Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising (Q4637067)
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scientific article; zbMATH DE number 6860842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising |
scientific article; zbMATH DE number 6860842 |
Statements
17 April 2018
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matrix denoising
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singular value decomposition
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low-rank model
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Gaussian spiked population model
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spectral estimator
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Stein's unbiased risk estimate
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random matrix theory
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exponential family
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optimal shrinkage rule
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degrees of freedom
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math.ST
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stat.TH
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