Rank penalized estimators for high-dimensional matrices

DOI10.1214/11-EJS637zbMath1274.62489arXiv1104.1244MaRDI QIDQ1952222

Olga Klopp

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1244

zbMATH Keywords

matrix completionstatistical learningrecovery of the ranklow rank matrix estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Linear inference, regression (62J99) Random matrices (probabilistic aspects) (60B20)

Related Items (16)

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Cites Work

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• A Simpler Approach to Matrix Completion

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