Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067)
From MaRDI portal
scientific article; zbMATH DE number 6860842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising |
scientific article; zbMATH DE number 6860842 |
Statements
17 April 2018
0 references
matrix denoising
0 references
singular value decomposition
0 references
low-rank model
0 references
Gaussian spiked population model
0 references
spectral estimator
0 references
Stein's unbiased risk estimate
0 references
random matrix theory
0 references
exponential family
0 references
optimal shrinkage rule
0 references
degrees of freedom
0 references
math.ST
0 references
stat.TH
0 references
0 references
0 references
0 references
0 references
0 references
0 references
