimal selection of reduced rank estimators of high-dimensional matrices , 2010, 1004.2995.
[13] John Shawe-Taylor,et al. A PAC analysis of a Bayesian estimator , 1997, COLT '97.
[14] Sumio Watanabe,et al. Stochastic complexities of reduced rank regression in Bayesian estimation , 2005, Neural Networks.
[15] Jean-Yves Audibert,et al. Robust linear least squares regression , 2010, 1010.0074.
[16] L. Carin,et al. Nonparametric Bayesian matrix completion , 2010, 2010 IEEE Sensor Array and Multichannel Signal Processing Workshop.
[17] Lawrence Carin,et al. A nonparametric Bayesian model for kernel matrix completion , 2010, 2010 IEEE International Conference on Acoustics, Speech and Signal Processing.
[18] Yee Whye Teh,et al. Variational Bayesian Approach to Movie Rating Prediction , 2007, KDD 2007.
[19] David Gross,et al. Recovering Low-Rank Matrices From Few Coefficients in Any Basis , 2009, IEEE Transactions on Information Theory.
[20] Aggelos K. Katsaggelos,et al. Low-rank matrix completion by variational sparse Bayesian learning , 2011, 2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).
[21] Arnak S. Dalalyan,et al. Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity , 2008, Machine Learning.
[22] Ruslan Salakhutdinov,et al. Bayesian probabilistic matrix factorization using Markov chain Monte Carlo , 2008, ICML '08.
[23] Herman K. van Dijk,et al. On the Shape of the Likelihood/Posterior in Cointegration Models , 1994, Econometric Theory.
[24] Jacques H. Dreze,et al. Bayesian Limited Information Analysis of the Simultaneous Equations Model , 1976 .
[25] Miki Aoyagi,et al. Desingularization and the Generalization Error of Reduced Rank Regression in Bayesian Estimation , 2004 .
[26] Pierre Alquier,et al. Rank penalized estimation of a quantum system , 2012, 1206.1711.
[27] Yihong Gong,et al. Large-scale collaborative prediction using a nonparametric random effects model , 2009, ICML '09.
[28] Olivier Catoni,et al. Statistical learning theory and stochastic optimization , 2004 .
[29] Anton Schwaighofer,et al. Learning Gaussian processes from multiple tasks , 2005, ICML.
[30] Karim Lounici,et al. Pac-Bayesian Bounds for Sparse Regression Estimation with Exponential Weights , 2010, 1009.2707.
[31] J. Geweke,et al. Bayesian reduced rank regression in econometrics , 1996 .
[32] Frank Kleibergen,et al. BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES , 1998, Econometric Theory.
[33] Jukka Corander,et al. Bayesian assessment of dimensionality in reduced rank regression , 2004 .
[34] David A. McAllester. Some PAC-Bayesian Theorems , 1998, COLT' 98.
[35] R. Salakhutdinov,et al. Bayesian Probabilistic Matrix Factorization: A User Frequency Analysis , 2014, 1407.7840.
[36] A. V. D. Vaart. Asymptotic Statistics: Delta Method , 1998 .
[37] Luc Bauwens,et al. Identification restrictions and posterior densities in cointegrated Gaussian VAR system , 1996 .
[38] O. Klopp. Rank penalized estimators for high-dimensional matrices , 2011, 1104.1244.
[39] A. V. D. Vaart,et al. Asymptotic Statistics: Frontmatter , 1998 .
[40] A. Dalalyan,et al. Sharp Oracle Inequalities for Aggregation of Affine Estimators , 2011, 1104.3969.
[41] Padhraic Smyth,et al. KDD Cup and workshop 2007 , 2007, SKDD.
[42] V. Koltchinskii,et al. Nuclear norm penalization and optimal rates for noisy low rank matrix completion , 2010, 1011.6256.
[43] M. Yuan,et al. Dimension reduction and coefficient estimation in multivariate linear regression , 2007 .