Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (Q6652566)

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scientific article; zbMATH DE number 7957705
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Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application
scientific article; zbMATH DE number 7957705

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    Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application (English)
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    12 December 2024
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    matrix denoising
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    random matrix
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    high dimensional noise
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    spike model
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    separable covariance
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