SHRINKAGE FUNCTION AND ITS APPLICATIONS IN MATRIX APPROXIMATION

被引：3

作者：

Boas, Toby ^{[1
]}

Dutta, Aritra ^{[2
]}

Li, Xin ^{[2
]}

Mercier, Kathryn P. ^{[3
]}

Niderman, Eric ^{[2
]}

机构：

[1] Univ Florida, Dept Math, Gainesville, FL 32611 USA

[2] Univ Cent Florida, Dept Math, 4000 Cent Florida Blvd, Orlando, FL 32816 USA

[3] Univ Cent Florida, Dept Biol, 4000 Cent Florida Blvd, Orlando, FL 32816 USA

来源：

ELECTRONIC JOURNAL OF LINEAR ALGEBRA | 2017年 / 32卷

基金：

美国国家科学基金会;

关键词：

Shrinkage function; Singular value decomposition; Low-rank approximation; Sparse approximation;

D O I：

10.13001/1081-3810.3218

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are demonstrated in solving several well-known problems, together with a new result in matrix approximation.

引用

页码：163 / 171

页数：9

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