svt: Singular Value Thresholding in MATLAB

Li, C; Zhou, H

Li, C (reprint author), North Carolina State Univ, Dept Stat, 2311 Stinson Dr, Raleigh, NC 27695 USA.

JOURNAL OF STATISTICAL SOFTWARE, 2017; 81 (CN2):

Abstract

Many statistical learning methods such as matrix completion, matrix regression, and multiple response regression estimate a matrix of parameters. The ......

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