Minimax risk of matrix denoising by singular value thresholding (Q482895)
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English | Minimax risk of matrix denoising by singular value thresholding |
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Minimax risk of matrix denoising by singular value thresholding (English)
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6 January 2015
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matrix denoising
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nuclear norm minimization
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singular value thresholding
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optimal threshold
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Stein unbiased risk estimate
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monotonicity of power functions of multivariate tests
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matrix completion from Gaussian measurements
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phase transition
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