Regularization parameter selection for the low rank matrix recovery (Q2046538): Difference between revisions

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+Optimization Methods for Large-Scale Machine Learning
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+Sharp RIP bound for sparse signal and low-rank matrix recovery
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+Atomic Decomposition by Basis Pursuit
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+Robust low-rank matrix estimation
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Hankel Matrix Rank Minimization with Applications to System Identification and Realization
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+Safe Feature Elimination in Sparse Supervised Learning
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+\(s\)-goodness for low-rank matrix recovery
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+Interior-Point Method for Nuclear Norm Approximation with Application to System Identification
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+Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
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+Gap Safe screening rules for sparsity enforcing penalties
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Estimation of high-dimensional low-rank matrices
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+Adaptive Huber Regression
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+Strong Rules for Discarding Predictors in Lasso-Type Problems
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+Characterization of the subdifferential of some matrix norms
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+Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
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+Regularized Matrix Regression
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