2023-07-27
- Read “Efficient Optimization Algorithms for Robust Principal Component Analysis and Its Variants” by Ma and Serhat Aybat, 2018.
2023-07-25
- Refactor RPCA class in NNM software.
- Listen to Peter Visscher.
2023-07-24
- Setup CV class for NNMFW using Frank-Wolfe algorithm.
- Apply CV class to simulations to check implementation.
2023-07-21
- Read about image denoising using different nuclear norm regularization methods.
2023-07-20
- Debug class for NNM with Frank-Wolfe algorithm.
2023-07-06
- Modify main plot of GradVI manuscript, include ELBO convergence, remove PVE 0.4 and 0.6, remove trendfiltering order 1.
- Meeting with Matthew. Notes: check scaling of trendfiltering matrix, implement Newton’s method.
2023-07-05
- Simple examples of truncated SVD, nuclear norm minimization and RobustPCA on simulated data.
- Group meeting by Megan. Meeting notes.
- Meeting with David. Notes: simulations with \(m = 0\), implement weights in RobustPCA, regression coefficients vs z-scores.