Adaptive shrinkage of singular values (Q294253): Difference between revisions

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+W2101797518
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+.6602
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+Eigenvalues of large sample covariance matrices of spiked population models
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+A Singular Value Thresholding Algorithm for Matrix Completion
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+Robust principal component analysis?
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+Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
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+Matrix estimation by universal singular value thresholding
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+Reduced rank regression via adaptive nuclear norm penalization
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+Ideal spatial adaptation by wavelet shrinkage
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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;
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+Minimax risk of matrix denoising by singular value thresholding
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+Sharp Oracle Inequalities for High-Dimensional Matrix Prediction
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+Optimal Shrinkage of Singular Values
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+Equivariant and scale-free Tucker decomposition models
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+Model Averaging and Dimension Selection for the Singular Value Decomposition
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+Robust Statistics
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+On the distribution of the largest eigenvalue in principal components analysis
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+Selecting the number of components in principal component analysis using cross-validation approximations
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+Q5262074
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Partitioning of interaction in analysis of variance
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+Bi-cross-validation of the SVD and the nonnegative matrix factorization
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+Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient
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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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+Global Image Denoising
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+Regularised PCA to denoise and visualise data
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The Adaptive Lasso and Its Oracle Properties
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