Thresholding Approach for Low-Rank Correlation Matrix Based on MM Algorithm
Background: Low-rank approximation is used to interpret the features of a correlation matrix using visualization tools; however, a low-rank approximation may result in an estimation that is far from zero, even if the corresponding original value is zero. In such a case, the results lead to a misinte...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/5/579 |