Bayesian Matrix Completion Under Geometric Constraints

Abstract

The completion of a Euclidean distance matrix (EDM) from sparse and noisy observations is a fundamental challenge in signal processing, with applications in sensor network localization, acoustic room reconstruction, molecular conformation, and manifold learning. Traditional approaches, such as rank-constrained optimization and semidefinite programming, enforce geometric constraints but often struggle under sparse or noisy conditions. This paper introduces a hierarchical Bayesian framework that places structured priors directly on the latent point set generating the EDM, naturally embedding geometric constraints. By incorporating a hierarchical prior on latent point set, the model enables automatic regularization and robust noise handling. Posterior inference is performed using a Metropolis-Hastings within Gibbs sampler to handle coupled latent point posterior. Experiments on synthetic data demonstrate improved reconstruction accuracy compared to deterministic baselines in sparse regimes.

4 pages, 3 figures, Accepted to ICASSP 2026