Bootstrap-based regularization for low-rank matrix estimation

MaRDI QIDQ2834438zbMATH OpenFDO

Authors Julie Josse, Stefan Wager

Publication date 22 November 2016

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.8275, http://jmlr.csail.mit.edu/papers/v17/14-534.html

zbMATH Keywords

correspondence analysisempirical BayesLévy bootstrapsingular-value decomposition

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• Bootstrap testing of the rank of a matrix via least-squared constrained estimation
• Robust low-rank matrix estimation
• Estimation of high-dimensional low-rank matrices
• Regularization parameter selection for the low rank matrix recovery
• Bootstrapping Lasso estimators
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Fast gradient method for low-rank matrix estimation
• Bayesian methods for low-rank matrix estimation: short survey and theoretical study
• Elastic-net regularization for low-rank matrix recovery

Cited in

(8)

• ePCA: high dimensional exponential family PCA
• Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
• Edge statistics of large dimensional deformed rectangular matrices
• Low-rank model with covariates for count data with missing values
• Optimal singular value shrinkage for operator norm loss: extending to non-square matrices
• Adaptive shrinkage of singular values
• Imputation of Mixed Data With Multilevel Singular Value Decomposition
• Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types

Describes a project that uses

Uses Software

• FactoMineR
• denoiseR
• PMA
• LowRankModels
• Pyglrm

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