| Autor: |
Ma, Wanteng, Du, Lilun, Xia, Dong, Yuan, Ming |
| Rok vydání: |
2023 |
| Předmět: |
|
| Druh dokumentu: |
Working Paper |
| Popis: |
Many important tasks of large-scale recommender systems can be naturally cast as testing multiple linear forms for noisy matrix completion. These problems, however, present unique challenges because of the subtle bias-and-variance tradeoff of and an intricate dependence among the estimated entries induced by the low-rank structure. In this paper, we develop a general approach to overcome these difficulties by introducing new statistics for individual tests with sharp asymptotics both marginally and jointly, and utilizing them to control the false discovery rate (FDR) via a data splitting and symmetric aggregation scheme. We show that valid FDR control can be achieved with guaranteed power under nearly optimal sample size requirements using the proposed methodology. Extensive numerical simulations and real data examples are also presented to further illustrate its practical merits. |
| Databáze: |
arXiv |
| Externí odkaz: |
|
