Title :
Optimal denoising of simultaneously sparse and low rank matrices in high dimensions
Author :
Buja, Andreas ; Zongming Ma ; Dan Yang
Author_Institution :
Dept. of Stat., Univ. of Pennsylvania, Philadelphia, PA, USA
Abstract :
We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. An algorithm is shown to achieve (near) optimal rates of convergence adaptively under mild conditions.
Keywords :
sparse matrices; low rank matrices; optimal denoising; sparse matrices;
Conference_Titel :
Communication, Control, and Computing (Allerton), 2013 51st Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4799-3409-6
DOI :
10.1109/Allerton.2013.6736558
