OptShrink

swMATH33657MaRDI QIDQ45366FDOQ45366

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Described by source

• OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage

Cited In (23)

• Adaptive singular value shrinkage estimate for low rank tensor denoising
• Rapid evaluation of the spectral signal detection threshold and Stieltjes transform
• Matrix estimation by universal singular value thresholding
• Testing in high-dimensional spiked models
• Time Series Source Separation Using Dynamic Mode Decomposition
• MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
• Efficient computation of limit spectra of sample covariance matrices
• Estimating latent asset-pricing factors
• Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
• Matrix completion for matrices with low-rank displacement
• Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components
• Spiked separable covariance matrices and principal components
• Asymptotic performance of PCA for high-dimensional heteroscedastic data
• High dimensional deformed rectangular matrices with applications in matrix denoising
• Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
• Optimal singular value shrinkage for operator norm loss: extending to non-square matrices
• Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals
• Optimal prediction in the linearly transformed spiked model
• Permutation methods for factor analysis and PCA
• Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
• Heteroskedastic PCA: algorithm, optimality, and applications
• Edge statistics of large dimensional deformed rectangular matrices
• \(e\)PCA: high dimensional exponential family PCA

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