High dimensional deformed rectangular matrices with applications in matrix denoising
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Publication:2278666
Abstract: We consider the recovery of a low rank matrix from its noisy observation in two different regimes. Under the assumption that is comparable to , we propose two consistent estimators for . Our analysis relies on the local behavior of the large dimensional rectangular matrices with finite rank perturbation. We also derive the convergent limits and rates for the singular values and vectors of such matrices.
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- High dimensional deformed rectangular matrices with applications in matrix denoising
- scientific article; zbMATH DE number 5657662 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
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