Abstract. This is the corrected version of a paper that was published as Since then, a mistake was found in the proofs. We fixed the mistake at the price of a minor change in the final result.

1 Introduction

2 Model and Priors

2.1 Reduced Rank Regression

2.2 Matrix Completion

2.3 Priors on (Approximately) Low-Rank Matrices

3 Theoretical Analysis

4 Conclusion