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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Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices
scientific article; zbMATH DE number 7720188

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    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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