| Name : R-ScreeNOT
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:03:07
|
| Group : Development/Libraries/Other
| Source RPM : R-ScreeNOT-0.1.0-lp153.1.5.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : \'ScreeNOT\': MSE-Optimal Singular Value Thresholding in Correlated Noise
|
Description :
Optimal hard thresholding of singular values. The procedure adaptively
estimates the best singular value threshold under unknown noise
characteristics. The threshold chosen by \'ScreeNOT\' is optimal
(asymptotically, in the sense of minimum Frobenius error) under the the
so-called \"Spiked model\" of a low-rank matrix observed in additive
noise. In contrast to previous works, the noise is not assumed to be
i.i.d. or white; it can have an essentially arbitrary and unknown
correlation structure, across either rows, columns or both. \'ScreeNOT\'
is proposed to practitioners as a mathematically solid alternative to
Cattell\'s ever-popular but vague Scree Plot heuristic from 1966. If you
use this package, please cite our paper: David L. Donoho, Matan Gavish
and Elad Romanov (2023). \"ScreeNOT: Exact MSE-optimal singular value
thresholding in correlated noise.\" Annals of Statistics, 2023 (To
appear). < arXiv:2009.12297>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
