Optimal singular value shrinkage for operator norm loss: Extending to non-square matrices
نویسندگان
چکیده
We correct a formula of Gavish and Donoho for singular value shrinkage with operator norm loss non-square matrices. also observe that in the classical regime, optimal any Schatten converges to best linear predictor.
منابع مشابه
Singular value inequalities for positive semidefinite matrices
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109472