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On the low rank solution of the Q-weighted nearest correlation matrix problem.
Xue-Feng Duan
Jianchao Bai
Jiao-Fen Li
Jing-Jing Peng
Published in:
Numer. Linear Algebra Appl. (2016)
Keyphrases
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low rank
correlation matrix
singular value decomposition
convex optimization
missing data
linear combination
matrix completion
low rank matrix
matrix factorization
rank minimization
least squares
semi supervised
optimal solution
high dimensional data
data points
trace norm
covariance matrix
data sets