An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix (Q6578504)
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scientific article; zbMATH DE number 7886844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix |
scientific article; zbMATH DE number 7886844 |
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An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix (English)
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25 July 2024
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integration-by-parts formula
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soft-thresholding
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matrix normal models
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