Bayesian singular value regularization via a cumulative shrinkage process

DOI10.1080/03610926.2020.1843055MaRDI QIDQ5093737zbMATH OpenOpenAlexFDO

Authors Masahiro Tanaka

Publication date 1 August 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.06220

zbMATH Keywords

matrix completionshrinkage priorcumulative shrinkage processinference of low-rank matricessingular value regularization

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Efficient estimation of regularization parameters via downsampling and the singular value expansion, downsampling regularization parameter estimation
• Singular value shrinkage priors for Bayesian prediction
• Bayesian robust principal component analysis with adaptive singular value penalty

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• NUTS

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