Q4969185 (Q4969185): Difference between revisions

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+Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
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+Q3255781
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+Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
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+Regularized estimation in sparse high-dimensional time series models
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+Asymptotic properties of estimators for autoregressive models with errors in variables
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+Latent variable graphical model selection via convex optimization
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+Bulk universality for generalized Wigner matrices
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+Learning High-Dimensional Generalized Linear Autoregressive Models
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+MEASUREMENT ERRORS IN DYNAMIC MODELS
@@ Property / cites work: MEASUREMENT ERRORS IN DYNAMIC MODELS / rank @@
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+Q4637041
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+Normal rank
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Q5312885
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Restricted strong convexity and weighted matrix completion: Optimal bounds with noise
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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