Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Risk estimation for matrix recovery with spectral regularization   In this paper, we develop an approach to recursively estimate the quadratic
risk for matrix recovery problems regularized with spectral functions. Toward
this end, in the spirit of the SURE theory, a key step is to compute the (weak)
derivative and divergence of a solution with respect to the observations. As
such a solution is not available in closed form, but rather through a proximal
splitting algorithm, we propose to recursively compute the divergence from the
sequence of iterates. A second challenge that we unlocked is the computation of
the (weak) derivative of the proximity operator of a spectral function. To show
the potential applicability of our approach, we exemplify it on a matrix
completion problem to objectively and automatically select the regularization
parameter.

36
The categories of this paper are: cmp-lg
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
18
The categories of this paper are: econ
34
The categories of this paper are: chem-ph
12
The categories of this paper are: nucl-th
11
The categories of this paper are: hep-lat
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga
31
The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
5
The categories of this paper are: gr-qc
33
The categories of this paper are: plasm-ph