Adaptive shrinkage of singular values

DOI10.1007/s11222-015-9554-9zbMath1505.62207arXiv1310.6602OpenAlexW2101797518MaRDI QIDQ294253

Julie Josse, Sylvain Sardy

Publication date: 10 June 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.6602

zbMATH Keywords

denoisingrank estimationadaptive trace normsingular values shrinking and thresholdingStein's unbiased risk estimate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (11)

Accelerating patch-based low-rank image restoration using kd-forest and Lanczos approximation ⋮ Adaptive singular value shrinkage estimate for low rank tensor denoising ⋮ Sparse Single Index Models for Multivariate Responses ⋮ Channel estimation for finite scatterers massive multi-user MIMO system ⋮ Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution ⋮ Optimal singular value shrinkage for operator norm loss: extending to non-square matrices ⋮ Selecting Regularization Parameters for Nuclear Norm--Type Minimization Problems ⋮ MIMCA: multiple imputation for categorical variables with multiple correspondence analysis ⋮ Multiple imputation for continuous variables using a Bayesian principal component analysis ⋮ Imputation of Mixed Data With Multilevel Singular Value Decomposition ⋮ Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising

Uses Software

• FactoMineR
• softImpute

Cites Work

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