Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions.
Sumanta BasuXianqi LiGeorge MichailidisPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- low rank
- high dimensional
- high dimensional data
- singular value decomposition
- convex optimization
- matrix factorization
- missing data
- linear combination
- rank minimization
- kernel matrix
- dimensionality reduction
- low rank matrix
- matrix decomposition
- matrix completion
- low dimensional
- semi supervised
- feature space
- low rank representation
- trace norm
- sparse matrix
- singular values
- high order
- affinity matrix
- minimization problems
- nonnegative matrix factorization
- collaborative filtering
- sparse coding