This repository provides codes to reproduce the experiment results in paper: Zhao, Yuxuan, and Madeleine Udell. "Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula." The LRGC algorithm introduced in the paper is available in both R https://github.com/udellgroup/mixedgcImp and Python https://github.com/udellgroup/online_mixed_gc_imp.
Currently, the codes for generating the confidence intervals (reported in Table 2) are provided. See file sim_confidence_interval.R for details.
More to be updated...