A Characterization of Deterministic Sampling Patterns for Low-Rank Matrix Completion

Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An incomplete $d \times N$ matrix is finitely rank-$r$ completable if there are at most finitely many rank-$r$ matrices that agree with all its observed entries. Finite completability is the tipping point in LRMC, as a few additional samples of a finitely completable matrix guarantee its unique completability. The main contribution of this paper is a deterministic sampling condition for finite completability. We use this to also derive deterministic sampling conditions for unique completability that can be efficiently verified. We also show that under uniform random sampling schemes, these conditions are satisfied with high probability if $O(\max\{r,\log d\})$ entries per column are observed. These findings have several implications on LRMC regarding lower bounds, sample and computational complexity, the role of coherence, adaptive settings and the validation of any completion algorithm. We complement our theoretical results with experiments that support our findings and motivate future analysis of uncharted sampling regimes.Comment: This update corrects an error in version 2 of this paper, where we erroneously assumed that columns with more than r+1 observed entries would yield multiple independent constraint

The algebraic combinatorial approach for low-rank matrix completion

We propose an algebraic combinatorial framework for the problem of completing partially observed low-rank matrices. We show that the intrinsic properties of the problem, including which entries can be reconstructed, and the degrees of freedom in the reconstruction, do not depend on the values of the observed entries, but only on their position. We associate combinatorial and algebraic objects, differentials and matroids, which are descriptors of the particular reconstruction task, to the set of observed entries, and apply them to obtain reconstruction bounds. We show how similar techniques can be used to obtain reconstruction bounds on general compressed sensing problems with algebraic compression constraints. Using the new theory, we develop several algorithms for low-rank matrix completion, which allow to determine which set of entries can be potentially reconstructed and which not, and how, and we present algorithms which apply algebraic combinatorial methods in order to reconstruct the missing entries

Matrix Completion for the Independence Model

We investigate the problem of completing partial matrices to rank-one matrices in the standard simplex ∆mn−1. The motivation for studying this problem comes from statistics: A lack of eligible completion can provide a falsification test for partial observations to come from the independence model. For each pattern of specified entries, we give equations and inequalities which are satisfied if and only if an eligible completion exists. We also describe the set of valid completions, and we optimize over this set