Proximal approaches for matrix optimization problems: Application to robust precision matrix estimation.
Alessandro BenfenatiÉmilie ChouzenouxJean-Christophe PesquetPublished in: Signal Process. (2020)
Keyphrases
- optimization problems
- factorization methods
- robust estimation
- singular value decomposition
- neural network
- low rank
- data mining techniques
- covariance matrix
- estimation algorithm
- positive definite
- markov random field
- cost function
- metaheuristic
- convex optimization
- matrix factorization
- video sequences
- application scenarios
- objective function