Comment on ``Hypothesis testing by convex optimization'' (Q491382): Difference between revisions

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+On combinatorial testing problems
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+Convexity, Classification, and Risk Bounds
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+Optimal detection of sparse principal components in high dimension
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+Simultaneous analysis of Lasso and Dantzig selector
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+Detection of a sparse submatrix of a high-dimensional noisy matrix
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Exact matrix completion via convex optimization
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+Latent variable graphical model selection via convex optimization
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+A Direct Formulation for Sparse PCA Using Semidefinite Programming
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+Large Cliques Elude the Metropolis Process
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+Expected complexity of graph partitioning problems
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+Computational barriers in minimax submatrix detection
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+High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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+Neyman-Pearson classification, convexity and stochastic constraints
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+Exponential screening and optimal rates of sparse estimation
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+Expressing combinatorial optimization problems by linear programs
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