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Shrinkage Function And Its Applications In Matrix Approximation

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arxiv 1601.07600 v3 pith:N7F7EAG7 submitted 2016-01-27 math.OC

Toby Boas , Aritra Dutta , Xin Li , Kathryn P. Mercier , Eric Niderman This is my paper · ORCID
classification math.OC
keywords functionshrinkageapproximationmatrixapplicationsadditionarticlecompressive
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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.

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