Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices (Q6164748)
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scientific article; zbMATH DE number 7720188
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| English | Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices |
scientific article; zbMATH DE number 7720188 |
Statements
Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices (English)
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28 July 2023
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low-rank approximation
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PCA
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singular value shrinkage
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spiked model
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F-matrix
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0.7989020347595215
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0.7880572080612183
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0.7851047515869141
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0.7622247338294983
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0.7621343731880188
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