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原文摘要

Nuclear-norm-regularized least squares is a standard approach to matrix completion, but it yields only a point estimate. Its Bayesian counterpart, a prior combining the nuclear norm with a Frobenius-norm term, gives a strongly log-concave though nonsmooth posterior when the noise precision is known. In practice the precision is unknown, and placing a truncated Jeffreys prior on it makes the joint posterior neither log-concave nor smooth. To our knowledge, we give the first sampler for this model with an explicit non-asymptotic guarantee: its output is within a prescribed total-variation or Wasserstein distance of the posterior on the matrix after a number of steps polynomial in the matrix dimensions and the reciprocal of the target accuracy. The sampler never targets a continuous distribution that is not strongly log-concave. It discretizes the precision onto a grid, estimates its posterior by thermodynamic integration along the tilted conditional posteriors of the matrix, and bounds the error this propagates to the posterior on the matrix. The approach applies whenever non-log-concavity is confined to a bounded scalar hyperparameter and the conditional distributions are strongly log-concave with smooth-plus-Lipschitz potentials. Our result establishes feasibility; the polynomial complexity is not intended as a practical algorithm at current problem scales.