Maximum Likelihood Multivariate Calibration

By Peter D. Wentzell, Darren T. Andrews, B. R. Kowalski, M. B. Seasholtz, R. J. Larsen, M. Marx, An

Subfields: Statistics and Probability

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1. Yuanzhi Li
2. Andrej Risteski
3. Yingyu Liang

Citations in the corpus

• Recovery guarantee of weighted low-rank approximation via alternating minimization (2016, methodology): “A natural approach to recover the ground truth matrix is to solve a weighted low-rank approximation problem where the weights are inversely proportional to the variance in the entries (Gadian, 1982; Wentzell et al., 1997).”