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  "Title": "'ScreeNOT': MSE-Optimal Singular Value Thresholding in\nCorrelated Noise",
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  "Description": "Optimal hard thresholding of singular values. The\nprocedure adaptively estimates the best singular value\nthreshold under unknown noise characteristics. The threshold\nchosen by 'ScreeNOT' is optimal (asymptotically, in the sense\nof minimum Frobenius error) under the the so-called \"Spiked\nmodel\" of a low-rank matrix observed in additive noise. In\ncontrast to previous works, the noise is not assumed to be\ni.i.d. or white; it can have an essentially arbitrary and\nunknown correlation structure, across either rows, columns or\nboth. 'ScreeNOT' is proposed to practitioners as a\nmathematically solid alternative to Cattell's ever-popular but\nvague Scree Plot heuristic from 1966. If you use this package,\nplease cite our paper: David L. Donoho, Matan Gavish and Elad\nRomanov (2023). \"ScreeNOT: Exact MSE-optimal singular value\nthresholding in correlated noise.\" Annals of Statistics, 2023\n(To appear). <arXiv:2009.12297>.",
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