Reconstruction of a low-rank matrix in the presence of Gaussian noise

Journal of Multivariate Analysis

Volumn 118, Issue , 2013, Pages 67-76

  Shabalin, Andrey A ^a   Nobel, Andrew B ^a  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

Author keywords

Eigenvalue distribution; Eigenvector distribution; HDLSS; Matrix reconstruction; Principal component analysis; Random matrix theory

Indexed keywords

EID: 84876797915     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2013.03.005     Document Type: Article

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