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"

47 / 47 papers shown

Title
Generalization for Least Squares Regression With Simple Spiked Covariances Jiping Li Rishi Sonthalia 23 0 0 17 Oct 2024
Nuclear Norm Regularization for Deep Learning Christopher Scarvelis Justin Solomon 25 1 0 23 May 2024
Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods Yihan Zhang Marco Mondelli 38 3 0 22 May 2024
Controlling the False Discovery Rate in Subspace Selection Mateo Díaz Venkat Chandrasekaran 24 0 0 14 Apr 2024
Design a Metric Robust to Complicated High Dimensional Noise for Efficient Manifold Denoising Hau-tieng Wu DiffM 21 2 0 08 Jan 2024
Is your data alignable? Principled and interpretable alignability testing and integration of single-cell data Rong Ma Eric D. Sun D. Donoho James Y. Zou 26 8 0 03 Aug 2023
Uniform error bound for PCA matrix denoising Xin T. Tong Wanjie Wang Yuguan Wang 13 2 0 22 Jun 2023
On the Noise Sensitivity of the Randomized SVD Elad Romanov 24 0 0 27 May 2023
Deflated HeteroPCA: Overcoming the curse of ill-conditioning in heteroskedastic PCA Yuchen Zhou Yuxin Chen 40 4 0 10 Mar 2023
Matrix Denoising with Partial Noise Statistics: Optimal Singular Value Shrinkage of Spiked F-Matrices M. Gavish W. Leeb Elad Romanov 11 6 0 02 Nov 2022
Capturing the Denoising Effect of PCA via Compression Ratio Chandra Sekhar Mukherjee Nikhil Doerkar Jiapeng Zhang 6 3 0 22 Apr 2022
Empirical Bayes PCA in high dimensions Xinyi Zhong Chang Su Z. Fan 13 18 0 21 Dec 2020
ScreeNOT: Exact MSE-Optimal Singular Value Thresholding in Correlated Noise D. Donoho M. Gavish Elad Romanov 12 27 0 25 Sep 2020
Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices Zhixiang Zhang G. Pan 4 3 0 25 Sep 2020
Edge statistics of large dimensional deformed rectangular matrices Xiucai Ding Fan Yang 25 9 0 01 Sep 2020
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 8 15 0 10 Aug 2020
Optimal singular value shrinkage for operator norm loss W. Leeb 6 11 0 24 May 2020
Detection thresholds in very sparse matrix completion C. Bordenave Simon Coste R. Nadakuditi 20 25 0 12 May 2020
How to reduce dimension with PCA and random projections? Fan Yang Sifan Liu Edgar Dobriban David P. Woodruff 24 28 0 01 May 2020
Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation Jérémie Bigot Charles-Alban Deledalle 9 5 0 28 Jan 2020
Adaptive Structure-constrained Robust Latent Low-Rank Coding for Image Recovery Zhao Zhang Lei Wang Sheng R. Li Yang Wang Zheng-Wei Zhang Zhengjun Zha Meng Wang 11 11 0 21 Aug 2019
Freeness over the diagonal and outliers detection in deformed random matrices with a variance profile Jérémie Bigot Camille Male 18 5 0 17 Jul 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 15 56 0 29 May 2019
Rapid evaluation of the spectral signal detection threshold and Stieltjes transform W. Leeb 19 7 0 26 Apr 2019
Time Series Source Separation using Dynamic Mode Decomposition Arvind Prasadan R. Nadakuditi AI4TS 21 6 0 04 Mar 2019
Matrix denoising for weighted loss functions and heterogeneous signals W. Leeb 22 25 0 25 Feb 2019
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures Lucilio Cordero-Grande 13 3 0 13 Dec 2018
Optimal spectral shrinkage and PCA with heteroscedastic noise Qiangqiang Wu Yanjie Liang 20 25 0 06 Nov 2018
Optimally Weighted PCA for High-Dimensional Heteroscedastic Data David Hong Fan Yang Jeffrey A. Fessler Laura Balzano 11 25 0 30 Oct 2018
Heteroskedastic PCA: Algorithm, Optimality, and Applications Anru R. Zhang T. Tony Cai Yihong Wu 22 69 0 19 Oct 2018
Panoramic Robust PCA for Foreground-Background Separation on Noisy, Free-Motion Camera Video Brian E. Moore Chen Gao R. Nadakuditi 34 38 0 18 Dec 2017
Optimal Shrinkage of Singular Values Under Random Data Contamination D. Barash M. Gavish 18 5 0 26 Oct 2017
Permutation methods for factor analysis and PCA Edgar Dobriban 19 54 0 02 Oct 2017
Augmented Robust PCA For Foreground-Background Separation on Noisy, Moving Camera Video Chen Gao Brian E. Moore R. Nadakuditi 11 10 0 27 Sep 2017
Optimal prediction in the linearly transformed spiked model Edgar Dobriban W. Leeb A. Singer 27 20 0 07 Sep 2017
Asymptotic performance of PCA for high-dimensional heteroscedastic data David Hong Laura Balzano Jeffrey A. Fessler 36 54 0 20 Mar 2017
PCA from noisy, linearly reduced data: the diagonal case Edgar Dobriban W. Leeb A. Singer 17 5 0 30 Nov 2016
Low-rank and Adaptive Sparse Signal (LASSI) Models for Highly Accelerated Dynamic Imaging S. Ravishankar Brian E. Moore R. Nadakuditi Jeffrey A. Fessler 15 69 0 13 Nov 2016
Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising Jérémie Bigot Charles-Alban Deledalle D. Féral 19 20 0 24 May 2016
Improved Sparse Low-Rank Matrix Estimation Ankit Parekh I. Selesnick 67 46 0 29 Apr 2016
Enhanced Low-Rank Matrix Approximation Ankit Parekh I. Selesnick 26 85 0 06 Nov 2015
High dimensional regression and matrix estimation without tuning parameters S. Chatterjee 23 4 0 25 Oct 2015
Testing in high-dimensional spiked models Iain M. Johnstone A. Onatski 33 53 0 24 Sep 2015
Joint Covariance Estimation with Mutual Linear Structure I. Soloveychik A. Wiesel 21 3 0 01 Jul 2015
Weighted Schatten $p$ -Norm Minimization for Image Denoising with Local and Nonlocal Regularization Yuan Xie 27 4 0 07 Jan 2015
Optimal Shrinkage of Singular Values M. Gavish D. Donoho 37 181 0 29 May 2014
Matrix estimation by Universal Singular Value Thresholding S. Chatterjee 52 520 0 06 Dec 2012