Matrix Estimation by Universal Singular Value Thresholding
I first encountered matrix completion duing undergrad in Advance Operations course. So I thought it was history well-solved problem. Turns out well, amazing papers still emerge over the past years: Matrix Estimation by Universal Singular Value Thresholding (USVT) Sourav Chatterjee The Annals of Statistics (2015) Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries....

