Pages that link to "Item:Q2443207"
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The following pages link to Minimax sparse principal subspace estimation in high dimensions (Q2443207):
Displayed 50 items.
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- Posterior contraction rates of the phylogenetic Indian buffet processes (Q516479) (← links)
- Near-optimal stochastic approximation for online principal component estimation (Q681490) (← links)
- A Schatten-\(q\) low-rank matrix perturbation analysis via perturbation projection error bound (Q821008) (← links)
- High-resolution signal recovery via generalized sampling and functional principal component analysis (Q824321) (← links)
- Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems (Q830705) (← links)
- Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Slice inverse regression with score functions (Q1753150) (← links)
- Bayesian variable selection for globally sparse probabilistic PCA (Q1786585) (← links)
- Linearity identification for general partial linear single-index models (Q1793004) (← links)
- Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Testing equivalence of clustering (Q2119234) (← links)
- Overlapping community detection in networks via sparse spectral decomposition (Q2121698) (← links)
- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes (Q2129204) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- Efficient estimation of linear functionals of principal components (Q2176629) (← links)
- Nonasymptotic upper bounds for the reconstruction error of PCA (Q2196210) (← links)
- Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates (Q2278668) (← links)
- Distributed estimation of principal eigenspaces (Q2284361) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Principal component analysis in the local differential privacy model (Q2290637) (← links)
- Sparse principal component analysis with missing observations (Q2318671) (← links)
- Squared-norm empirical processes (Q2322609) (← links)
- Consistency of spectral clustering in stochastic block models (Q2338925) (← links)
- Sparsistency and agnostic inference in sparse PCA (Q2338928) (← links)
- Optimal estimation and rank detection for sparse spiked covariance matrices (Q2343031) (← links)
- Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
- Do semidefinite relaxations solve sparse PCA up to the information limit? (Q2352742) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions (Q4690955) (← links)
- (Q4998937) (← links)
- Sparse Functional Principal Component Analysis in High Dimensions (Q5041340) (← links)
- [HDDA] sparse subspace constrained partial least squares (Q5107373) (← links)
- A Unifying Tutorial on Approximate Message Passing (Q5863992) (← links)
- Wald Statistics in high-dimensional PCA (Q5881043) (← links)
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation (Q5965313) (← links)
- Nearly optimal stochastic approximation for online principal subspace estimation (Q6041665) (← links)
- Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis (Q6110700) (← links)
- Stochastic Gauss-Newton algorithms for online PCA (Q6111665) (← links)
- Van Trees inequality, group equivariance, and estimation of principal subspaces (Q6119053) (← links)
- Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior (Q6121981) (← links)
- Optimal discriminant analysis in high-dimensional latent factor models (Q6136589) (← links)
- Sparse principal component analysis for high‐dimensional stationary time series (Q6140347) (← links)
- Dynamic Principal Component Analysis in High Dimensions (Q6153994) (← links)