This is an interesting topic that I've just found on Madonna Tribe forum.

Update #3
The latest report from India, if current placing Madonna away from the U.S. this weekend. I'm in contact with the people who told me about the weekend video shoot and we're trying to get the latest details.
I'll keep you updated as soon as we dig something new up, I'm sure Madonna's people will try their best to fool the paparazzi as much as they can to where Madonna is going to be and when.

Update #2
Radio stations recived the heads up for Madonna's new single.
Madonna will be in Los Angeles next week, and at the same time her single will hit the radio.
No official confirmation to that as of now.

Update #1
More details are coming in and almost 100% confirming that Madonna is due to shoot her first music video for the new album this weekend in los Angeles.

Let me just make this clear - no official word on this story as of now.

Original topic
My pap sources telling me Madonna is expected in Los Angeles this weekend.
Warner Music booked a studio for the weekend, i was told, for a possible video shoot.

Source: Madonna Tribe Forum