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Computing the degrees of freedom of rank-regularized estimators and cousins - MaRDI portal

Computing the degrees of freedom of rank-regularized estimators and cousins (Q2180064)

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Computing the degrees of freedom of rank-regularized estimators and cousins
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    Computing the degrees of freedom of rank-regularized estimators and cousins (English)
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    13 May 2020
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    degrees of freedom
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    divergence
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    low rank
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    matrix-valued function
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    regularization
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    spectral function
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    Stein's unbiased risk sstimate (SURE) framework
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