Code Supplement for "The Optimal Hard Threshold for Singular Values is 4/\sqrt(3)"
In this code supplement we offer a Matlab software library that includes:
- A function that calculates the optimal shrinkage coefficient in known or unknown noise level.
- Scripts that generate each of the figures in this paper.
- A script that generates figures similar to Figure 7, comparing AMSE to MSE in various situations.
|Type of resource
|March 17, 2014
|Singular values shrinkage
|low-rank matrix denoising
|scree plot elbow truncation
|quarter circle law
- 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.
- This work is licensed under a Creative Commons Attribution 3.0 Unported license (CC BY).
- Preferred Citation
- D. Donoho and M. Gavish, Code supplement to "The Optimal Hard Threshold for Singular Values is 4/\sqrt(3)"
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