Empirical Bayes matrix completion
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DOI: 10.1016/j.csda.2019.02.006
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References listed on IDEAS
- Arjun K. Gupta & Daya K. Nagar, 2000. "Matrix-variate beta distribution," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 24, pages 1-11, January.
- Takeru Matsuda & Fumiyasu Komaki, 2015. "Singular value shrinkage priors for Bayesian prediction," Biometrika, Biometrika Trust, vol. 102(4), pages 843-854.
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Cited by:
- T Matsuda & W E Strawderman, 2022. "Estimation under matrix quadratic loss and matrix superharmonicity [Shrinkage estimation with a matrix loss function]," Biometrika, Biometrika Trust, vol. 109(2), pages 503-519.
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Keywords
Empirical Bayes; Expectation–Maximization algorithm; Matrix completion; Singular value shrinkage;All these keywords.
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