Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators

Emmanuel J. Candès, Carlos Sing-Long, Joshua D. Trzasko. Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators. IEEE Transactions on Signal Processing, 61(19):4643-4657, 2013. [doi]

Abstract

Abstract is missing.