MATLAB code for "Empirical Bayes matrix completion" (Computational Statistics & Data Analysis, 137, 195-210, 2019)
https://www.sciencedirect.com/science/article/abs/pii/S0167947319300556
EB_scalar.m is the script for EB with scalar covariance (Algorithm 1).
EB_diag.m is the script for EB with diagonal covariance (Algorithm 2).
If you have any comments or bug reports, please contact Takeru Matsuda (takeru.matsuda@riken.jp).
Update history
- uploaded on Dec 10, 2018
- moved to GitHub on Feb 25, 2022