Rate Optimal Denoising of Simultaneously Sparse and Low Rank Matrices

zbMath1368.62144arXiv1405.0338MaRDI QIDQ3188017

Zongming Ma, Andreas Buja, Dan Yang

Publication date: 16 August 2016

Full work available at URL: https://arxiv.org/abs/1405.0338

zbMATH Keywords

high dimensionalitydenoisingsparsityminimax rateslow-rank matricessimultaneously structured matricessparse SVD

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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