Thresholding Approach for Low-Rank Correlation Matrix based on MM algorithm
Kensuke Tanioka, Yuki Furotani, Satoru Hiwa
The paper proposes a thresholding method for estimating sparse low-rank correlation matrices using the MM algorithm, showing improved performance over existing methods in simulations and real data.
Entropy · Apr 20, 2022Peer-reviewedBioinformatics