denoiseR: A Package for Low Rank Matrix Estimation
Applications
2018-08-09 v2 Methodology
Abstract
We introduce denoiseR, an R package that provides a unified implementation of several state-of-the-art proposals for regularized low rank matrix estimation, along with automatic selection of the regularization parameters. We also extend these methods to allow for missing values. The regularization schemes discussed in this paper are built around singular-value shrinkage and bootstrap-based stability arguments. We illustrate how to use out package by applying it to several real and simulated datasets, and highlight strengths and weaknesses of the different implemented methods.
Keywords
Cite
@article{arxiv.1602.01206,
title = {denoiseR: A Package for Low Rank Matrix Estimation},
author = {Julie Josse and Sylvain Sardy and Stefan Wager},
journal= {arXiv preprint arXiv:1602.01206},
year = {2018}
}