Pages that link to "Item:Q5405170"
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The following pages link to Restricted strong convexity and weighted matrix completion: Optimal bounds with noise (Q5405170):
Displayed 50 items.
- Geometric median and robust estimation in Banach spaces (Q122792) (← links)
- Numerical comparisons between Bayesian and frequentist low-rank matrix completion: estimation accuracy and uncertainty quantification (Q123602) (← links)
- Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems (Q276859) (← links)
- Matrix completion via max-norm constrained optimization (Q302432) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- A graphical approach to the analysis of matrix completion (Q335673) (← links)
- Low rank estimation of smooth kernels on graphs (Q355091) (← links)
- Sharp recovery bounds for convex demixing, with applications (Q404302) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Von Neumann entropy penalization and low-rank matrix estimation (Q449975) (← links)
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling (Q548547) (← links)
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
- Max-norm optimization for robust matrix recovery (Q681486) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- Robust matrix completion (Q682808) (← links)
- Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Matrix completion by singular value thresholding: sharp bounds (Q887273) (← links)
- Adaptive multinomial matrix completion (Q902226) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Cross: efficient low-rank tensor completion (Q1731066) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- Equivalent Lipschitz surrogates for zero-norm and rank optimization problems (Q1756795) (← links)
- Flexible low-rank statistical modeling with missing data and side information (Q1799348) (← links)
- Practical matrix completion and corruption recovery using proximal alternating robust subspace minimization (Q1799934) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
- Robust low-rank matrix estimation (Q1990590) (← links)
- Towards optimal estimation of bivariate isotonic matrices with unknown permutations (Q1996765) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Active matrix factorization for surveys (Q2044242) (← links)
- Matrix optimization based Euclidean embedding with outliers (Q2044470) (← links)
- Error bound of critical points and KL property of exponent 1/2 for squared F-norm regularized factorization (Q2052408) (← links)
- Bridging convex and nonconvex optimization in robust PCA: noise, outliers and missing data (Q2054540) (← links)
- Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
- Robust parameter estimation of regression models under weakened moment assumptions (Q2081782) (← links)
- Tight risk bound for high dimensional time series completion (Q2137821) (← links)
- Augmented Lagrangian methods for convex matrix optimization problems (Q2158112) (← links)
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (Q2189396) (← links)
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming (Q2220656) (← links)
- A multi-stage convex relaxation approach to noisy structured low-rank matrix recovery (Q2220914) (← links)
- Outlier detection in networks with missing links (Q2242182) (← links)
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
- Provable accelerated gradient method for nonconvex low rank optimization (Q2303662) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Structured matrix estimation and completion (Q2325396) (← links)