Empirical Bayes Poisson matrix completion

DOI10.1016/J.CSDA.2024.107976MaRDI QIDQ6626702zbMATH OpenFDO

Authors Xiao Li, T. Matsuda, Fumiyasu Komaki

Publication date 29 October 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2024.107976

zbMATH Keywords

empirical Bayesmatrix completionmatrix denoisingmoment estimatorsingular value shrinkage

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A Singular Value Thresholding Algorithm for Matrix Completion
• Empirical Bayes matrix completion
• Empirical Bayes on vector observations: An extension of Stein's method
• Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
• High dimensional semiparametric latent graphical model for mixed data
• Low-rank matrix completion and denoising under Poisson noise
• Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
• Low-rank model with covariates for count data with missing values
• Matrix Completion From a Few Entries
• Normalized iterative hard thresholding for matrix completion
• Poisson Matrix Recovery and Completion
• Poisson noise reduction with non-local PCA
• Singular value shrinkage priors for Bayesian prediction
• Spectral regularization algorithms for learning large incomplete matrices
• The multivariate Poisson-log normal distribution
• The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
• Variational inference for probabilistic Poisson PCA

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