Computational and statistical tradeoffs via convex relaxation (Q5170958): Difference between revisions

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+De-noising by soft-thresholding
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+Minimax estimation via wavelet shrinkage
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+Computational sample complexity and attribute-efficient learning
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+High-dimensional analysis of semidefinite relaxations for sparse principal components
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+Orthogonal Tensor Decompositions
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
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+Compressed sensing
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+Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
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+A Hierarchy of Relaxations between the Continuous and Convex Hull Representations for Zero-One Programming Problems
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+Semidefinite programming relaxations for semialgebraic problems
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+Global Optimization with Polynomials and the Problem of Moments
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+Theta Bodies for Polynomial Ideals
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+Hyperbolic programs, and their derivative relaxations
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+The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
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+The convex geometry of linear inverse problems
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+ORBITOPES
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+Computing the nearest correlation matrix--a problem from finance
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+Regularized estimation of large covariance matrices
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+Q4705344
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+Finding and certifying a large hidden clique in a semirandom graph
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+Nuclear norm minimization for the planted clique and biclique problems
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+Maximum matching and a polyhedron with 0,1-vertices
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+Odd Minimum Cut-Sets and <i>b</i>-Matchings
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