Covariance estimation under one-bit quantization (Q2112828): Difference between revisions

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+Quantitative estimates of the convergence of the empirical covariance matrix in log-concave ensembles
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+Sharp bounds on the rate of convergence of the empirical covariance matrix
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Invertibility of ``large'' submatrices with applications to the geometry of Banach spaces and harmonic analysis
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+Q4821526
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+Optimal rates of convergence for estimating Toeplitz covariance matrices
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+Optimal rates of convergence for covariance matrix estimation
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+The masked sample covariance estimator: an analysis using matrix concentration inequalities
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+Decoupling and Khintchine's inequalities for \(U\)-statistics
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+Itô isomorphisms for \(L^{p}\)-valued Poisson stochastic integrals
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+Quantized Compressed Sensing: A Survey
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+Normal rank
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+Non-Gaussian hyperplane tessellations and robust one-bit compressed sensing
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
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+Robust 1-bit compressed sensing via hinge loss minimization
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+Quantization
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+Dithered quantizers
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+Low-Complexity Massive MIMO Subspace Estimation and Tracking From Low-Dimensional Projections
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+Estimation of the autocorrelation function of complex Gaussian stationary processes by amplitude clipped signals
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+Robust 1-Bit Compressive Sensing via Binary Stable Embeddings of Sparse Vectors
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+Quantized Compressed Sensing by Rectified Linear Units
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+User-friendly covariance estimation for heavy-tailed distributions
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+One-Bit Compressive Sensing With Norm Estimation
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+Normal rank
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+Concentration inequalities and moment bounds for sample covariance operators
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+Partial estimation of covariance matrices
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+Normal rank
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+Channel Estimation and Performance Analysis of One-Bit Massive MIMO Systems
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+Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence
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+Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach
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+One-Bit Compressed Sensing by Linear Programming
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+Normal rank
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+Positive definite functions on spheres
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+Normal rank
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+Covariance estimation for distributions with \({2+\varepsilon}\) moments
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+User-friendly tail bounds for sums of random matrices
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+How close is the sample covariance matrix to the actual covariance matrix?
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+High-Dimensional Probability
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