Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals
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Publication:5162624
DOI10.1137/20M1319577zbMath1476.62127arXiv1902.09474MaRDI QIDQ5162624
Publication date: 3 November 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.09474
spiked model; weighted loss; singular value shrinkage; localized denoising; signal matrix; spectral denoising
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
15A23: Factorization of matrices
60G35: Signal detection and filtering (aspects of stochastic processes)
15A83: Matrix completion problems
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Uses Software
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