Shrinkage Function And Its Applications In Matrix Approximation
Optimization and Control
2017-03-30 v3
Abstract
The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are demonstrated in solving several well-known problems, together with a new result in matrix approximation.
Cite
@article{arxiv.1601.07600,
title = {Shrinkage Function And Its Applications In Matrix Approximation},
author = {Toby Boas and Aritra Dutta and Xin Li and Kathryn P. Mercier and Eric Niderman},
journal= {arXiv preprint arXiv:1601.07600},
year = {2017}
}