Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
نویسندگان
چکیده
منابع مشابه
UNBIASED RISK ESTIMATES FOR SINGULAR VALUE THRESHOLDING AND SPECTRAL ESTIMATORS By
In an increasing number of applications, it is of interest to recover an approximately low-rank data matrix from noisy observations. This paper develops an unbiased risk estimate—holding in a Gaussian model—for any spectral estimator obeying some mild regularity assumptions. In particular, we give an unbiased risk estimate formula for singular value thresholding (SVT), a popular estimation stra...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2013
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2013.2270464