Daniel Cederberg
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View article: Projections onto Spectral Matrix Cones
Projections onto Spectral Matrix Cones Open
Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or …
View article: T-Rex: Fitting a Robust Factor Model via Expectation-Maximization
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Open
Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework …