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Minimax risk of matrix denoising by singular value thresholding
David Donoho
*
,
Matan Gavish
*
Corresponding author for this work
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peer-review
89
Scopus citations
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Keyphrases
Singular Values
100%
Minimax Risk
100%
Matrix Denoising
100%
Singular Value Thresholding
100%
Minimax
50%
Noisy Measurements
50%
Nuclear Norm Minimization
50%
Popular
25%
Law
25%
Non-axisymmetric
25%
Low-rank
25%
Real Matrix
25%
Proportional Growth
25%
Soft Thresholding
25%
Incomplete Moments
25%
Optimal Places
25%
Number of Rows
25%
Semicircle Law
25%
Noise Matrix
25%
De-noising Scheme
25%
L1 Penalization
25%
Nuclear Norm
25%
Mathematics
Matrix (Mathematics)
100%
Singular Value
100%
Minimax
100%
Thresholding
100%
Asymptotics
16%
Gaussian Distribution
16%
Worst Case
16%
Inf
16%
Nonzero Singular Value
16%
Real Matrix
16%
Semicircle
16%