Estimation of a sparse and spiked covariance matrix (Q5256289): Difference between revisions

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+Incremental proximal methods for large scale convex optimization
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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
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+Sparse estimation of a covariance matrix
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+Normal rank
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Adaptive covariance matrix estimation through block thresholding
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+Optimal rates of convergence for covariance matrix estimation
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+Robust principal component analysis?
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+Normal rank
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+Exact matrix completion via convex optimization
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+Normal rank
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+Network exploration via the adaptive LASSO and SCAD penalties
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+High-dimensional covariance matrix estimation in approximate factor models
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+Sparse inverse covariance estimation with the graphical lasso
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Shrinkage tuning parameter selection in precision matrices estimation
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Positive definite estimators of large covariance matrices
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+Generalized Thresholding of Large Covariance Matrices
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+Identifiability of factor analysis: Some results and open problems
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+Probabilistic Principal Component Analysis
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+Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm
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+Nonparametric estimation of large covariance matrices of longitudinal data
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+Positive-Definite ℓ<sub>1</sub>-Penalized Estimation of Large Covariance Matrices
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