Select the correct rank among multiple exact-completion outputs
Determine a rigorous procedure for selecting the correct recovered matrix when alternating-projection or related matrix-completion algorithms are run for multiple candidate ranks and produce distinct outputs that agree on the observed entries.
References
However, the main trouble with this idea is that it is not clear that among the ouputs, which one we should choose. If we go for exact recovery, then what should we do if there are two different outputs which agree on $\Omega$ ? We have not found a rigorious treatment of this issue.
— Fast exact recovery of noisy matrix from few entries: the infinity norm approach
(2501.19224 - Tran et al., 31 Jan 2025) in Remark 1 ("A problem with trying many ranks"), Section 1.4.2