Estimation of high-dimensional low-rank matrices (Q548539): Difference between revisions

@@ Property / author @@
-Alexandre B. Tsybakov
@@ Property / author: Alexandre B. Tsybakov / rank @@
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@@ Property / author @@
+Alexandre B. Tsybakov
@@ Property / author: Alexandre B. Tsybakov / rank @@
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+H12
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+empirical process
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@@ Property / zbMATH Keywords @@
+sparse recovery
@@ Property / zbMATH Keywords: sparse recovery / rank @@
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@@ Property / zbMATH Keywords @@
+Schatten norm
@@ Property / zbMATH Keywords: Schatten norm / rank @@
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@@ Property / zbMATH Keywords @@
+penalized least-squares estimator
@@ Property / zbMATH Keywords: penalized least-squares estimator / rank @@
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+quasi-convex Schatten class embeddings
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+High-dimensional analysis of semidefinite relaxations for sparse principal components
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@@ Property / cites work @@
+Regularized estimation of large covariance matrices
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@@ Property / cites work @@
+Simultaneous analysis of Lasso and Dantzig selector
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@@ Property / cites work @@
+Optimal selection of reduced rank estimators of high-dimensional matrices
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@@ Property / cites work @@
+Aggregation for Gaussian regression
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@@ Property / cites work @@
+Optimal rates of convergence for covariance matrix estimation
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@@ Property / cites work @@
+Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
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@@ Property / cites work @@
+Exact matrix completion via convex optimization
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+Decoding by Linear Programming
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+The Power of Convex Relaxation: Near-Optimal Matrix Completion
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+Entropy Numbers and Approximation Numbers in Function Spacess
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+The risk inflation criterion for multiple regression
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+Q2702144
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+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
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+Oracle inequalities and optimal inference under group sparsity
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+High-dimensional graphs and variable selection with the Lasso
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+Reconstruction and subgaussian operators in asymptotic geometric analysis
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
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+Remarks on Inequalities for Large Deviation Probabilities
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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+A Simpler Approach to Matrix Completion
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+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
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+Exponential screening and optimal rates of sparse estimation
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+Learning Theory
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+User-friendly tail bounds for sums of random matrices
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+Introduction to nonparametric estimation
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+Square root penalty: Adaption to the margin in classification and in edge estimation
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