Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals
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Publication:5162624
DOI10.1137/20M1319577zbMath1476.62127arXiv1902.09474OpenAlexW3200092251MaRDI QIDQ5162624
Publication date: 3 November 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.09474
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Factorization of matrices (15A23) Signal detection and filtering (aspects of stochastic processes) (60G35) Matrix completion problems (15A83)
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