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The Optimal Hard Threshold for Singular Values is 4/sqrt(3)
Optimal Hard Threshold Singular Values 4/sqrt(3)
2013/6/14
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold \lambda are set to 0. We study the asymptotic MSE ...
GENERALIZED SEPARATION THEOREMS FOR SINGULAR VALUES OF A MATRIX AND THEIR APPLICATIONS IN CANONICAL CORRELATION ANALYSIS
Canonical correlations conditional canonical correlations singular values.
2009/9/18
Rao (1979) established separation theorems for singular
values of a matrix and showed their applications in multivariate
analysis. In this paper, we provide generalized separation theorems for
sing...