Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6860842
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising |
scientific article; zbMATH DE number 6860842 |
Statements
17 April 2018
0 references
matrix denoising
0 references
singular value decomposition
0 references
low-rank model
0 references
Gaussian spiked population model
0 references
spectral estimator
0 references
Stein's unbiased risk estimate
0 references
random matrix theory
0 references
exponential family
0 references
optimal shrinkage rule
0 references
degrees of freedom
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8335402011871338
0 references
0.8022428750991821
0 references
0.7989020347595215
0 references
0.780774712562561
0 references
0.7782050967216492
0 references