High-dimensional covariance matrix estimation with missing observations (Q395991): Difference between revisions

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+Strong converse for identification via quantum channels
+Normal rank
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+Q3096116
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+Normal rank
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+Covariance regularization by thresholding
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+Normal rank
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+Simultaneous analysis of Lasso and Dantzig selector
+Normal rank
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+Optimal selection of reduced rank estimators of high-dimensional matrices
+Normal rank
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
+Normal rank
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
+Normal rank
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+Optimal rates of convergence for covariance matrix estimation
+Normal rank
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
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+The Power of Convex Relaxation: Near-Optimal Matrix Completion
+Normal rank
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+Sparse nonnegative solution of underdetermined linear equations by linear programming
+Normal rank
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
+Normal rank
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+Recovering Low-Rank Matrices From Few Coefficients in Any Basis
+Normal rank
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+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
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+Fast approach to the tracy-widom law at the edge of GOE and GUE
+Normal rank
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+Q2896128
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+Normal rank
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+Rank penalized estimators for high-dimensional matrices
+Normal rank
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+The Dantzig selector and sparsity oracle inequalities
+Normal rank
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
+Normal rank
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
+Normal rank
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+High-dimensional graphs and variable selection with the Lasso
+Normal rank
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+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
+Normal rank
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+Estimation of high-dimensional low-rank matrices
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+Normal rank
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+Sparse permutation invariant covariance estimation
+Normal rank
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+Generalized Thresholding of Large Covariance Matrices
+Normal rank
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+User-friendly tail bounds for sums of random matrices
+Normal rank
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+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
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+Spectral norm of products of random and deterministic matrices
+Normal rank
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+Characterization of the subdifferential of some matrix norms
+Normal rank
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+Model selection and estimation in the Gaussian graphical model
+Normal rank