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Keywords

Shrinkage function, singular value decomposition, low-rank approximation, sparse approximation.

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.

abs_vol32_pp163-171.pdf (92 kB)
Abstract in PDF

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