OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
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Publication:2986415
DOI10.1109/TIT.2014.2311661zbMath1360.62399arXiv1306.6042OpenAlexW2017304912MaRDI QIDQ2986415
Publication date: 16 May 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.6042
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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