Optimal Shrinkage of Singular Values

DOI10.1109/TIT.2017.2653801zbMath1366.94100arXiv1405.7511OpenAlexW2962946304MaRDI QIDQ5280888

Matan Gavish, David L. Donoho

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.7511

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (24)

Heteroskedastic PCA: algorithm, optimality, and applications ⋮ Adaptive shrinkage of singular values ⋮ Log-determinant divergences revisited: alpha-beta and gamma log-det divergences ⋮ Bidimensional linked matrix factorization for pan-omics pan-cancer analysis ⋮ High-dimensional change-point estimation: combining filtering with convex optimization ⋮ Multidimensional scaling of noisy high dimensional data ⋮ Optimal prediction in the linearly transformed spiked model ⋮ Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution ⋮ Optimal singular value shrinkage for operator norm loss: extending to non-square matrices ⋮ Optimal shrinkage of eigenvalues in the spiked covariance model ⋮ Selecting Regularization Parameters for Nuclear Norm--Type Minimization Problems ⋮ Imputation and low-rank estimation with missing not at random data ⋮ Generalized Factor Model for Ultra-High Dimensional Correlated Variables with Mixed Types ⋮ Rapid evaluation of the spectral signal detection threshold and Stieltjes transform ⋮ MIMCA: multiple imputation for categorical variables with multiple correspondence analysis ⋮ Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals ⋮ High dimensional deformed rectangular matrices with applications in matrix denoising ⋮ Structural Variability from Noisy Tomographic Projections ⋮ Imputation of Mixed Data With Multilevel Singular Value Decomposition ⋮ Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising ⋮ Design-free estimation of integrated covariance matrices for high-frequency data ⋮ Edge statistics of large dimensional deformed rectangular matrices ⋮ On Approximating Matrix Norms in Data Streams ⋮ Unnamed Item

This page was built for publication: Optimal Shrinkage of Singular Values