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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Format: | Dissertation |
Language: | English |
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Faculty of Commerce
2020
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Online Access: | http://hdl.handle.net/11427/31080 |