Matrix denoising with partial noise statistics: optimal singular value shrinkage of spiked F-matrices
Author:
Affiliation:
1. School of Computer Science and Engineering, Hebrew University of Jerusalem , Jerusalem , Israel
2. School of Mathematics, University of Minnesota , Minneapolis, MN , USA
3. Department of Statistics, Stanford University , Stanford, CA , USA
Abstract
Funder
Hebrew University of Jerusalem Einstein-Kaye scholarship
Israel Science Foundation
NSF BIGDATA
BSF
NSF CAREER
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Computational Theory and Mathematics,Numerical Analysis,Statistics and Probability,Analysis
Link
https://academic.oup.com/imaiai/article-pdf/12/3/2020/51602827/iaad028.pdf
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2. Structural variability from noisy tomographic projections;Andén;SIAM J. Imaging. Sci.,2018
3. Estimating linear statistical relationships;Theodore Wilbur Anderson;Ann. Stat.,1984
4. No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices;Bai;Ann. Prob.,1998
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