Matrix estimation by universal singular value thresholding

DOI10.1214/14-AOS1272zbMath1308.62038arXiv1212.1247OpenAlexW1996023858MaRDI QIDQ2338924

Publication date: 27 March 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.1247

zbMATH Keywords

singular value decomposition matrix completion covariance matrix distance matrix matrix estimation latent space model graphons low rank matrices sochastic blockmodel

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Graph theory (05C99)

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