Leveraging Shared Factor Structures for Enhanced Matrix Completion with Nonconvex Penalty Regularization
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912310993354752 |
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| author | A, Yuanhong Fan, Xinyan Jing, Bingyi Zhang, Bo |
| author_facet | A, Yuanhong Fan, Xinyan Jing, Bingyi Zhang, Bo |
| contents | This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development in matrix completion, the potential relationship between observed data and missing indicators has largely been overlooked. To address this gap, we propose a joint modeling framework for the observed data and missing indicators within the context of a generalized factor model and derive the asymptotic limit distribution of the estimators. Furthermore, to tackle the rank estimation problem for model specification, we employ matrix nonconvex penalty regularization and establish nonasymptotic probability guarantees for the Oracle property. The theoretical results are validated through extensive simulation studies and real-world data analysis, demonstrating the effectiveness of the proposed method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_04020 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Leveraging Shared Factor Structures for Enhanced Matrix Completion with Nonconvex Penalty Regularization A, Yuanhong Fan, Xinyan Jing, Bingyi Zhang, Bo Methodology This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development in matrix completion, the potential relationship between observed data and missing indicators has largely been overlooked. To address this gap, we propose a joint modeling framework for the observed data and missing indicators within the context of a generalized factor model and derive the asymptotic limit distribution of the estimators. Furthermore, to tackle the rank estimation problem for model specification, we employ matrix nonconvex penalty regularization and establish nonasymptotic probability guarantees for the Oracle property. The theoretical results are validated through extensive simulation studies and real-world data analysis, demonstrating the effectiveness of the proposed method. |
| title | Leveraging Shared Factor Structures for Enhanced Matrix Completion with Nonconvex Penalty Regularization |
| topic | Methodology |
| url | https://arxiv.org/abs/2504.04020 |