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An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d.
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Koltchinskii, VladimirV., Lounici, KarimK. andTsybakov, Alexandre B.A. B. (2011). Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion. Ann. Statist. 39 2302–2329
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