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Mathematics > Statistics Theory

Title: Optimal rates for ranking a permuted isotonic matrix in polynomial time

Abstract: We consider a ranking problem where we have noisy observations from a matrix with isotonic columns whose rows have been permuted by some permutation $\pi$ *. This encompasses many models, including crowd-labeling and ranking in tournaments by pair-wise comparisons. In this work, we provide an optimal and polynomial-time procedure for recovering $\pi$ * , settling an open problem in [7]. As a byproduct, our procedure is used to improve the state-of-the art for ranking problems in the stochastically transitive model (SST). Our approach is based on iterative pairwise comparisons by suitable data-driven weighted means of the columns. These weights are built using a combination of spectral methods with new dimension-reduction techniques. In order to deal with the important case of missing data, we establish a new concentration inequality for sparse and centered rectangular Wishart-type matrices.
Subjects: Statistics Theory (math.ST)
Cite as: arXiv:2310.01133 [math.ST]
  (or arXiv:2310.01133v1 [math.ST] for this version)

Submission history

From: Emmanuel Pilliat [view email]
[v1] Mon, 2 Oct 2023 12:12:13 GMT (104kb)

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