Improved sparse low-rank matrix estimation

A Parekh, IW Selesnick - Signal Processing, 2017 - Elsevier
We address the problem of estimating a sparse low-rank matrix from its noisy observation.
We propose an objective function consisting of a data-fidelity term and two parameterized …

Gaussian patch mixture model guided low-rank covariance matrix minimization for image denoising

J Guo, Y Guo, Q **, M Kwok-Po Ng, S Wang - SIAM Journal on Imaging …, 2022 - SIAM
Image denoising is one of the most important tasks in image processing. In this paper, we
study image denoising methods by using similar patches which have low-rank covariance …

[HTML][HTML] Improved large covariance matrix estimation based on efficient convex combination and its application in portfolio optimization

Y Zhang, J Tao, Z Yin, G Wang - Mathematics, 2022 - mdpi.com
The estimation of the covariance matrix is an important topic in the field of multivariate
statistical analysis. In this paper, we propose a new estimator, which is a convex …

Proximal approaches for matrix optimization problems: Application to robust precision matrix estimation

A Benfenati, E Chouzenoux, JC Pesquet - Signal Processing, 2020 - Elsevier
In recent years, there has been a growing interest in mathematical models leading to the
minimization, in a symmetric matrix space, of a Bregman divergence coupled with a …

An Improved DCC Model Based on Large-Dimensional Covariance Matrices Estimation and Its Applications

Y Zhang, J Tao, Y Lv, G Wang - Symmetry, 2023 - mdpi.com
The covariance matrix estimation plays an important role in portfolio optimization and risk
management. It is well-known that portfolio is essentially a convex quadratic programming …

Sparse linear discriminant analysis using the prior-knowledge-guided block covariance matrix

JH Nam, D Kim, D Chung - Chemometrics and Intelligent Laboratory …, 2020 - Elsevier
There are two key challenges when using a linear discriminant analysis in the high-
dimensional setting, including singularity of the covariance matrix and difficulty of …

[HTML][HTML] A penalty decomposition method for rank minimization problem with affine constraints

ZF **, Z Wan, X Zhao, Y **ao - Applied Mathematical Modelling, 2015 - Elsevier
The rank minimization problem with affine constraints is widely applied in the fields of
control, system identification, and machine learning, and attracted much attention and well …

Convex relaxation algorithm for a structured simultaneous low-rank and sparse recovery problem

L Han, XL Liu - Journal of the Operations Research Society of China, 2015 - Springer
This paper is concerned with the structured simultaneous low-rank and sparse recovery,
which can be formulated as the rank and zero-norm regularized least squares problem with …

Thresholding approach for low-rank correlation matrix based on mm algorithm

K Tanioka, Y Furotani, S Hiwa - Entropy, 2022 - mdpi.com
Background: Low-rank approximation is used to interpret the features of a correlation matrix
using visualization tools; however, a low-rank approximation may result in an estimation that …

Statistical Modeling and Inference for Populations of Networks and Longitudinal Data

C Mantoux - 2022 - theses.hal.science
The development and massification of medical imaging and clinical followup databases
open up new perspectives for understanding complex phenomena such as ageing or …