Approximation of rank function and its application to the nearest low-rank correlation matrix.
Shujun BiLe HanShaohua PanPublished in: J. Glob. Optim. (2013)
Keyphrases
- low rank
- correlation matrix
- singular value decomposition
- frobenius norm
- low rank approximation
- singular values
- matrix decomposition
- linear combination
- low rank matrix
- missing data
- kernel matrix
- matrix completion
- convex optimization
- matrix factorization
- rank minimization
- euclidean distance
- high dimensional data
- semi supervised
- least squares
- dimensionality reduction
- principal component analysis
- nearest neighbor
- trace norm
- high order
- pairwise
- higher order
- data sets