High dimensional matrix estimation with unknown variance of the noise

DOI10.5705/ss.2013.167zbMath1468.62292arXiv1112.3055OpenAlexW2129962851MaRDI QIDQ2960507

Stéphane Gaïffas, Olga Klopp

Publication date: 17 February 2017

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3055

zbMATH Keywords

matrix completionmatrix regressionlow rank matrix estimationunknown variance of the noise

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

Related Items (3)

On the robustness of noise-blind low-rank recovery from rank-one measurements ⋮ Bayesian singular value regularization via a cumulative shrinkage process ⋮ A fast algorithm for the semi-definite relaxation of the state estimation problem in power grids

This page was built for publication: High dimensional matrix estimation with unknown variance of the noise