Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067): Difference between revisions

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+Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
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+math.ST
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+Normal rank
@@ Property / arXiv classification @@
+stat.TH
@@ Property / arXiv classification: stat.TH / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07412
@@ Property / arXiv ID: 1605.07412 / rank @@
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
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+An Introduction to Random Matrices
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+Spectral analysis of large dimensional random matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+The singular values and vectors of low rank perturbations of large rectangular random matrices
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+The Estimation of Prediction Error
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+Exact matrix completion via convex optimization
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+Poisson Matrix Recovery and Completion
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+Selecting the number of principal components: estimation of the true rank of a noisy matrix
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+Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family
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+Minimax risk of matrix denoising by singular value thresholding
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+On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
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+Empirical Bayes on vector observations: An extension of Stein's method
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+Multivariate empirical Bayes and estimation of covariance matrices
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+Generalized SURE for Exponential Families: Applications to Regularization
+Normal rank
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+The Optimal Hard Threshold for Singular Values is &lt;inline-formula&gt; &lt;tex-math notation="TeX"&gt;\(4/\sqrt {3}\) &lt;/tex-math&gt;&lt;/inline-formula&gt;
+Normal rank
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+Optimal Shrinkage of Singular Values
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+A fast ``Monte-Carlo cross-validation'' procedure for large least squares problems with noisy data
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+Analysis of call centre arrival data using singular value decomposition
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+On Kullback-Leibler loss and density estimation
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+On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk
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+Q4040931
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+A natural identity for exponential families with applications in multiparameter estimation
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+Principal component analysis.
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+Adaptive shrinkage of singular values
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Twice Differentiable Spectral Functions
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+OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
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+Séminaire de Probabilités XXXVI
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+Reconstruction of a low-rank matrix in the presence of Gaussian noise
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+Estimation of the mean of a multivariate normal distribution
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+Generalized Low Rank Models
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+The Kullback-Leibler risk of the Stein estimator and the conditional MLE
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