Optimal singular value shrinkage for operator norm loss

On the distribution of the largest eigenvalue in principal components analysis

Iain M Johnstone · 2001

Earlier work this paper cites.

Deconvolution

D. J. C. MacKay · 2004

Earlier work this paper cites.

Asymptotics of sample eigenstructure for a large dimensional spiked covariance model

Debashis Paul · 2007

Earlier work this paper cites.

The singular values and vectors of low rank perturbations of large rectangular random matrices

Florent Benaych-Georges and Raj Rao Nadakuditi · 2012

Earlier work this paper cites.

Reconstruction of a low-rank matrix in the presence of Gaussian noise

Andrey A. Shabalin and Andrew B. Nobel · 2013

Earlier work this paper cites.

Minimax risk of matrix denoising by singular value thresholding

Matan Gavish and David L. Donoho · 2014

Earlier work this paper cites.

The optimal hard threshold for singular values is 4 / 3 4/\sqrt{3}

Matan Gavish and David L. Donoho · 2014

Cited alongside, same era.

OptShrink: An algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage

Raj Rao Nadakuditi · 2014

Cited alongside, same era.

Matrix estimation by universal singular value thresholding

Sourav Chatterjee · 2015

Cited alongside, same era.

Adaptive shrinkage of singular values

Julie Josse and Sylvain Sardy · 2016

Cited alongside, same era.

Bootstrap-based regularization for low-rank matrix estimation

Julie Josse and Stefan Wager · 2016

Cited alongside, same era.

Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising

Jérémie Bigot, Charles Deledalle, and Delphine Féral · 2017

Optimal shrinkage of singular values

Matan Gavish and David L. Donoho · 2017

Later among the works it cites.

Optimal shrinkage of eigenvalues in the spiked covariance model

David L. Donoho, Matan Gavish, and Iain M. Johnstone · 2018

Later among the works it cites.

Optimal spectral shrinkage and PCA with heteroscedastic noise

Original

William Leeb and Elad Romanov · 2019

Later among the works it cites.

Optimal prediction in the linearly transformed spiked model

Edgar Dobriban, William Leeb, and Amit Singer · 2020

Closest in time.

Matrix denoising for weighted loss functions and heterogeneous signals

Original

William Leeb · 2020

Closest in time.