Minimax risk of matrix denoising by singular value thresholding (Q482895)

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scientific article; zbMATH DE number 6383655
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    Minimax risk of matrix denoising by singular value thresholding
    scientific article; zbMATH DE number 6383655

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      Minimax risk of matrix denoising by singular value thresholding (English)
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      6 January 2015
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      matrix denoising
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      nuclear norm minimization
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      singular value thresholding
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      optimal threshold
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      Stein unbiased risk estimate
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      monotonicity of power functions of multivariate tests
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      matrix completion from Gaussian measurements
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      phase transition
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