Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals (Q5162624): Difference between revisions

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scientific article; zbMATH DE number 7419555

Language	Label	Description	Also known as
English	Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals	scientific article; zbMATH DE number 7419555

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scholarly article

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Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals (English)

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zbMATH Open document ID

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10.1137/20M1319577

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SIAM Journal on Mathematics of Data Science

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publication date

3 November 2021

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full work available at URL

https://arxiv.org/abs/1902.09474

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

signal matrix

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singular value shrinkage

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spiked model

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weighted loss

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spectral denoising

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localized denoising

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Structural Variability from Noisy Tomographic Projections

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Central limit theorems for eigenvalues in a spiked population model

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On sample eigenvalues in a generalized spiked population model

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Eigenvalues of large sample covariance matrices of spiked population models

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Singular vector and singular subspace distribution for the matrix denoising model

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Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

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The singular values and vectors of low rank perturbations of large rectangular random matrices

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Exact matrix completion via convex optimization

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The Power of Convex Relaxation: Near-Optimal Matrix Completion

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Completing Any Low-rank Matrix, Provably

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Permutation methods for factor analysis and PCA

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Optimal prediction in the linearly transformed spiked model

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Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components

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Minimax risk of matrix denoising by singular value thresholding

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The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>

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Optimal Shrinkage of Singular Values

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A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables

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Asymptotic performance of PCA for high-dimensional heteroscedastic data

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Low-rank matrix completion using alternating minimization

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Adjusting batch effects in microarray expression data using empirical Bayes methods

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Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge

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On the distribution of the largest eigenvalue in principal components analysis

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Principal component analysis.

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Matrix Completion From a Few Entries

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Noisy low-rank matrix completion with general sampling distribution

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Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

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Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory

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Rapid evaluation of the spectral signal detection threshold and Stieltjes transform

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Optimal Spectral Shrinkage and PCA With Heteroscedastic Noise

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\(e\)PCA: high dimensional exponential family PCA

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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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Estimation of (near) low-rank matrices with noise and high-dimensional scaling

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ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL

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Estimation of the number of spikes, possibly equal, in the high-dimensional case

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A Simpler Approach to Matrix Completion

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Hanson-Wright inequality and sub-Gaussian concentration

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Reconstruction of a low-rank matrix in the presence of Gaussian noise

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A bound on tail probabilities for quadratic forms in independent random variables whose distributions are not necessarily symmetric

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Steerable ePCA: Rotationally Invariant Exponential Family PCA

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mardi Publication:5162624

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