Low-rank completion and recovery of correlation matrices

In the pursuit of efficient methods of dimension reduction for multi-factor correlation systems and for sparsely populated and partially observed matrices, the problem of matrix completion within a low-rank framework is of particular significance. This dissertation presents the methods of spectral c...

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Bibliographic Details
Main Author: Ramlall, Chetan K
Other Authors: Ouwehand, Peter
Format: Dissertation
Language:English
Published: Faculty of Commerce 2020
Subjects:
Online Access:http://hdl.handle.net/11427/31080