Sparse and low-rank covariance matrix estimation (Q2516376): Difference between revisions

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+W2963769637
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+.4596
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+Regularized estimation of large covariance matrices
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+Covariance regularization by thresholding
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+Optimal rates of convergence for covariance matrix estimation
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+Adaptive covariance matrix estimation through block thresholding
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+Q3145535
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+Optimal rates of convergence for sparse covariance matrix estimation
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Sparse inverse covariance estimation with the graphical lasso
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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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+On the distribution of the largest eigenvalue in principal components analysis
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+Simultaneously Structured Models With Application to Sparse and Low-Rank Matrices
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+Positive definite estimators of large covariance matrices
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+Generalized Thresholding of Large Covariance Matrices
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+Nonparametric estimation of large covariance matrices of longitudinal data
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+Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices
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+Alternating direction method for covariance selection models
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