Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793): Difference between revisions

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+Fast global convergence of gradient methods for high-dimensional statistical recovery
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+Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
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+High-dimensional analysis of semidefinite relaxations for sparse principal components
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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
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+Simultaneous analysis of Lasso and Dantzig selector
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+Linear convergence of iterative soft-thresholding
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+Robust principal component analysis?
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+Exact matrix completion via convex optimization
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+Rank-Sparsity Incoherence for Matrix Decomposition
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+Atomic Decomposition by Basis Pursuit
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+Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence
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+Robust Matrix Decomposition With Sparse Corruptions
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+The benefit of group sparsity
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Error bounds and convergence analysis of feasible descent methods: A general approach
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+High-dimensional graphs and variable selection with the Lasso
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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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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+Introductory lectures on convex optimization. A basic course.
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+Paraconvex functions and paraconvex sets
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+A Simpler Approach to Matrix Completion
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+Estimation of high-dimensional low-rank matrices
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+Reconstruction From Anisotropic Random Measurements
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+Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
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+On the conditions used to prove oracle results for the Lasso
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+Robust PCA via Outlier Pursuit
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The composite absolute penalties family for grouped and hierarchical variable selection
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