Simulation comparisons between bayesian and de-biased estimators in low-rank matrix completion

HIGHLIGHTS

• who: The Tien Mai from the (UNIVERSITY) have published the research work: Simulation comparisons between Bayesian and de-biased estimators in low-rank matrix completion, in the Journal: (JOURNAL)
• what: The authors compare Bayesian approaches and a recently introduced de-biased estimator which provides a useful way to build confidence intervals of interest. The authors examine in detail the behaviour of the confidence intervals obtained by the de-biased estimator and the Bayesian credible intervals. For a given rank-r, the authors propose to consider the following prior, called fixed-rank-prior, U.k ~ N . . .
  

   

  

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