Matrix Denoising for Weighted Loss Functions and Heterogeneous Signals
نویسندگان
چکیده
We consider the problem of estimating a low-rank matrix from noisy observed matrix. Previous work has shown that optimal method depends crucially on choice loss function. In this paper...
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ژورنال
عنوان ژورنال: SIAM journal on mathematics of data science
سال: 2021
ISSN: ['2577-0187']
DOI: https://doi.org/10.1137/20m1319577