Simultaneous pursuit of sparseness and rank structures for matrix decomposition

MaRDI QIDQ5502107zbMATH OpenFDO

Authors Qi Yan, Jieping Ye, Xiaotong Shen

Publication date 17 August 2015

Full work available at URL http://jmlr.csail.mit.edu/papers/v16/yan15a.html

zbMATH Keywords

blockwise decentmatrix decompositionnonconvex minimizationstructure pursuit

Mathematics Subject Classification ID

Factorization of matrices (15A23) Image analysis in multivariate analysis (62H35) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonconvex programming, global optimization (90C26)

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