Code Supplement for "Optimal Shrinkage of Singular Values"
Abstract/Contents
- Abstract
In this code supplement to the paper "Optimal Shrinkage of Singular Values" we offer a Matlab software library that includes:
- A function that optimally shrinks singular values, for Frobenius, Operator, or Nuclear norm losses, in known or unknown noise level.
- Scripts that generate each of the figures in this paper.
- Note that the scripts that generates Figures 4 and 5 shows how to numerically compute optimal shrinkers where a closed-form solution is unavailable.
Description
| Type of resource | software, multimedia |
|---|---|
| Date created | May 9, 2016 |
Creators/Contributors
| Author | Gavish, Matan |
|---|---|
| Author | Donoho, David |
Subjects
| Subject | Matrix denoising |
|---|---|
| Subject | singular values shrinkage |
| Subject | optimal shrinkage |
| Subject | low-rank matrix estimation |
| Subject | unique admissible |
| Subject | quarter circle law |
| Subject | bulk edge |
| Subject | Operator norm |
| Subject | Nuclear norm |
| Subject | Schatten norm |
Bibliographic information
| Related Publication | M. Gavish and D. Donoho (2017) Optimal Shrinkage of Singular Values. IEEE Transactions on Information Theory. https://doi.org/10.1109/TIT.2017.2653801 |
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| Related item |
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| Location | https://purl.stanford.edu/kv623gt2817 |
Access conditions
- Use and reproduction
- User agrees that, where applicable, content will not be used to identify or to otherwise infringe the privacy or confidentiality rights of individuals. Content distributed via the Stanford Digital Repository may be subject to additional license and use restrictions applied by the depositor.
- License
- This work is licensed under a Creative Commons Attribution 3.0 Unported license (CC BY).
Preferred citation
- Preferred Citation
- Gavish, Matan and Donoho, David. (2016). Code Supplement for "Optimal Shrinkage of Singular Values". Stanford Digital Repository. Available at: http://purl.stanford.edu/kv623gt2817
Collection
Stanford Research Data
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- Contact
- gavish@stanford.edu
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