2 citations · 2 across the 1 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2020★ 2 cited
Optimal singular value shrinkage for operator norm loss
William Leeb
We study the denoising of low-rank matrices by singular value shrinkage. Recent work of Gavish and Donoho constructs a framework for finding optimal singular value shrinkers for a…
math.ST2019
A note on identifiability conditions in confirmatory factor analysis
William Leeb
Recently, Chen, Li and Zhang established conditions characterizing asymptotic identifiability of latent factors in confirmatory factor analysis. We give an elementary proof showing…
math.ST2019
Matrix denoising for weighted loss functions and heterogeneous signals
William Leeb
We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss functi…