Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices

DOI10.1093/imaiai/iaad028zbMath1521.65032arXiv2211.00986MaRDI QIDQ6164748

Matan Gavish, Elad Romanov, William Leeb

Publication date: 28 July 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.00986

zbMATH Keywords

low-rank approximationPCAspiked modelF-matrixsingular value shrinkage

Mathematics Subject Classification ID

Computing methodologies for image processing (68U10) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

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