Lower Bounds on the Mean-Squared Error of Low-Rank Matrix Reconstruction

DOI10.1109/TSP.2011.2161471zbMath1392.94482MaRDI QIDQ4573215

Arye Nehorai, Gongguo Tang

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Matrix completion problems (15A83)

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