Computing the degrees of freedom of rank-regularized estimators and cousins
Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators remains an important challenge from a theoretical and practical perspective. To this end, Stein’s Unbiased Risk Estimate (...
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| Format: | Article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2021
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| Online Access: | https://hdl.handle.net/1721.1/133352 |