Risk estimation for matrix recovery with spectral regularization

Charles-Alban Deledalle Samuel Vaiter Gabriel Peyré Jalal Fadili Charles Dossal

Published in: CoRR (2012)

Keyphrases

trace norm
matrix valued
singular value decomposition
linear algebra
high risk
spectral decomposition
rank minimization
coefficient matrix
image recovery
positive definite
estimation algorithm
level set
regularization parameter
covariance matrix
missing data
model selection
maximum likelihood
decision making