Pages that link to "Item:Q661157"
From MaRDI portal
The following pages link to Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157):
Displaying 50 items.
- Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
- 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)
- Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← links)
- Matrix completion via max-norm constrained optimization (Q302432) (← links)
- Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Estimation of low rank density matrices: bounds in Schatten norms and other distances (Q315410) (← links)
- Estimation of matrices with row sparsity (Q327303) (← links)
- Sharp MSE bounds for proximal denoising (Q330102) (← links)
- A graphical approach to the analysis of matrix completion (Q335673) (← links)
- Estimation of low-rank covariance function (Q335675) (← links)
- Low rank estimation of smooth kernels on graphs (Q355091) (← links)
- High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
- Von Neumann entropy penalization and low-rank matrix estimation (Q449975) (← links)
- Minimax risk of matrix denoising by singular value thresholding (Q482895) (← links)
- \(L_1\)-penalization in functional linear regression with subgaussian design (Q487731) (← links)
- Comment on ``Hypothesis testing by convex optimization'' (Q491382) (← links)
- Degrees of freedom in low rank matrix estimation (Q525906) (← 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)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← 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)
- Generalized co-sparse factor regression (Q830453) (← links)
- Matrix completion by singular value thresholding: sharp bounds (Q887273) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- On signal detection and confidence sets for low rank inference problems (Q902209) (← links)
- Adaptive multinomial matrix completion (Q902226) (← links)
- A perturbation inequality for concave functions of singular values and its applications in low-rank matrix recovery (Q905912) (← links)
- On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- A distributed Frank-Wolfe framework for learning low-rank matrices with the trace norm (Q1631800) (← links)
- Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Random perturbation of low rank matrices: improving classical bounds (Q1688904) (← links)
- Adaptive confidence sets for matrix completion (Q1708972) (← links)
- Cross: efficient low-rank tensor completion (Q1731066) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- High-dimensional additive hazards models and the lasso (Q1950827) (← links)
- Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
- Low rank multivariate regression (Q1952208) (← links)
- Rank penalized estimators for high-dimensional matrices (Q1952222) (← links)
- Robust low-rank matrix estimation (Q1990590) (← links)
