Functions to calculate higher-order spectral estimators and their corresponding unbiased estimates of the mean squared error

block_sure | Wrapper for 'get_c_list' and 'block_sure_given_c_list'. |

block_sure_given_c_list | Calculates the sure of estimators that shrink subtensors... |

block_sure_given_c_list_non | Calculates the SURE of estimators that shrink non-overlapping... |

block_sure_non | Wrapper for 'get_c_list_non' and... |

df_lasso | Derivative of soft thresholding shrinkage function. |

df_lasso_mult | Derivative of scaling and soft thresholding shrinkage... |

df_S_lasso | Derivative of soft thresholding a core array. |

df_S_lasso_mult | Derivative of scaling and soft thresholding a core array. |

df_truncate | Derivative of truncation spectral function. |

diverge_given_c | Calculates divergence of HOSE. |

east | Round-robbin game statistics from the Eastern NBA conference... |

efron_morris | Efron-Morris estimator. |

f_lasso | Soft thresholding shrinkage function. Same as lasso for... |

f_lasso_mult | Scaling and soft thresholding shrinkage function. |

f_S_lasso | Soft thresholding a core array. |

f_S_lasso_mult | Scaling and soft thresholding a core array. |

f_truncate | Truncation spectral function. |

get_basics | Calculates necessary components to calculate the SURE for... |

get_c | Outputs the 'C' array from Gerard and Hoff (2015), along with... |

get_c_list | Calculates the necessary components to calculate the SURE for... |

get_c_list_non | Calculates the necessary components to calculate the SURE for... |

get_trunc_est | Return the estimate from the truncated HOSVD given the hosvd... |

hosvd_full | Higher-order SVD using same signed eigenvectors as matix... |

listSum | Sums elements in a list. |

mdl_eigen | Returns the minimum description length given the eigenvalues. |

meet | Implements the Modified eivgenvalues estimator for Tucker... |

min_ef | Min Efron-Morris estimator. |

pad_circ | Adds a circular padding after matrix. |

pos_part | Positive part function. |

pos_part_2 | Positive part function. |

score_ylc | SCORE method from Yokota, Lee, and Cichoki (2017). |

sgd_given_c | Runs a stochastic gradient descent to minimize SURE for... |

sig_mp | Estimate of the variance from Gavish and Donoho (2014) based... |

sig_naive | Simplest estimator for variance. |

sig_soft | Variance estimators from Choi et al (2014). |

soft_coord | Runs an iterative coordinate descent algorithm to minimize... |

soft_cv | Soft-impute Cross-validation as described in Choi et al... |

stein | Stein's estimator. |

sure | Wrapper for 'get_c' and 'sure_given_c'. |

sure_given_basics | Calculates the SURE for estimators that shrink the individual... |

sure_given_c | Calculates SURE given the output of 'get_c'. |

sure_given_c_one_mode | Wrapper for 'sure_given_c' when only updating one mode. |

sure_matrix | SURE for spectral shrinkage functions for real matrices. |

sure_matrix_complex | SURE for spectral shrinkage functions for complex matrices. |

sure_rank | Iterates through all multilinear ranks less than 'max_nrank'... |

sure_S | Wrapper for 'get_basics' and 'sure_given_basics'. |

tensor_var_est | Non-parametric variance estimation for tensor datasets. |

trunc_hosvd | Matrix-specific ways to estimate the rank for each mode and... |

update_c | Update scale parameter in scale and soft-thresholding HOSE's. |

update_lambda | Update of thresholding parameter for scale and... |

update_lambda_brent | Apply Brent's method to update the kth mode when... |

west | Round-robbin game statistics from the Western NBA conference... |

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