CI_mc: compute the confidence intervals (CIs) from the de-biased...

In dbMC: Confidence Interval for Matrix Completion via De-Biased Estimator

Description

This function returns a CI for an entries of interest with a significant level alpha

Usage

CI_mc(i, j, alpha = 0.05, missfrac, X.db, est_rank, sigma2 = 1)

Arguments

i	the row index of the interest entry X_i,j
j	the row index of the interest entry X_i,j
alpha	confidence level, default is 0.05
missfrac	the missing proportion in the underlying matrix. It is the total of missing entries over total entries.
X.db	the de-biased estimated matrix from the 'dbmc' function.
est_rank	the (estimated) low-rank of the underlying matrix or the rank of the de-biased estimator.
sigma2	the noise-variance level.

Value

CI confidence interval.

(i,j) the location of the entry at i-th row and j-th column.

v.ij the estimated variance of the limiting Gaussian distribution.

References

Chen et al (2019). Inference and uncertainty quantification for noisy matrix completion. PNAS, 116(46), 22931-22937.

dbMC documentation built on July 20, 2021, 9:08 a.m.