\textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise (Q6046305)
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scientific article; zbMATH DE number 7684007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise |
scientific article; zbMATH DE number 7684007 |
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\textit{ScreeNOT}: exact MSE-optimal singular value thresholding in correlated noise (English)
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10 May 2023
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high-dimensional asymptotics
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low-rank matrix denoising
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optimal threshold
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scree plot
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singular value thresholding
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