Reconstruction of a low-rank matrix in the presence of Gaussian noise

DOI10.1016/j.jmva.2013.03.005zbMath1280.15022arXiv1007.4148OpenAlexW2081940622MaRDI QIDQ391623

Andrey A. Shabalin, Andrew B. Nobel

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4148

zbMATH Keywords

singular value decompositionprincipal component analysiseigenvalue distributionrandom matrix theoryeigenvector distributionKolmogorov-Smirnov estimatormatrix reconstruction

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Matrix completion problems (15A83)

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Uses Software

• impute
• SVDMAN

Cites Work

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