Optimal Shrinkage of Singular Values
Work
Year: 2017
Type: article
Abstract: We consider the recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt ... more
Authors Matan Gavish, David L. Donoho
Institutions Hebrew University of Jerusalem, Stanford University
Cites: 47
Cited by: 157
Related to: 10
FWCI: 12.1
Citation percentile (by year/subfield): 99.99
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: bronze
Funder Israel Science Foundation
Grant ID 1523/16