Matrix denoising and completion based on Kronecker product approximation-葡萄牙vs塞尔维亚比赛直播 经济学院统计学与数据科学系

Matrix denoising and completion based on Kronecker product approximation


肖寒,罗格斯大学统计系教授和研究生部联合主任;于2011年在芝加哥大学获得统计学博士学位,2006年在新加坡国立大学获得统计和应用概率硕士学位,2003在北京大学获得数学学士学位。他的研究方向包括复杂时间序列的建模与分析、高维统计;目前担任Statistica Sinica的编委。


We consider the problem of matrix denoising and completion induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a few Kronecker products of matrices, which we refer to as the Kronecker product approximation (KoPA). Because the Kronecker product is an extension of the outer product from vectors to matrices, KoPA extends the low rank matrix approximation, and includes it as a special case. Comparing with the latter, KoPA also offers a greater flexibility, since it allows the user to choose the configuration, which are the dimensions of the two smaller matrices forming the Kronecker product. On the other hand, the configuration to be used is usually unknown, and needs to be determined from the data in order to achieve the optimal balance between accuracy and parsimony. We propose to use extended information criteria to select the configuration. Under the paradigm of high dimensional analysis, we show that the proposed procedure is able to select the true configuration with probability tending to one, under suitable conditions on the signal-to-noise ratio. We demonstrate the superiority of KoPA over the low rank approximations through numerical studies, and several benchmark image examples.

时间:2023-07-26 (Wednesday) 16:40-18:00
主办单位:葡萄牙vs塞尔维亚比赛直播 经济学院、王亚南经济研究院、邹至庄经济研究院
承办单位:葡萄牙vs塞尔维亚比赛直播 经济学院统计学与数据科学系