iskandr/fancyimpute

References for iterative_svd

FanwangM opened this issue · 4 comments

FanwangM commented

Thank you for making such a nice package!

Can anyone help tell me which is the original paper for iterative_svd? Except the one that's mentioned, Should be similar to SVDimpute from Missing value estimation methods for DNA microarrays by Troyanskaya et. al.

My guesses are

  1. M. Fuentes, P. Guttorp, and P. D. Sampson. (2006) Using Transforms to Analyze Space-Time Processes in Statistical methods for spatio-temporal systems 77-150.
  2. A Method of Estimation of Missing Values in Multivariate Data Suitable for use with an Electronic Computer S. F. Buck Journal of the Royal Statistical Society. Series B (Methodological) Vol. 22, No. 2 (1960), pp. 302-306

But not sure if I am right.

Thank you!

sergeyf commented

Thanks for the kind words!

@iskandr implemented that one. Alex - what's the reference? Is it just crappier SoftImpute?

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FanwangM commented

Thank you! @sergeyf

I think it would be good for me to understand the math and algorithm before I start using it for my own research.

sergeyf commented

OK I think our SVD imputation is a implementation of R's svdImpute: https://rdrr.io/bioc/pcaMethods/man/svdImpute.html

And so the reference is (as you mentioned):

Troyanskaya O. and Cantor M. and Sherlock G. and Brown P. and Hastie T. and Tibshirani R. and Botstein D. and Altman RB. - Missing value estimation methods for DNA microarrays. Bioinformatics. 2001 Jun;17(6):520-5.

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FanwangM commented

Thank you so much for the solution, Sergey!

@sergeyf