Scalable algorithm design has become central in the era of large-scale data analysis. The vast amounts of data pouring in from a diverse set of application domains, such as bioinformatics, recommender systems, sensor systems, and social networks, cannot be analyzed efficiently using many data mining and statistical tools that were designed for a small scale setting. It is an ongoing challenge to the data mining, machine learning, and statistics communities to design new methods for efficient data analysis. Confounding this challenge is the noisy and incomplete nature of real-world data sets. Research scientists as well as practitioners in industry need to find meaningful patterns in data with missing value rates often as high as 99%, in add...