denoiseR: A Package for Low Rank Matrix Estimation

DOI10.48550/ARXIV.1602.01206MaRDI QIDQ140196arXivFDO

Authors Julie Josse, Sylvain Sardy, Stefan Wager

Publication date 3 February 2016

Published in arXiv

Full work available at URL https://doi.org/10.48550/ARXIV.1602.01206

arXiv classification

stat.APstat.ME

Abstract: We introduce denoiseR, an R package that provides a unified implementation of several state-of-the-art proposals for regularized low rank matrix estimation, along with automatic selection of the regularization parameters. We also extend these methods to allow for missing values. The regularization schemes discussed in this paper are built around singular-value shrinkage and bootstrap-based stability arguments. We illustrate how to use out package by applying it to several real and simulated datasets, and highlight strengths and weaknesses of the different implemented methods.

Cited in

(1)

• denoiseR

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