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OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage

25 June 2013

Papers citing "OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage"

30 / 30 papers shown

Title
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 71 4 0 10 Mar 2023
Empirical Bayes PCA in high dimensions Xinyi Zhong Chang Su Z. Fan 108 19 0 21 Dec 2020
ScreeNOT: Exact MSE-Optimal Singular Value Thresholding in Correlated Noise D. Donoho M. Gavish Elad Romanov 83 28 0 25 Sep 2020
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 48 15 0 10 Aug 2020
Optimal singular value shrinkage for operator norm loss W. Leeb 61 11 0 24 May 2020
Detection thresholds in very sparse matrix completion C. Bordenave Simon Coste R. Nadakuditi 91 25 0 12 May 2020
How to reduce dimension with PCA and random projections? Fan Yang Sifan Liu Yan Sun David P. Woodruff 63 28 0 01 May 2020
Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation Jérémie Bigot Charles-Alban Deledalle 51 5 0 28 Jan 2020
Adaptive Structure-constrained Robust Latent Low-Rank Coding for Image Recovery Zhao Zhang Lei Wang Sheng Li Yang Wang Zheng Zhang Zhengjun Zha Meng Wang 45 11 0 21 Aug 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 91 57 0 29 May 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 99 7 0 26 Apr 2019
Time Series Source Separation using Dynamic Mode Decomposition Arvind Prasadan R. Nadakuditi AI4TS 88 6 0 04 Mar 2019
Matrix denoising for weighted loss functions and heterogeneous signals W. Leeb 87 25 0 25 Feb 2019
Optimal spectral shrinkage and PCA with heteroscedastic noise Qiangqiang Wu Yanjie Liang 89 25 0 06 Nov 2018
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data David Hong Fan Yang Jeffrey A. Fessler Laura Balzano 109 26 0 30 Oct 2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications Anru R. Zhang T. Tony Cai Yihong Wu 197 72 0 19 Oct 2018
Panoramic Robust PCA for Foreground-Background Separation on Noisy, Free-Motion Camera Video Brian E. Moore Chen Gao R. Nadakuditi 80 38 0 18 Dec 2017
Permutation methods for factor analysis and PCA Yan Sun 82 54 0 02 Oct 2017
Augmented Robust PCA For Foreground-Background Separation on Noisy, Moving Camera Video Chen Gao Brian E. Moore R. Nadakuditi 46 10 0 27 Sep 2017
Optimal prediction in the linearly transformed spiked model Edgar Dobriban W. Leeb A. Singer 83 20 0 07 Sep 2017
Asymptotic performance of PCA for high-dimensional heteroscedastic data David Hong Laura Balzano Jeffrey A. Fessler 76 55 0 20 Mar 2017
Low-rank and Adaptive Sparse Signal (LASSI) Models for Highly Accelerated Dynamic Imaging S. Ravishankar Brian E. Moore R. Nadakuditi Jeffrey A. Fessler 88 71 0 13 Nov 2016
Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising Jérémie Bigot Charles-Alban Deledalle D. Féral 67 21 0 24 May 2016
Improved Sparse Low-Rank Matrix Estimation Ankit Parekh I. Selesnick 103 46 0 29 Apr 2016
Enhanced Low-Rank Matrix Approximation Ankit Parekh I. Selesnick 97 87 0 06 Nov 2015
Testing in high-dimensional spiked models Iain M. Johnstone A. Onatski 84 53 0 24 Sep 2015
Joint Covariance Estimation with Mutual Linear Structure I. Soloveychik A. Wiesel 49 3 0 01 Jul 2015
Weighted Schatten $p$ -Norm Minimization for Image Denoising with Local and Nonlocal Regularization Yuan Xie 97 4 0 07 Jan 2015
Optimal Shrinkage of Singular Values M. Gavish D. Donoho 155 184 0 29 May 2014
Matrix estimation by Universal Singular Value Thresholding S. Chatterjee 491 529 0 06 Dec 2012